CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9348 |
0.9367 |
0.0019 |
0.2% |
0.9301 |
| High |
0.9380 |
0.9403 |
0.0023 |
0.2% |
0.9355 |
| Low |
0.9337 |
0.9361 |
0.0024 |
0.3% |
0.9221 |
| Close |
0.9367 |
0.9381 |
0.0014 |
0.1% |
0.9334 |
| Range |
0.0043 |
0.0042 |
-0.0001 |
-2.3% |
0.0134 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
59,624 |
92,019 |
32,395 |
54.3% |
345,094 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9508 |
0.9486 |
0.9404 |
|
| R3 |
0.9466 |
0.9444 |
0.9393 |
|
| R2 |
0.9424 |
0.9424 |
0.9389 |
|
| R1 |
0.9402 |
0.9402 |
0.9385 |
0.9413 |
| PP |
0.9382 |
0.9382 |
0.9382 |
0.9387 |
| S1 |
0.9360 |
0.9360 |
0.9377 |
0.9371 |
| S2 |
0.9340 |
0.9340 |
0.9373 |
|
| S3 |
0.9298 |
0.9318 |
0.9369 |
|
| S4 |
0.9256 |
0.9276 |
0.9358 |
|
|
| 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 |
0.9403 |
0.9253 |
0.0150 |
1.6% |
0.0049 |
0.5% |
85% |
True |
False |
71,956 |
| 10 |
0.9403 |
0.9200 |
0.0203 |
2.2% |
0.0058 |
0.6% |
89% |
True |
False |
69,012 |
| 20 |
0.9403 |
0.9192 |
0.0211 |
2.2% |
0.0056 |
0.6% |
90% |
True |
False |
64,165 |
| 40 |
0.9403 |
0.9175 |
0.0228 |
2.4% |
0.0057 |
0.6% |
90% |
True |
False |
62,046 |
| 60 |
0.9419 |
0.8943 |
0.0476 |
5.1% |
0.0061 |
0.7% |
92% |
False |
False |
65,324 |
| 80 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0064 |
0.7% |
94% |
False |
False |
53,507 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0069 |
0.7% |
95% |
False |
False |
42,876 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0067 |
0.7% |
95% |
False |
False |
35,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9582 |
|
2.618 |
0.9513 |
|
1.618 |
0.9471 |
|
1.000 |
0.9445 |
|
0.618 |
0.9429 |
|
HIGH |
0.9403 |
|
0.618 |
0.9387 |
|
0.500 |
0.9382 |
|
0.382 |
0.9377 |
|
LOW |
0.9361 |
|
0.618 |
0.9335 |
|
1.000 |
0.9319 |
|
1.618 |
0.9293 |
|
2.618 |
0.9251 |
|
4.250 |
0.9183 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9382 |
0.9376 |
| PP |
0.9382 |
0.9371 |
| S1 |
0.9381 |
0.9367 |
|