CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 21-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9333 |
0.9296 |
-0.0037 |
-0.4% |
0.9353 |
| High |
0.9355 |
0.9311 |
-0.0044 |
-0.5% |
0.9385 |
| Low |
0.9285 |
0.9280 |
-0.0005 |
-0.1% |
0.9285 |
| Close |
0.9291 |
0.9295 |
0.0004 |
0.0% |
0.9291 |
| Range |
0.0070 |
0.0031 |
-0.0039 |
-55.7% |
0.0100 |
| ATR |
0.0070 |
0.0067 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
54,578 |
26,109 |
-28,469 |
-52.2% |
239,840 |
|
| Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9388 |
0.9373 |
0.9312 |
|
| R3 |
0.9357 |
0.9342 |
0.9304 |
|
| R2 |
0.9326 |
0.9326 |
0.9301 |
|
| R1 |
0.9311 |
0.9311 |
0.9298 |
0.9303 |
| PP |
0.9295 |
0.9295 |
0.9295 |
0.9292 |
| S1 |
0.9280 |
0.9280 |
0.9292 |
0.9272 |
| S2 |
0.9264 |
0.9264 |
0.9289 |
|
| S3 |
0.9233 |
0.9249 |
0.9286 |
|
| S4 |
0.9202 |
0.9218 |
0.9278 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9620 |
0.9556 |
0.9346 |
|
| R3 |
0.9520 |
0.9456 |
0.9319 |
|
| R2 |
0.9420 |
0.9420 |
0.9309 |
|
| R1 |
0.9356 |
0.9356 |
0.9300 |
0.9338 |
| PP |
0.9320 |
0.9320 |
0.9320 |
0.9312 |
| S1 |
0.9256 |
0.9256 |
0.9282 |
0.9238 |
| S2 |
0.9220 |
0.9220 |
0.9273 |
|
| S3 |
0.9120 |
0.9156 |
0.9264 |
|
| S4 |
0.9020 |
0.9056 |
0.9236 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9385 |
0.9280 |
0.0105 |
1.1% |
0.0059 |
0.6% |
14% |
False |
True |
53,189 |
| 10 |
0.9419 |
0.9209 |
0.0210 |
2.3% |
0.0066 |
0.7% |
41% |
False |
False |
60,496 |
| 20 |
0.9419 |
0.8996 |
0.0423 |
4.6% |
0.0066 |
0.7% |
71% |
False |
False |
66,746 |
| 40 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0071 |
0.8% |
79% |
False |
False |
50,336 |
| 60 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0075 |
0.8% |
85% |
False |
False |
33,677 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0073 |
0.8% |
85% |
False |
False |
25,314 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0067 |
0.7% |
85% |
False |
False |
20,253 |
| 120 |
0.9436 |
0.8586 |
0.0850 |
9.1% |
0.0058 |
0.6% |
83% |
False |
False |
16,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9443 |
|
2.618 |
0.9392 |
|
1.618 |
0.9361 |
|
1.000 |
0.9342 |
|
0.618 |
0.9330 |
|
HIGH |
0.9311 |
|
0.618 |
0.9299 |
|
0.500 |
0.9296 |
|
0.382 |
0.9292 |
|
LOW |
0.9280 |
|
0.618 |
0.9261 |
|
1.000 |
0.9249 |
|
1.618 |
0.9230 |
|
2.618 |
0.9199 |
|
4.250 |
0.9148 |
|
|
| Fisher Pivots for day following 21-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9296 |
0.9318 |
| PP |
0.9295 |
0.9310 |
| S1 |
0.9295 |
0.9303 |
|