CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 23-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9289 |
0.9330 |
0.0041 |
0.4% |
0.9353 |
| High |
0.9344 |
0.9344 |
0.0000 |
0.0% |
0.9385 |
| Low |
0.9288 |
0.9235 |
-0.0053 |
-0.6% |
0.9285 |
| Close |
0.9327 |
0.9252 |
-0.0075 |
-0.8% |
0.9291 |
| Range |
0.0056 |
0.0109 |
0.0053 |
94.6% |
0.0100 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
4.6% |
0.0000 |
| Volume |
54,142 |
88,465 |
34,323 |
63.4% |
239,840 |
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9604 |
0.9537 |
0.9312 |
|
| R3 |
0.9495 |
0.9428 |
0.9282 |
|
| R2 |
0.9386 |
0.9386 |
0.9272 |
|
| R1 |
0.9319 |
0.9319 |
0.9262 |
0.9298 |
| PP |
0.9277 |
0.9277 |
0.9277 |
0.9267 |
| S1 |
0.9210 |
0.9210 |
0.9242 |
0.9189 |
| S2 |
0.9168 |
0.9168 |
0.9232 |
|
| S3 |
0.9059 |
0.9101 |
0.9222 |
|
| S4 |
0.8950 |
0.8992 |
0.9192 |
|
|
| 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 |
0.9355 |
0.9235 |
0.0120 |
1.3% |
0.0064 |
0.7% |
14% |
False |
True |
58,140 |
| 10 |
0.9419 |
0.9235 |
0.0184 |
2.0% |
0.0068 |
0.7% |
9% |
False |
True |
62,530 |
| 20 |
0.9419 |
0.9104 |
0.0315 |
3.4% |
0.0067 |
0.7% |
47% |
False |
False |
66,003 |
| 40 |
0.9419 |
0.8829 |
0.0590 |
6.4% |
0.0072 |
0.8% |
72% |
False |
False |
53,857 |
| 60 |
0.9419 |
0.8623 |
0.0796 |
8.6% |
0.0075 |
0.8% |
79% |
False |
False |
36,041 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0075 |
0.8% |
80% |
False |
False |
27,096 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0067 |
0.7% |
80% |
False |
False |
21,679 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0060 |
0.6% |
80% |
False |
False |
18,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9807 |
|
2.618 |
0.9629 |
|
1.618 |
0.9520 |
|
1.000 |
0.9453 |
|
0.618 |
0.9411 |
|
HIGH |
0.9344 |
|
0.618 |
0.9302 |
|
0.500 |
0.9290 |
|
0.382 |
0.9277 |
|
LOW |
0.9235 |
|
0.618 |
0.9168 |
|
1.000 |
0.9126 |
|
1.618 |
0.9059 |
|
2.618 |
0.8950 |
|
4.250 |
0.8772 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9290 |
0.9290 |
| PP |
0.9277 |
0.9277 |
| S1 |
0.9265 |
0.9265 |
|