CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9258 |
0.9271 |
0.0013 |
0.1% |
0.9222 |
| High |
0.9295 |
0.9342 |
0.0047 |
0.5% |
0.9320 |
| Low |
0.9244 |
0.9253 |
0.0009 |
0.1% |
0.9200 |
| Close |
0.9270 |
0.9332 |
0.0062 |
0.7% |
0.9295 |
| Range |
0.0051 |
0.0089 |
0.0038 |
74.5% |
0.0120 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.6% |
0.0000 |
| Volume |
61,724 |
85,493 |
23,769 |
38.5% |
271,257 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9576 |
0.9543 |
0.9381 |
|
| R3 |
0.9487 |
0.9454 |
0.9356 |
|
| R2 |
0.9398 |
0.9398 |
0.9348 |
|
| R1 |
0.9365 |
0.9365 |
0.9340 |
0.9382 |
| PP |
0.9309 |
0.9309 |
0.9309 |
0.9317 |
| S1 |
0.9276 |
0.9276 |
0.9324 |
0.9293 |
| S2 |
0.9220 |
0.9220 |
0.9316 |
|
| S3 |
0.9131 |
0.9187 |
0.9308 |
|
| S4 |
0.9042 |
0.9098 |
0.9283 |
|
|
| 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 |
0.9342 |
0.9221 |
0.0121 |
1.3% |
0.0064 |
0.7% |
92% |
True |
False |
66,159 |
| 10 |
0.9342 |
0.9200 |
0.0142 |
1.5% |
0.0062 |
0.7% |
93% |
True |
False |
65,169 |
| 20 |
0.9388 |
0.9192 |
0.0196 |
2.1% |
0.0058 |
0.6% |
71% |
False |
False |
61,267 |
| 40 |
0.9419 |
0.9175 |
0.0244 |
2.6% |
0.0060 |
0.6% |
64% |
False |
False |
61,836 |
| 60 |
0.9419 |
0.8866 |
0.0553 |
5.9% |
0.0064 |
0.7% |
84% |
False |
False |
65,402 |
| 80 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0066 |
0.7% |
85% |
False |
False |
50,098 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0071 |
0.8% |
90% |
False |
False |
40,142 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0068 |
0.7% |
90% |
False |
False |
33,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9720 |
|
2.618 |
0.9575 |
|
1.618 |
0.9486 |
|
1.000 |
0.9431 |
|
0.618 |
0.9397 |
|
HIGH |
0.9342 |
|
0.618 |
0.9308 |
|
0.500 |
0.9298 |
|
0.382 |
0.9287 |
|
LOW |
0.9253 |
|
0.618 |
0.9198 |
|
1.000 |
0.9164 |
|
1.618 |
0.9109 |
|
2.618 |
0.9020 |
|
4.250 |
0.8875 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9321 |
0.9315 |
| PP |
0.9309 |
0.9298 |
| S1 |
0.9298 |
0.9282 |
|