CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9367 |
0.9384 |
0.0017 |
0.2% |
0.9301 |
| High |
0.9403 |
0.9437 |
0.0034 |
0.4% |
0.9355 |
| Low |
0.9361 |
0.9344 |
-0.0017 |
-0.2% |
0.9221 |
| Close |
0.9381 |
0.9421 |
0.0040 |
0.4% |
0.9334 |
| Range |
0.0042 |
0.0093 |
0.0051 |
121.4% |
0.0134 |
| ATR |
0.0056 |
0.0058 |
0.0003 |
4.8% |
0.0000 |
| Volume |
92,019 |
107,662 |
15,643 |
17.0% |
345,094 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9680 |
0.9643 |
0.9472 |
|
| R3 |
0.9587 |
0.9550 |
0.9447 |
|
| R2 |
0.9494 |
0.9494 |
0.9438 |
|
| R1 |
0.9457 |
0.9457 |
0.9430 |
0.9476 |
| PP |
0.9401 |
0.9401 |
0.9401 |
0.9410 |
| S1 |
0.9364 |
0.9364 |
0.9412 |
0.9383 |
| S2 |
0.9308 |
0.9308 |
0.9404 |
|
| S3 |
0.9215 |
0.9271 |
0.9395 |
|
| S4 |
0.9122 |
0.9178 |
0.9370 |
|
|
| 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 |
0.9437 |
0.9314 |
0.0123 |
1.3% |
0.0050 |
0.5% |
87% |
True |
False |
76,390 |
| 10 |
0.9437 |
0.9221 |
0.0216 |
2.3% |
0.0057 |
0.6% |
93% |
True |
False |
71,274 |
| 20 |
0.9437 |
0.9192 |
0.0245 |
2.6% |
0.0058 |
0.6% |
93% |
True |
False |
66,745 |
| 40 |
0.9437 |
0.9175 |
0.0262 |
2.8% |
0.0057 |
0.6% |
94% |
True |
False |
63,020 |
| 60 |
0.9437 |
0.8943 |
0.0494 |
5.2% |
0.0062 |
0.7% |
97% |
True |
False |
65,810 |
| 80 |
0.9437 |
0.8829 |
0.0608 |
6.5% |
0.0065 |
0.7% |
97% |
True |
False |
54,849 |
| 100 |
0.9437 |
0.8586 |
0.0851 |
9.0% |
0.0069 |
0.7% |
98% |
True |
False |
43,949 |
| 120 |
0.9437 |
0.8586 |
0.0851 |
9.0% |
0.0068 |
0.7% |
98% |
True |
False |
36,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9832 |
|
2.618 |
0.9680 |
|
1.618 |
0.9587 |
|
1.000 |
0.9530 |
|
0.618 |
0.9494 |
|
HIGH |
0.9437 |
|
0.618 |
0.9401 |
|
0.500 |
0.9391 |
|
0.382 |
0.9380 |
|
LOW |
0.9344 |
|
0.618 |
0.9287 |
|
1.000 |
0.9251 |
|
1.618 |
0.9194 |
|
2.618 |
0.9101 |
|
4.250 |
0.8949 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9411 |
0.9410 |
| PP |
0.9401 |
0.9398 |
| S1 |
0.9391 |
0.9387 |
|