CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 16-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9378 |
0.9320 |
-0.0058 |
-0.6% |
0.9241 |
| High |
0.9384 |
0.9352 |
-0.0032 |
-0.3% |
0.9419 |
| Low |
0.9297 |
0.9296 |
-0.0001 |
0.0% |
0.9209 |
| Close |
0.9315 |
0.9347 |
0.0032 |
0.3% |
0.9357 |
| Range |
0.0087 |
0.0056 |
-0.0031 |
-35.6% |
0.0210 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
68,719 |
67,407 |
-1,312 |
-1.9% |
339,016 |
|
| Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9500 |
0.9479 |
0.9378 |
|
| R3 |
0.9444 |
0.9423 |
0.9362 |
|
| R2 |
0.9388 |
0.9388 |
0.9357 |
|
| R1 |
0.9367 |
0.9367 |
0.9352 |
0.9378 |
| PP |
0.9332 |
0.9332 |
0.9332 |
0.9337 |
| S1 |
0.9311 |
0.9311 |
0.9342 |
0.9322 |
| S2 |
0.9276 |
0.9276 |
0.9337 |
|
| S3 |
0.9220 |
0.9255 |
0.9332 |
|
| S4 |
0.9164 |
0.9199 |
0.9316 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9958 |
0.9868 |
0.9473 |
|
| R3 |
0.9748 |
0.9658 |
0.9415 |
|
| R2 |
0.9538 |
0.9538 |
0.9396 |
|
| R1 |
0.9448 |
0.9448 |
0.9376 |
0.9493 |
| PP |
0.9328 |
0.9328 |
0.9328 |
0.9351 |
| S1 |
0.9238 |
0.9238 |
0.9338 |
0.9283 |
| S2 |
0.9118 |
0.9118 |
0.9319 |
|
| S3 |
0.8908 |
0.9028 |
0.9299 |
|
| S4 |
0.8698 |
0.8818 |
0.9242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9419 |
0.9296 |
0.0123 |
1.3% |
0.0069 |
0.7% |
41% |
False |
True |
67,340 |
| 10 |
0.9419 |
0.9160 |
0.0259 |
2.8% |
0.0068 |
0.7% |
72% |
False |
False |
66,686 |
| 20 |
0.9419 |
0.8943 |
0.0476 |
5.1% |
0.0067 |
0.7% |
85% |
False |
False |
70,046 |
| 40 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0072 |
0.8% |
88% |
False |
False |
48,349 |
| 60 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0077 |
0.8% |
91% |
False |
False |
32,354 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0073 |
0.8% |
91% |
False |
False |
24,306 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0067 |
0.7% |
91% |
False |
False |
19,446 |
| 120 |
0.9466 |
0.8586 |
0.0880 |
9.4% |
0.0057 |
0.6% |
86% |
False |
False |
16,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9590 |
|
2.618 |
0.9499 |
|
1.618 |
0.9443 |
|
1.000 |
0.9408 |
|
0.618 |
0.9387 |
|
HIGH |
0.9352 |
|
0.618 |
0.9331 |
|
0.500 |
0.9324 |
|
0.382 |
0.9317 |
|
LOW |
0.9296 |
|
0.618 |
0.9261 |
|
1.000 |
0.9240 |
|
1.618 |
0.9205 |
|
2.618 |
0.9149 |
|
4.250 |
0.9058 |
|
|
| Fisher Pivots for day following 16-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9339 |
0.9345 |
| PP |
0.9332 |
0.9343 |
| S1 |
0.9324 |
0.9341 |
|