CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 30-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9229 |
0.9237 |
0.0008 |
0.1% |
0.9296 |
| High |
0.9252 |
0.9271 |
0.0019 |
0.2% |
0.9344 |
| Low |
0.9198 |
0.9222 |
0.0024 |
0.3% |
0.9221 |
| Close |
0.9244 |
0.9267 |
0.0023 |
0.2% |
0.9238 |
| Range |
0.0054 |
0.0049 |
-0.0005 |
-9.3% |
0.0123 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
58,118 |
69,689 |
11,571 |
19.9% |
278,251 |
|
| Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9400 |
0.9383 |
0.9294 |
|
| R3 |
0.9351 |
0.9334 |
0.9280 |
|
| R2 |
0.9302 |
0.9302 |
0.9276 |
|
| R1 |
0.9285 |
0.9285 |
0.9271 |
0.9294 |
| PP |
0.9253 |
0.9253 |
0.9253 |
0.9258 |
| S1 |
0.9236 |
0.9236 |
0.9263 |
0.9245 |
| S2 |
0.9204 |
0.9204 |
0.9258 |
|
| S3 |
0.9155 |
0.9187 |
0.9254 |
|
| S4 |
0.9106 |
0.9138 |
0.9240 |
|
|
| 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 |
0.9286 |
0.9198 |
0.0088 |
0.9% |
0.0054 |
0.6% |
78% |
False |
False |
60,671 |
| 10 |
0.9355 |
0.9198 |
0.0157 |
1.7% |
0.0059 |
0.6% |
44% |
False |
False |
59,405 |
| 20 |
0.9419 |
0.9160 |
0.0259 |
2.8% |
0.0063 |
0.7% |
41% |
False |
False |
62,198 |
| 40 |
0.9419 |
0.8866 |
0.0553 |
6.0% |
0.0070 |
0.8% |
73% |
False |
False |
61,219 |
| 60 |
0.9419 |
0.8656 |
0.0763 |
8.2% |
0.0071 |
0.8% |
80% |
False |
False |
41,080 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0074 |
0.8% |
82% |
False |
False |
30,878 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0068 |
0.7% |
82% |
False |
False |
24,712 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0062 |
0.7% |
82% |
False |
False |
20,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9479 |
|
2.618 |
0.9399 |
|
1.618 |
0.9350 |
|
1.000 |
0.9320 |
|
0.618 |
0.9301 |
|
HIGH |
0.9271 |
|
0.618 |
0.9252 |
|
0.500 |
0.9247 |
|
0.382 |
0.9241 |
|
LOW |
0.9222 |
|
0.618 |
0.9192 |
|
1.000 |
0.9173 |
|
1.618 |
0.9143 |
|
2.618 |
0.9094 |
|
4.250 |
0.9014 |
|
|
| Fisher Pivots for day following 30-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9260 |
0.9259 |
| PP |
0.9253 |
0.9250 |
| S1 |
0.9247 |
0.9242 |
|