CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9320 |
0.9333 |
0.0013 |
0.1% |
0.9241 |
| High |
0.9352 |
0.9355 |
0.0003 |
0.0% |
0.9419 |
| Low |
0.9296 |
0.9285 |
-0.0011 |
-0.1% |
0.9209 |
| Close |
0.9347 |
0.9291 |
-0.0056 |
-0.6% |
0.9357 |
| Range |
0.0056 |
0.0070 |
0.0014 |
25.0% |
0.0210 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.0% |
0.0000 |
| Volume |
67,407 |
54,578 |
-12,829 |
-19.0% |
339,016 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9520 |
0.9476 |
0.9330 |
|
| R3 |
0.9450 |
0.9406 |
0.9310 |
|
| R2 |
0.9380 |
0.9380 |
0.9304 |
|
| R1 |
0.9336 |
0.9336 |
0.9297 |
0.9323 |
| PP |
0.9310 |
0.9310 |
0.9310 |
0.9304 |
| S1 |
0.9266 |
0.9266 |
0.9285 |
0.9253 |
| S2 |
0.9240 |
0.9240 |
0.9278 |
|
| S3 |
0.9170 |
0.9196 |
0.9272 |
|
| S4 |
0.9100 |
0.9126 |
0.9253 |
|
|
| 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 |
0.9386 |
0.9285 |
0.0101 |
1.1% |
0.0065 |
0.7% |
6% |
False |
True |
60,497 |
| 10 |
0.9419 |
0.9182 |
0.0237 |
2.6% |
0.0071 |
0.8% |
46% |
False |
False |
66,020 |
| 20 |
0.9419 |
0.8981 |
0.0438 |
4.7% |
0.0068 |
0.7% |
71% |
False |
False |
69,056 |
| 40 |
0.9419 |
0.8829 |
0.0590 |
6.4% |
0.0072 |
0.8% |
78% |
False |
False |
49,707 |
| 60 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0076 |
0.8% |
85% |
False |
False |
33,254 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0073 |
0.8% |
85% |
False |
False |
24,988 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0067 |
0.7% |
85% |
False |
False |
19,992 |
| 120 |
0.9439 |
0.8586 |
0.0853 |
9.2% |
0.0058 |
0.6% |
83% |
False |
False |
16,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9653 |
|
2.618 |
0.9538 |
|
1.618 |
0.9468 |
|
1.000 |
0.9425 |
|
0.618 |
0.9398 |
|
HIGH |
0.9355 |
|
0.618 |
0.9328 |
|
0.500 |
0.9320 |
|
0.382 |
0.9312 |
|
LOW |
0.9285 |
|
0.618 |
0.9242 |
|
1.000 |
0.9215 |
|
1.618 |
0.9172 |
|
2.618 |
0.9102 |
|
4.250 |
0.8988 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9320 |
0.9335 |
| PP |
0.9310 |
0.9320 |
| S1 |
0.9301 |
0.9306 |
|