CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9296 |
0.9301 |
0.0005 |
0.1% |
0.9222 |
| High |
0.9320 |
0.9305 |
-0.0015 |
-0.2% |
0.9320 |
| Low |
0.9279 |
0.9225 |
-0.0054 |
-0.6% |
0.9200 |
| Close |
0.9295 |
0.9237 |
-0.0058 |
-0.6% |
0.9295 |
| Range |
0.0041 |
0.0080 |
0.0039 |
95.1% |
0.0120 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
2.6% |
0.0000 |
| Volume |
59,922 |
60,819 |
897 |
1.5% |
271,257 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9496 |
0.9446 |
0.9281 |
|
| R3 |
0.9416 |
0.9366 |
0.9259 |
|
| R2 |
0.9336 |
0.9336 |
0.9252 |
|
| R1 |
0.9286 |
0.9286 |
0.9244 |
0.9271 |
| PP |
0.9256 |
0.9256 |
0.9256 |
0.9248 |
| S1 |
0.9206 |
0.9206 |
0.9230 |
0.9191 |
| S2 |
0.9176 |
0.9176 |
0.9222 |
|
| S3 |
0.9096 |
0.9126 |
0.9215 |
|
| S4 |
0.9016 |
0.9046 |
0.9193 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9632 |
0.9583 |
0.9361 |
|
| R3 |
0.9512 |
0.9463 |
0.9328 |
|
| R2 |
0.9392 |
0.9392 |
0.9317 |
|
| R1 |
0.9343 |
0.9343 |
0.9306 |
0.9368 |
| PP |
0.9272 |
0.9272 |
0.9272 |
0.9284 |
| S1 |
0.9223 |
0.9223 |
0.9284 |
0.9248 |
| S2 |
0.9152 |
0.9152 |
0.9273 |
|
| S3 |
0.9032 |
0.9103 |
0.9262 |
|
| S4 |
0.8912 |
0.8983 |
0.9229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9320 |
0.9200 |
0.0120 |
1.3% |
0.0066 |
0.7% |
31% |
False |
False |
66,415 |
| 10 |
0.9351 |
0.9192 |
0.0159 |
1.7% |
0.0061 |
0.7% |
28% |
False |
False |
64,038 |
| 20 |
0.9388 |
0.9192 |
0.0196 |
2.1% |
0.0057 |
0.6% |
23% |
False |
False |
60,149 |
| 40 |
0.9419 |
0.9175 |
0.0244 |
2.6% |
0.0061 |
0.7% |
25% |
False |
False |
61,675 |
| 60 |
0.9419 |
0.8866 |
0.0553 |
6.0% |
0.0065 |
0.7% |
67% |
False |
False |
62,868 |
| 80 |
0.9419 |
0.8829 |
0.0590 |
6.4% |
0.0066 |
0.7% |
69% |
False |
False |
47,486 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0071 |
0.8% |
78% |
False |
False |
38,044 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0067 |
0.7% |
78% |
False |
False |
31,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9645 |
|
2.618 |
0.9514 |
|
1.618 |
0.9434 |
|
1.000 |
0.9385 |
|
0.618 |
0.9354 |
|
HIGH |
0.9305 |
|
0.618 |
0.9274 |
|
0.500 |
0.9265 |
|
0.382 |
0.9256 |
|
LOW |
0.9225 |
|
0.618 |
0.9176 |
|
1.000 |
0.9145 |
|
1.618 |
0.9096 |
|
2.618 |
0.9016 |
|
4.250 |
0.8885 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9265 |
0.9260 |
| PP |
0.9256 |
0.9252 |
| S1 |
0.9246 |
0.9245 |
|