CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9333 |
0.9336 |
0.0003 |
0.0% |
0.9301 |
| High |
0.9355 |
0.9359 |
0.0004 |
0.0% |
0.9355 |
| Low |
0.9314 |
0.9330 |
0.0016 |
0.2% |
0.9221 |
| Close |
0.9334 |
0.9345 |
0.0011 |
0.1% |
0.9334 |
| Range |
0.0041 |
0.0029 |
-0.0012 |
-29.3% |
0.0134 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
74,221 |
48,425 |
-25,796 |
-34.8% |
345,094 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9432 |
0.9417 |
0.9361 |
|
| R3 |
0.9403 |
0.9388 |
0.9353 |
|
| R2 |
0.9374 |
0.9374 |
0.9350 |
|
| R1 |
0.9359 |
0.9359 |
0.9348 |
0.9367 |
| PP |
0.9345 |
0.9345 |
0.9345 |
0.9348 |
| S1 |
0.9330 |
0.9330 |
0.9342 |
0.9338 |
| S2 |
0.9316 |
0.9316 |
0.9340 |
|
| S3 |
0.9287 |
0.9301 |
0.9337 |
|
| S4 |
0.9258 |
0.9272 |
0.9329 |
|
|
| 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 |
0.9359 |
0.9221 |
0.0138 |
1.5% |
0.0054 |
0.6% |
90% |
True |
False |
66,540 |
| 10 |
0.9359 |
0.9200 |
0.0159 |
1.7% |
0.0060 |
0.6% |
91% |
True |
False |
66,477 |
| 20 |
0.9388 |
0.9192 |
0.0196 |
2.1% |
0.0056 |
0.6% |
78% |
False |
False |
61,153 |
| 40 |
0.9388 |
0.9175 |
0.0213 |
2.3% |
0.0058 |
0.6% |
80% |
False |
False |
61,050 |
| 60 |
0.9419 |
0.8941 |
0.0478 |
5.1% |
0.0062 |
0.7% |
85% |
False |
False |
65,195 |
| 80 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0065 |
0.7% |
87% |
False |
False |
51,621 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0070 |
0.7% |
91% |
False |
False |
41,364 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0067 |
0.7% |
91% |
False |
False |
34,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9482 |
|
2.618 |
0.9435 |
|
1.618 |
0.9406 |
|
1.000 |
0.9388 |
|
0.618 |
0.9377 |
|
HIGH |
0.9359 |
|
0.618 |
0.9348 |
|
0.500 |
0.9345 |
|
0.382 |
0.9341 |
|
LOW |
0.9330 |
|
0.618 |
0.9312 |
|
1.000 |
0.9301 |
|
1.618 |
0.9283 |
|
2.618 |
0.9254 |
|
4.250 |
0.9207 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9345 |
0.9332 |
| PP |
0.9345 |
0.9319 |
| S1 |
0.9345 |
0.9306 |
|