CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9384 |
0.9423 |
0.0039 |
0.4% |
0.9336 |
| High |
0.9437 |
0.9427 |
-0.0010 |
-0.1% |
0.9437 |
| Low |
0.9344 |
0.9375 |
0.0031 |
0.3% |
0.9330 |
| Close |
0.9421 |
0.9397 |
-0.0024 |
-0.3% |
0.9397 |
| Range |
0.0093 |
0.0052 |
-0.0041 |
-44.1% |
0.0107 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
107,662 |
18,716 |
-88,946 |
-82.6% |
326,446 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9556 |
0.9528 |
0.9426 |
|
| R3 |
0.9504 |
0.9476 |
0.9411 |
|
| R2 |
0.9452 |
0.9452 |
0.9407 |
|
| R1 |
0.9424 |
0.9424 |
0.9402 |
0.9412 |
| PP |
0.9400 |
0.9400 |
0.9400 |
0.9394 |
| S1 |
0.9372 |
0.9372 |
0.9392 |
0.9360 |
| S2 |
0.9348 |
0.9348 |
0.9387 |
|
| S3 |
0.9296 |
0.9320 |
0.9383 |
|
| S4 |
0.9244 |
0.9268 |
0.9368 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9709 |
0.9660 |
0.9456 |
|
| R3 |
0.9602 |
0.9553 |
0.9426 |
|
| R2 |
0.9495 |
0.9495 |
0.9417 |
|
| R1 |
0.9446 |
0.9446 |
0.9407 |
0.9471 |
| PP |
0.9388 |
0.9388 |
0.9388 |
0.9400 |
| S1 |
0.9339 |
0.9339 |
0.9387 |
0.9364 |
| S2 |
0.9281 |
0.9281 |
0.9377 |
|
| S3 |
0.9174 |
0.9232 |
0.9368 |
|
| S4 |
0.9067 |
0.9125 |
0.9338 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9437 |
0.9330 |
0.0107 |
1.1% |
0.0052 |
0.6% |
63% |
False |
False |
65,289 |
| 10 |
0.9437 |
0.9221 |
0.0216 |
2.3% |
0.0058 |
0.6% |
81% |
False |
False |
67,154 |
| 20 |
0.9437 |
0.9192 |
0.0245 |
2.6% |
0.0057 |
0.6% |
84% |
False |
False |
64,535 |
| 40 |
0.9437 |
0.9175 |
0.0262 |
2.8% |
0.0057 |
0.6% |
85% |
False |
False |
61,802 |
| 60 |
0.9437 |
0.8943 |
0.0494 |
5.3% |
0.0061 |
0.6% |
92% |
False |
False |
64,550 |
| 80 |
0.9437 |
0.8829 |
0.0608 |
6.5% |
0.0065 |
0.7% |
93% |
False |
False |
55,075 |
| 100 |
0.9437 |
0.8586 |
0.0851 |
9.1% |
0.0069 |
0.7% |
95% |
False |
False |
44,134 |
| 120 |
0.9437 |
0.8586 |
0.0851 |
9.1% |
0.0068 |
0.7% |
95% |
False |
False |
36,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9648 |
|
2.618 |
0.9563 |
|
1.618 |
0.9511 |
|
1.000 |
0.9479 |
|
0.618 |
0.9459 |
|
HIGH |
0.9427 |
|
0.618 |
0.9407 |
|
0.500 |
0.9401 |
|
0.382 |
0.9395 |
|
LOW |
0.9375 |
|
0.618 |
0.9343 |
|
1.000 |
0.9323 |
|
1.618 |
0.9291 |
|
2.618 |
0.9239 |
|
4.250 |
0.9154 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9401 |
0.9395 |
| PP |
0.9400 |
0.9393 |
| S1 |
0.9398 |
0.9391 |
|