CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9242 |
0.9241 |
-0.0001 |
0.0% |
0.9162 |
| High |
0.9261 |
0.9247 |
-0.0014 |
-0.2% |
0.9261 |
| Low |
0.9221 |
0.9168 |
-0.0053 |
-0.6% |
0.9144 |
| Close |
0.9237 |
0.9179 |
-0.0058 |
-0.6% |
0.9237 |
| Range |
0.0040 |
0.0079 |
0.0039 |
97.5% |
0.0117 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.3% |
0.0000 |
| Volume |
1,261 |
2,617 |
1,356 |
107.5% |
4,232 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9435 |
0.9386 |
0.9222 |
|
| R3 |
0.9356 |
0.9307 |
0.9201 |
|
| R2 |
0.9277 |
0.9277 |
0.9193 |
|
| R1 |
0.9228 |
0.9228 |
0.9186 |
0.9213 |
| PP |
0.9198 |
0.9198 |
0.9198 |
0.9191 |
| S1 |
0.9149 |
0.9149 |
0.9172 |
0.9134 |
| S2 |
0.9119 |
0.9119 |
0.9165 |
|
| S3 |
0.9040 |
0.9070 |
0.9157 |
|
| S4 |
0.8961 |
0.8991 |
0.9136 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9565 |
0.9518 |
0.9301 |
|
| R3 |
0.9448 |
0.9401 |
0.9269 |
|
| R2 |
0.9331 |
0.9331 |
0.9258 |
|
| R1 |
0.9284 |
0.9284 |
0.9248 |
0.9308 |
| PP |
0.9214 |
0.9214 |
0.9214 |
0.9226 |
| S1 |
0.9167 |
0.9167 |
0.9226 |
0.9191 |
| S2 |
0.9097 |
0.9097 |
0.9216 |
|
| S3 |
0.8980 |
0.9050 |
0.9205 |
|
| S4 |
0.8863 |
0.8933 |
0.9173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9261 |
0.9144 |
0.0117 |
1.3% |
0.0064 |
0.7% |
30% |
False |
False |
1,369 |
| 10 |
0.9291 |
0.9136 |
0.0155 |
1.7% |
0.0059 |
0.6% |
28% |
False |
False |
1,134 |
| 20 |
0.9328 |
0.9136 |
0.0192 |
2.1% |
0.0053 |
0.6% |
22% |
False |
False |
722 |
| 40 |
0.9355 |
0.9120 |
0.0235 |
2.6% |
0.0054 |
0.6% |
25% |
False |
False |
437 |
| 60 |
0.9355 |
0.8857 |
0.0498 |
5.4% |
0.0050 |
0.5% |
65% |
False |
False |
308 |
| 80 |
0.9355 |
0.8794 |
0.0561 |
6.1% |
0.0038 |
0.4% |
69% |
False |
False |
231 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0031 |
0.3% |
77% |
False |
False |
185 |
| 120 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0027 |
0.3% |
77% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9583 |
|
2.618 |
0.9454 |
|
1.618 |
0.9375 |
|
1.000 |
0.9326 |
|
0.618 |
0.9296 |
|
HIGH |
0.9247 |
|
0.618 |
0.9217 |
|
0.500 |
0.9208 |
|
0.382 |
0.9198 |
|
LOW |
0.9168 |
|
0.618 |
0.9119 |
|
1.000 |
0.9089 |
|
1.618 |
0.9040 |
|
2.618 |
0.8961 |
|
4.250 |
0.8832 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9208 |
0.9203 |
| PP |
0.9198 |
0.9195 |
| S1 |
0.9189 |
0.9187 |
|