CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9230 |
0.9241 |
0.0011 |
0.1% |
0.9296 |
| High |
0.9267 |
0.9286 |
0.0019 |
0.2% |
0.9344 |
| Low |
0.9223 |
0.9213 |
-0.0010 |
-0.1% |
0.9221 |
| Close |
0.9238 |
0.9223 |
-0.0015 |
-0.2% |
0.9238 |
| Range |
0.0044 |
0.0073 |
0.0029 |
65.9% |
0.0123 |
| ATR |
0.0066 |
0.0067 |
0.0000 |
0.7% |
0.0000 |
| Volume |
50,374 |
66,015 |
15,641 |
31.0% |
278,251 |
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9460 |
0.9414 |
0.9263 |
|
| R3 |
0.9387 |
0.9341 |
0.9243 |
|
| R2 |
0.9314 |
0.9314 |
0.9236 |
|
| R1 |
0.9268 |
0.9268 |
0.9230 |
0.9255 |
| PP |
0.9241 |
0.9241 |
0.9241 |
0.9234 |
| S1 |
0.9195 |
0.9195 |
0.9216 |
0.9182 |
| S2 |
0.9168 |
0.9168 |
0.9210 |
|
| S3 |
0.9095 |
0.9122 |
0.9203 |
|
| S4 |
0.9022 |
0.9049 |
0.9183 |
|
|
| 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 |
0.9213 |
0.0131 |
1.4% |
0.0066 |
0.7% |
8% |
False |
True |
63,631 |
| 10 |
0.9385 |
0.9213 |
0.0172 |
1.9% |
0.0062 |
0.7% |
6% |
False |
True |
58,410 |
| 20 |
0.9419 |
0.9160 |
0.0259 |
2.8% |
0.0064 |
0.7% |
24% |
False |
False |
62,493 |
| 40 |
0.9419 |
0.8829 |
0.0590 |
6.4% |
0.0070 |
0.8% |
67% |
False |
False |
58,114 |
| 60 |
0.9419 |
0.8623 |
0.0796 |
8.6% |
0.0073 |
0.8% |
75% |
False |
False |
38,957 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0075 |
0.8% |
76% |
False |
False |
29,284 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0068 |
0.7% |
76% |
False |
False |
23,434 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0061 |
0.7% |
76% |
False |
False |
19,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9596 |
|
2.618 |
0.9477 |
|
1.618 |
0.9404 |
|
1.000 |
0.9359 |
|
0.618 |
0.9331 |
|
HIGH |
0.9286 |
|
0.618 |
0.9258 |
|
0.500 |
0.9250 |
|
0.382 |
0.9241 |
|
LOW |
0.9213 |
|
0.618 |
0.9168 |
|
1.000 |
0.9140 |
|
1.618 |
0.9095 |
|
2.618 |
0.9022 |
|
4.250 |
0.8903 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9250 |
0.9250 |
| PP |
0.9241 |
0.9241 |
| S1 |
0.9232 |
0.9232 |
|