CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9423 |
0.9405 |
-0.0018 |
-0.2% |
0.9336 |
| High |
0.9427 |
0.9412 |
-0.0015 |
-0.2% |
0.9437 |
| Low |
0.9375 |
0.9376 |
0.0001 |
0.0% |
0.9330 |
| Close |
0.9397 |
0.9401 |
0.0004 |
0.0% |
0.9397 |
| Range |
0.0052 |
0.0036 |
-0.0016 |
-30.8% |
0.0107 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
18,716 |
1,721 |
-16,995 |
-90.8% |
326,446 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9504 |
0.9489 |
0.9421 |
|
| R3 |
0.9468 |
0.9453 |
0.9411 |
|
| R2 |
0.9432 |
0.9432 |
0.9408 |
|
| R1 |
0.9417 |
0.9417 |
0.9404 |
0.9407 |
| PP |
0.9396 |
0.9396 |
0.9396 |
0.9391 |
| S1 |
0.9381 |
0.9381 |
0.9398 |
0.9371 |
| S2 |
0.9360 |
0.9360 |
0.9394 |
|
| S3 |
0.9324 |
0.9345 |
0.9391 |
|
| S4 |
0.9288 |
0.9309 |
0.9381 |
|
|
| 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 |
0.9337 |
0.0100 |
1.1% |
0.0053 |
0.6% |
64% |
False |
False |
55,948 |
| 10 |
0.9437 |
0.9221 |
0.0216 |
2.3% |
0.0053 |
0.6% |
83% |
False |
False |
61,244 |
| 20 |
0.9437 |
0.9192 |
0.0245 |
2.6% |
0.0057 |
0.6% |
85% |
False |
False |
62,641 |
| 40 |
0.9437 |
0.9175 |
0.0262 |
2.8% |
0.0057 |
0.6% |
86% |
False |
False |
60,481 |
| 60 |
0.9437 |
0.8981 |
0.0456 |
4.9% |
0.0060 |
0.6% |
92% |
False |
False |
63,339 |
| 80 |
0.9437 |
0.8829 |
0.0608 |
6.5% |
0.0064 |
0.7% |
94% |
False |
False |
55,094 |
| 100 |
0.9437 |
0.8586 |
0.0851 |
9.1% |
0.0068 |
0.7% |
96% |
False |
False |
44,144 |
| 120 |
0.9437 |
0.8586 |
0.0851 |
9.1% |
0.0068 |
0.7% |
96% |
False |
False |
36,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9565 |
|
2.618 |
0.9506 |
|
1.618 |
0.9470 |
|
1.000 |
0.9448 |
|
0.618 |
0.9434 |
|
HIGH |
0.9412 |
|
0.618 |
0.9398 |
|
0.500 |
0.9394 |
|
0.382 |
0.9390 |
|
LOW |
0.9376 |
|
0.618 |
0.9354 |
|
1.000 |
0.9340 |
|
1.618 |
0.9318 |
|
2.618 |
0.9282 |
|
4.250 |
0.9223 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9399 |
0.9398 |
| PP |
0.9396 |
0.9394 |
| S1 |
0.9394 |
0.9391 |
|