CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 29-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9241 |
0.9229 |
-0.0012 |
-0.1% |
0.9296 |
| High |
0.9286 |
0.9252 |
-0.0034 |
-0.4% |
0.9344 |
| Low |
0.9213 |
0.9198 |
-0.0015 |
-0.2% |
0.9221 |
| Close |
0.9223 |
0.9244 |
0.0021 |
0.2% |
0.9238 |
| Range |
0.0073 |
0.0054 |
-0.0019 |
-26.0% |
0.0123 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
66,015 |
58,118 |
-7,897 |
-12.0% |
278,251 |
|
| Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9393 |
0.9373 |
0.9274 |
|
| R3 |
0.9339 |
0.9319 |
0.9259 |
|
| R2 |
0.9285 |
0.9285 |
0.9254 |
|
| R1 |
0.9265 |
0.9265 |
0.9249 |
0.9275 |
| PP |
0.9231 |
0.9231 |
0.9231 |
0.9237 |
| S1 |
0.9211 |
0.9211 |
0.9239 |
0.9221 |
| S2 |
0.9177 |
0.9177 |
0.9234 |
|
| S3 |
0.9123 |
0.9157 |
0.9229 |
|
| S4 |
0.9069 |
0.9103 |
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 |
0.9198 |
0.0146 |
1.6% |
0.0066 |
0.7% |
32% |
False |
True |
64,426 |
| 10 |
0.9384 |
0.9198 |
0.0186 |
2.0% |
0.0063 |
0.7% |
25% |
False |
True |
59,308 |
| 20 |
0.9419 |
0.9160 |
0.0259 |
2.8% |
0.0064 |
0.7% |
32% |
False |
False |
61,849 |
| 40 |
0.9419 |
0.8851 |
0.0568 |
6.1% |
0.0070 |
0.8% |
69% |
False |
False |
59,527 |
| 60 |
0.9419 |
0.8656 |
0.0763 |
8.3% |
0.0072 |
0.8% |
77% |
False |
False |
39,924 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0075 |
0.8% |
79% |
False |
False |
30,009 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0068 |
0.7% |
79% |
False |
False |
24,015 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0061 |
0.7% |
79% |
False |
False |
20,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9482 |
|
2.618 |
0.9393 |
|
1.618 |
0.9339 |
|
1.000 |
0.9306 |
|
0.618 |
0.9285 |
|
HIGH |
0.9252 |
|
0.618 |
0.9231 |
|
0.500 |
0.9225 |
|
0.382 |
0.9219 |
|
LOW |
0.9198 |
|
0.618 |
0.9165 |
|
1.000 |
0.9144 |
|
1.618 |
0.9111 |
|
2.618 |
0.9057 |
|
4.250 |
0.8969 |
|
|
| Fisher Pivots for day following 29-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9238 |
0.9243 |
| PP |
0.9231 |
0.9243 |
| S1 |
0.9225 |
0.9242 |
|