CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9202 |
0.9213 |
0.0011 |
0.1% |
0.9162 |
| High |
0.9234 |
0.9283 |
0.0049 |
0.5% |
0.9261 |
| Low |
0.9188 |
0.9194 |
0.0006 |
0.1% |
0.9144 |
| Close |
0.9212 |
0.9273 |
0.0061 |
0.7% |
0.9237 |
| Range |
0.0046 |
0.0089 |
0.0043 |
93.5% |
0.0117 |
| ATR |
0.0055 |
0.0058 |
0.0002 |
4.4% |
0.0000 |
| Volume |
1,199 |
6,630 |
5,431 |
453.0% |
4,232 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9517 |
0.9484 |
0.9322 |
|
| R3 |
0.9428 |
0.9395 |
0.9297 |
|
| R2 |
0.9339 |
0.9339 |
0.9289 |
|
| R1 |
0.9306 |
0.9306 |
0.9281 |
0.9323 |
| PP |
0.9250 |
0.9250 |
0.9250 |
0.9258 |
| S1 |
0.9217 |
0.9217 |
0.9265 |
0.9234 |
| S2 |
0.9161 |
0.9161 |
0.9257 |
|
| S3 |
0.9072 |
0.9128 |
0.9249 |
|
| S4 |
0.8983 |
0.9039 |
0.9224 |
|
|
| 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 |
0.9283 |
0.9165 |
0.0118 |
1.3% |
0.0062 |
0.7% |
92% |
True |
False |
2,891 |
| 10 |
0.9283 |
0.9143 |
0.0140 |
1.5% |
0.0060 |
0.7% |
93% |
True |
False |
2,009 |
| 20 |
0.9328 |
0.9136 |
0.0192 |
2.1% |
0.0055 |
0.6% |
71% |
False |
False |
1,210 |
| 40 |
0.9355 |
0.9120 |
0.0235 |
2.5% |
0.0054 |
0.6% |
65% |
False |
False |
692 |
| 60 |
0.9355 |
0.8860 |
0.0495 |
5.3% |
0.0052 |
0.6% |
83% |
False |
False |
484 |
| 80 |
0.9355 |
0.8813 |
0.0542 |
5.8% |
0.0040 |
0.4% |
85% |
False |
False |
363 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0033 |
0.4% |
89% |
False |
False |
291 |
| 120 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0028 |
0.3% |
89% |
False |
False |
242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9661 |
|
2.618 |
0.9516 |
|
1.618 |
0.9427 |
|
1.000 |
0.9372 |
|
0.618 |
0.9338 |
|
HIGH |
0.9283 |
|
0.618 |
0.9249 |
|
0.500 |
0.9239 |
|
0.382 |
0.9228 |
|
LOW |
0.9194 |
|
0.618 |
0.9139 |
|
1.000 |
0.9105 |
|
1.618 |
0.9050 |
|
2.618 |
0.8961 |
|
4.250 |
0.8816 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9262 |
0.9257 |
| PP |
0.9250 |
0.9240 |
| S1 |
0.9239 |
0.9224 |
|