CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9234 |
0.9258 |
0.0024 |
0.3% |
0.9222 |
| High |
0.9279 |
0.9295 |
0.0016 |
0.2% |
0.9320 |
| Low |
0.9221 |
0.9244 |
0.0023 |
0.2% |
0.9200 |
| Close |
0.9249 |
0.9270 |
0.0021 |
0.2% |
0.9295 |
| Range |
0.0058 |
0.0051 |
-0.0007 |
-12.1% |
0.0120 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
62,837 |
61,724 |
-1,113 |
-1.8% |
271,257 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9423 |
0.9397 |
0.9298 |
|
| R3 |
0.9372 |
0.9346 |
0.9284 |
|
| R2 |
0.9321 |
0.9321 |
0.9279 |
|
| R1 |
0.9295 |
0.9295 |
0.9275 |
0.9308 |
| PP |
0.9270 |
0.9270 |
0.9270 |
0.9276 |
| S1 |
0.9244 |
0.9244 |
0.9265 |
0.9257 |
| S2 |
0.9219 |
0.9219 |
0.9261 |
|
| S3 |
0.9168 |
0.9193 |
0.9256 |
|
| S4 |
0.9117 |
0.9142 |
0.9242 |
|
|
| 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% |
0.0067 |
0.7% |
58% |
False |
False |
66,068 |
| 10 |
0.9320 |
0.9192 |
0.0128 |
1.4% |
0.0058 |
0.6% |
61% |
False |
False |
64,183 |
| 20 |
0.9388 |
0.9192 |
0.0196 |
2.1% |
0.0055 |
0.6% |
40% |
False |
False |
59,988 |
| 40 |
0.9419 |
0.9175 |
0.0244 |
2.6% |
0.0061 |
0.7% |
39% |
False |
False |
61,564 |
| 60 |
0.9419 |
0.8866 |
0.0553 |
6.0% |
0.0064 |
0.7% |
73% |
False |
False |
64,489 |
| 80 |
0.9419 |
0.8829 |
0.0590 |
6.4% |
0.0066 |
0.7% |
75% |
False |
False |
49,035 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0071 |
0.8% |
82% |
False |
False |
39,288 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0067 |
0.7% |
82% |
False |
False |
32,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9512 |
|
2.618 |
0.9429 |
|
1.618 |
0.9378 |
|
1.000 |
0.9346 |
|
0.618 |
0.9327 |
|
HIGH |
0.9295 |
|
0.618 |
0.9276 |
|
0.500 |
0.9270 |
|
0.382 |
0.9263 |
|
LOW |
0.9244 |
|
0.618 |
0.9212 |
|
1.000 |
0.9193 |
|
1.618 |
0.9161 |
|
2.618 |
0.9110 |
|
4.250 |
0.9027 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9270 |
0.9268 |
| PP |
0.9270 |
0.9265 |
| S1 |
0.9270 |
0.9263 |
|