CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9271 |
0.9333 |
0.0062 |
0.7% |
0.9301 |
| High |
0.9342 |
0.9355 |
0.0013 |
0.1% |
0.9355 |
| Low |
0.9253 |
0.9314 |
0.0061 |
0.7% |
0.9221 |
| Close |
0.9332 |
0.9334 |
0.0002 |
0.0% |
0.9334 |
| Range |
0.0089 |
0.0041 |
-0.0048 |
-53.9% |
0.0134 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
85,493 |
74,221 |
-11,272 |
-13.2% |
345,094 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9457 |
0.9437 |
0.9357 |
|
| R3 |
0.9416 |
0.9396 |
0.9345 |
|
| R2 |
0.9375 |
0.9375 |
0.9342 |
|
| R1 |
0.9355 |
0.9355 |
0.9338 |
0.9365 |
| PP |
0.9334 |
0.9334 |
0.9334 |
0.9340 |
| S1 |
0.9314 |
0.9314 |
0.9330 |
0.9324 |
| S2 |
0.9293 |
0.9293 |
0.9326 |
|
| S3 |
0.9252 |
0.9273 |
0.9323 |
|
| S4 |
0.9211 |
0.9232 |
0.9311 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9705 |
0.9654 |
0.9408 |
|
| R3 |
0.9571 |
0.9520 |
0.9371 |
|
| R2 |
0.9437 |
0.9437 |
0.9359 |
|
| R1 |
0.9386 |
0.9386 |
0.9346 |
0.9412 |
| PP |
0.9303 |
0.9303 |
0.9303 |
0.9316 |
| S1 |
0.9252 |
0.9252 |
0.9322 |
0.9278 |
| S2 |
0.9169 |
0.9169 |
0.9309 |
|
| S3 |
0.9035 |
0.9118 |
0.9297 |
|
| S4 |
0.8901 |
0.8984 |
0.9260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9355 |
0.9221 |
0.0134 |
1.4% |
0.0064 |
0.7% |
84% |
True |
False |
69,018 |
| 10 |
0.9355 |
0.9200 |
0.0155 |
1.7% |
0.0060 |
0.6% |
86% |
True |
False |
65,915 |
| 20 |
0.9388 |
0.9192 |
0.0196 |
2.1% |
0.0056 |
0.6% |
72% |
False |
False |
61,038 |
| 40 |
0.9419 |
0.9175 |
0.0244 |
2.6% |
0.0060 |
0.6% |
65% |
False |
False |
62,059 |
| 60 |
0.9419 |
0.8927 |
0.0492 |
5.3% |
0.0064 |
0.7% |
83% |
False |
False |
65,893 |
| 80 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0066 |
0.7% |
86% |
False |
False |
51,024 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0070 |
0.8% |
90% |
False |
False |
40,881 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0068 |
0.7% |
90% |
False |
False |
34,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9529 |
|
2.618 |
0.9462 |
|
1.618 |
0.9421 |
|
1.000 |
0.9396 |
|
0.618 |
0.9380 |
|
HIGH |
0.9355 |
|
0.618 |
0.9339 |
|
0.500 |
0.9335 |
|
0.382 |
0.9330 |
|
LOW |
0.9314 |
|
0.618 |
0.9289 |
|
1.000 |
0.9273 |
|
1.618 |
0.9248 |
|
2.618 |
0.9207 |
|
4.250 |
0.9140 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9335 |
0.9323 |
| PP |
0.9334 |
0.9311 |
| S1 |
0.9334 |
0.9300 |
|