CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 03-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9301 |
0.9234 |
-0.0067 |
-0.7% |
0.9222 |
| High |
0.9305 |
0.9279 |
-0.0026 |
-0.3% |
0.9320 |
| Low |
0.9225 |
0.9221 |
-0.0004 |
0.0% |
0.9200 |
| Close |
0.9237 |
0.9249 |
0.0012 |
0.1% |
0.9295 |
| Range |
0.0080 |
0.0058 |
-0.0022 |
-27.5% |
0.0120 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
60,819 |
62,837 |
2,018 |
3.3% |
271,257 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9424 |
0.9394 |
0.9281 |
|
| R3 |
0.9366 |
0.9336 |
0.9265 |
|
| R2 |
0.9308 |
0.9308 |
0.9260 |
|
| R1 |
0.9278 |
0.9278 |
0.9254 |
0.9293 |
| PP |
0.9250 |
0.9250 |
0.9250 |
0.9257 |
| S1 |
0.9220 |
0.9220 |
0.9244 |
0.9235 |
| S2 |
0.9192 |
0.9192 |
0.9238 |
|
| S3 |
0.9134 |
0.9162 |
0.9233 |
|
| S4 |
0.9076 |
0.9104 |
0.9217 |
|
|
| 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% |
0.0068 |
0.7% |
41% |
False |
False |
66,157 |
| 10 |
0.9320 |
0.9192 |
0.0128 |
1.4% |
0.0062 |
0.7% |
45% |
False |
False |
66,546 |
| 20 |
0.9388 |
0.9192 |
0.0196 |
2.1% |
0.0058 |
0.6% |
29% |
False |
False |
61,122 |
| 40 |
0.9419 |
0.9175 |
0.0244 |
2.6% |
0.0060 |
0.7% |
30% |
False |
False |
61,212 |
| 60 |
0.9419 |
0.8866 |
0.0553 |
6.0% |
0.0064 |
0.7% |
69% |
False |
False |
63,756 |
| 80 |
0.9419 |
0.8829 |
0.0590 |
6.4% |
0.0066 |
0.7% |
71% |
False |
False |
48,270 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0071 |
0.8% |
80% |
False |
False |
38,672 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0067 |
0.7% |
80% |
False |
False |
32,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9526 |
|
2.618 |
0.9431 |
|
1.618 |
0.9373 |
|
1.000 |
0.9337 |
|
0.618 |
0.9315 |
|
HIGH |
0.9279 |
|
0.618 |
0.9257 |
|
0.500 |
0.9250 |
|
0.382 |
0.9243 |
|
LOW |
0.9221 |
|
0.618 |
0.9185 |
|
1.000 |
0.9163 |
|
1.618 |
0.9127 |
|
2.618 |
0.9069 |
|
4.250 |
0.8975 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9250 |
0.9271 |
| PP |
0.9250 |
0.9263 |
| S1 |
0.9249 |
0.9256 |
|