CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9177 |
0.9202 |
0.0025 |
0.3% |
0.9162 |
| High |
0.9220 |
0.9234 |
0.0014 |
0.2% |
0.9261 |
| Low |
0.9165 |
0.9188 |
0.0023 |
0.3% |
0.9144 |
| Close |
0.9191 |
0.9212 |
0.0021 |
0.2% |
0.9237 |
| Range |
0.0055 |
0.0046 |
-0.0009 |
-16.4% |
0.0117 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
2,749 |
1,199 |
-1,550 |
-56.4% |
4,232 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9349 |
0.9327 |
0.9237 |
|
| R3 |
0.9303 |
0.9281 |
0.9225 |
|
| R2 |
0.9257 |
0.9257 |
0.9220 |
|
| R1 |
0.9235 |
0.9235 |
0.9216 |
0.9246 |
| PP |
0.9211 |
0.9211 |
0.9211 |
0.9217 |
| S1 |
0.9189 |
0.9189 |
0.9208 |
0.9200 |
| S2 |
0.9165 |
0.9165 |
0.9204 |
|
| S3 |
0.9119 |
0.9143 |
0.9199 |
|
| S4 |
0.9073 |
0.9097 |
0.9187 |
|
|
| 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% |
58% |
False |
False |
1,905 |
| 10 |
0.9261 |
0.9136 |
0.0125 |
1.4% |
0.0056 |
0.6% |
61% |
False |
False |
1,482 |
| 20 |
0.9328 |
0.9136 |
0.0192 |
2.1% |
0.0052 |
0.6% |
40% |
False |
False |
894 |
| 40 |
0.9355 |
0.9120 |
0.0235 |
2.6% |
0.0054 |
0.6% |
39% |
False |
False |
529 |
| 60 |
0.9355 |
0.8857 |
0.0498 |
5.4% |
0.0051 |
0.6% |
71% |
False |
False |
374 |
| 80 |
0.9355 |
0.8794 |
0.0561 |
6.1% |
0.0039 |
0.4% |
75% |
False |
False |
281 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0033 |
0.4% |
82% |
False |
False |
225 |
| 120 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0028 |
0.3% |
82% |
False |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9430 |
|
2.618 |
0.9354 |
|
1.618 |
0.9308 |
|
1.000 |
0.9280 |
|
0.618 |
0.9262 |
|
HIGH |
0.9234 |
|
0.618 |
0.9216 |
|
0.500 |
0.9211 |
|
0.382 |
0.9206 |
|
LOW |
0.9188 |
|
0.618 |
0.9160 |
|
1.000 |
0.9142 |
|
1.618 |
0.9114 |
|
2.618 |
0.9068 |
|
4.250 |
0.8993 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9212 |
0.9210 |
| PP |
0.9211 |
0.9208 |
| S1 |
0.9211 |
0.9206 |
|