CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 03-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9241 |
0.9177 |
-0.0064 |
-0.7% |
0.9162 |
| High |
0.9247 |
0.9220 |
-0.0027 |
-0.3% |
0.9261 |
| Low |
0.9168 |
0.9165 |
-0.0003 |
0.0% |
0.9144 |
| Close |
0.9179 |
0.9191 |
0.0012 |
0.1% |
0.9237 |
| Range |
0.0079 |
0.0055 |
-0.0024 |
-30.4% |
0.0117 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
2,617 |
2,749 |
132 |
5.0% |
4,232 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9357 |
0.9329 |
0.9221 |
|
| R3 |
0.9302 |
0.9274 |
0.9206 |
|
| R2 |
0.9247 |
0.9247 |
0.9201 |
|
| R1 |
0.9219 |
0.9219 |
0.9196 |
0.9233 |
| PP |
0.9192 |
0.9192 |
0.9192 |
0.9199 |
| S1 |
0.9164 |
0.9164 |
0.9186 |
0.9178 |
| S2 |
0.9137 |
0.9137 |
0.9181 |
|
| S3 |
0.9082 |
0.9109 |
0.9176 |
|
| S4 |
0.9027 |
0.9054 |
0.9161 |
|
|
| 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% |
0.0065 |
0.7% |
40% |
False |
False |
1,842 |
| 10 |
0.9261 |
0.9136 |
0.0125 |
1.4% |
0.0061 |
0.7% |
44% |
False |
False |
1,396 |
| 20 |
0.9328 |
0.9136 |
0.0192 |
2.1% |
0.0055 |
0.6% |
29% |
False |
False |
841 |
| 40 |
0.9355 |
0.9120 |
0.0235 |
2.6% |
0.0054 |
0.6% |
30% |
False |
False |
503 |
| 60 |
0.9355 |
0.8857 |
0.0498 |
5.4% |
0.0050 |
0.5% |
67% |
False |
False |
354 |
| 80 |
0.9355 |
0.8794 |
0.0561 |
6.1% |
0.0039 |
0.4% |
71% |
False |
False |
266 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0032 |
0.3% |
79% |
False |
False |
213 |
| 120 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0027 |
0.3% |
79% |
False |
False |
177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9454 |
|
2.618 |
0.9364 |
|
1.618 |
0.9309 |
|
1.000 |
0.9275 |
|
0.618 |
0.9254 |
|
HIGH |
0.9220 |
|
0.618 |
0.9199 |
|
0.500 |
0.9193 |
|
0.382 |
0.9186 |
|
LOW |
0.9165 |
|
0.618 |
0.9131 |
|
1.000 |
0.9110 |
|
1.618 |
0.9076 |
|
2.618 |
0.9021 |
|
4.250 |
0.8931 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9193 |
0.9213 |
| PP |
0.9192 |
0.9206 |
| S1 |
0.9192 |
0.9198 |
|