CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9296 |
0.9289 |
-0.0007 |
-0.1% |
0.9353 |
| High |
0.9311 |
0.9344 |
0.0033 |
0.4% |
0.9385 |
| Low |
0.9280 |
0.9288 |
0.0008 |
0.1% |
0.9285 |
| Close |
0.9295 |
0.9327 |
0.0032 |
0.3% |
0.9291 |
| Range |
0.0031 |
0.0056 |
0.0025 |
80.6% |
0.0100 |
| ATR |
0.0067 |
0.0067 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
26,109 |
54,142 |
28,033 |
107.4% |
239,840 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9488 |
0.9463 |
0.9358 |
|
| R3 |
0.9432 |
0.9407 |
0.9342 |
|
| R2 |
0.9376 |
0.9376 |
0.9337 |
|
| R1 |
0.9351 |
0.9351 |
0.9332 |
0.9364 |
| PP |
0.9320 |
0.9320 |
0.9320 |
0.9326 |
| S1 |
0.9295 |
0.9295 |
0.9322 |
0.9308 |
| S2 |
0.9264 |
0.9264 |
0.9317 |
|
| S3 |
0.9208 |
0.9239 |
0.9312 |
|
| S4 |
0.9152 |
0.9183 |
0.9296 |
|
|
| 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 |
0.9384 |
0.9280 |
0.0104 |
1.1% |
0.0060 |
0.6% |
45% |
False |
False |
54,191 |
| 10 |
0.9419 |
0.9218 |
0.0201 |
2.2% |
0.0067 |
0.7% |
54% |
False |
False |
61,146 |
| 20 |
0.9419 |
0.9068 |
0.0351 |
3.8% |
0.0064 |
0.7% |
74% |
False |
False |
65,268 |
| 40 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0070 |
0.7% |
84% |
False |
False |
51,660 |
| 60 |
0.9419 |
0.8601 |
0.0818 |
8.8% |
0.0074 |
0.8% |
89% |
False |
False |
34,578 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0074 |
0.8% |
89% |
False |
False |
25,990 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0067 |
0.7% |
89% |
False |
False |
20,794 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0059 |
0.6% |
89% |
False |
False |
17,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9582 |
|
2.618 |
0.9491 |
|
1.618 |
0.9435 |
|
1.000 |
0.9400 |
|
0.618 |
0.9379 |
|
HIGH |
0.9344 |
|
0.618 |
0.9323 |
|
0.500 |
0.9316 |
|
0.382 |
0.9309 |
|
LOW |
0.9288 |
|
0.618 |
0.9253 |
|
1.000 |
0.9232 |
|
1.618 |
0.9197 |
|
2.618 |
0.9141 |
|
4.250 |
0.9050 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9323 |
0.9324 |
| PP |
0.9320 |
0.9321 |
| S1 |
0.9316 |
0.9318 |
|