CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 25-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9257 |
0.9230 |
-0.0027 |
-0.3% |
0.9296 |
| High |
0.9269 |
0.9267 |
-0.0002 |
0.0% |
0.9344 |
| Low |
0.9221 |
0.9223 |
0.0002 |
0.0% |
0.9221 |
| Close |
0.9228 |
0.9238 |
0.0010 |
0.1% |
0.9238 |
| Range |
0.0048 |
0.0044 |
-0.0004 |
-8.3% |
0.0123 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
59,161 |
50,374 |
-8,787 |
-14.9% |
278,251 |
|
| Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9375 |
0.9350 |
0.9262 |
|
| R3 |
0.9331 |
0.9306 |
0.9250 |
|
| R2 |
0.9287 |
0.9287 |
0.9246 |
|
| R1 |
0.9262 |
0.9262 |
0.9242 |
0.9275 |
| PP |
0.9243 |
0.9243 |
0.9243 |
0.9249 |
| S1 |
0.9218 |
0.9218 |
0.9234 |
0.9231 |
| S2 |
0.9199 |
0.9199 |
0.9230 |
|
| S3 |
0.9155 |
0.9174 |
0.9226 |
|
| S4 |
0.9111 |
0.9130 |
0.9214 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9637 |
0.9560 |
0.9306 |
|
| R3 |
0.9514 |
0.9437 |
0.9272 |
|
| R2 |
0.9391 |
0.9391 |
0.9261 |
|
| R1 |
0.9314 |
0.9314 |
0.9249 |
0.9291 |
| PP |
0.9268 |
0.9268 |
0.9268 |
0.9256 |
| S1 |
0.9191 |
0.9191 |
0.9227 |
0.9168 |
| S2 |
0.9145 |
0.9145 |
0.9215 |
|
| S3 |
0.9022 |
0.9068 |
0.9204 |
|
| S4 |
0.8899 |
0.8945 |
0.9170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9344 |
0.9221 |
0.0123 |
1.3% |
0.0058 |
0.6% |
14% |
False |
False |
55,650 |
| 10 |
0.9386 |
0.9221 |
0.0165 |
1.8% |
0.0061 |
0.7% |
10% |
False |
False |
58,073 |
| 20 |
0.9419 |
0.9160 |
0.0259 |
2.8% |
0.0064 |
0.7% |
30% |
False |
False |
62,461 |
| 40 |
0.9419 |
0.8829 |
0.0590 |
6.4% |
0.0070 |
0.8% |
69% |
False |
False |
56,503 |
| 60 |
0.9419 |
0.8623 |
0.0796 |
8.6% |
0.0073 |
0.8% |
77% |
False |
False |
37,861 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0075 |
0.8% |
78% |
False |
False |
28,461 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0068 |
0.7% |
78% |
False |
False |
22,774 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0060 |
0.7% |
78% |
False |
False |
18,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9454 |
|
2.618 |
0.9382 |
|
1.618 |
0.9338 |
|
1.000 |
0.9311 |
|
0.618 |
0.9294 |
|
HIGH |
0.9267 |
|
0.618 |
0.9250 |
|
0.500 |
0.9245 |
|
0.382 |
0.9240 |
|
LOW |
0.9223 |
|
0.618 |
0.9196 |
|
1.000 |
0.9179 |
|
1.618 |
0.9152 |
|
2.618 |
0.9108 |
|
4.250 |
0.9036 |
|
|
| Fisher Pivots for day following 25-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9245 |
0.9283 |
| PP |
0.9243 |
0.9268 |
| S1 |
0.9240 |
0.9253 |
|