CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 24-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9330 |
0.9257 |
-0.0073 |
-0.8% |
0.9353 |
| High |
0.9344 |
0.9269 |
-0.0075 |
-0.8% |
0.9385 |
| Low |
0.9235 |
0.9221 |
-0.0014 |
-0.2% |
0.9285 |
| Close |
0.9252 |
0.9228 |
-0.0024 |
-0.3% |
0.9291 |
| Range |
0.0109 |
0.0048 |
-0.0061 |
-56.0% |
0.0100 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
88,465 |
59,161 |
-29,304 |
-33.1% |
239,840 |
|
| Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9383 |
0.9354 |
0.9254 |
|
| R3 |
0.9335 |
0.9306 |
0.9241 |
|
| R2 |
0.9287 |
0.9287 |
0.9237 |
|
| R1 |
0.9258 |
0.9258 |
0.9232 |
0.9249 |
| PP |
0.9239 |
0.9239 |
0.9239 |
0.9235 |
| S1 |
0.9210 |
0.9210 |
0.9224 |
0.9201 |
| S2 |
0.9191 |
0.9191 |
0.9219 |
|
| S3 |
0.9143 |
0.9162 |
0.9215 |
|
| S4 |
0.9095 |
0.9114 |
0.9202 |
|
|
| 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 |
0.9221 |
0.0134 |
1.5% |
0.0063 |
0.7% |
5% |
False |
True |
56,491 |
| 10 |
0.9419 |
0.9221 |
0.0198 |
2.1% |
0.0066 |
0.7% |
4% |
False |
True |
61,915 |
| 20 |
0.9419 |
0.9160 |
0.0259 |
2.8% |
0.0064 |
0.7% |
26% |
False |
False |
64,049 |
| 40 |
0.9419 |
0.8829 |
0.0590 |
6.4% |
0.0071 |
0.8% |
68% |
False |
False |
55,304 |
| 60 |
0.9419 |
0.8623 |
0.0796 |
8.6% |
0.0074 |
0.8% |
76% |
False |
False |
37,025 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0075 |
0.8% |
77% |
False |
False |
27,835 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0067 |
0.7% |
77% |
False |
False |
22,271 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0060 |
0.7% |
77% |
False |
False |
18,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9473 |
|
2.618 |
0.9395 |
|
1.618 |
0.9347 |
|
1.000 |
0.9317 |
|
0.618 |
0.9299 |
|
HIGH |
0.9269 |
|
0.618 |
0.9251 |
|
0.500 |
0.9245 |
|
0.382 |
0.9239 |
|
LOW |
0.9221 |
|
0.618 |
0.9191 |
|
1.000 |
0.9173 |
|
1.618 |
0.9143 |
|
2.618 |
0.9095 |
|
4.250 |
0.9017 |
|
|
| Fisher Pivots for day following 24-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9245 |
0.9283 |
| PP |
0.9239 |
0.9264 |
| S1 |
0.9234 |
0.9246 |
|