CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9277 |
0.9289 |
0.0012 |
0.1% |
0.9241 |
| High |
0.9300 |
0.9322 |
0.0022 |
0.2% |
0.9295 |
| Low |
0.9272 |
0.9279 |
0.0007 |
0.1% |
0.9165 |
| Close |
0.9286 |
0.9308 |
0.0022 |
0.2% |
0.9275 |
| Range |
0.0028 |
0.0043 |
0.0015 |
53.6% |
0.0130 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
11,505 |
22,515 |
11,010 |
95.7% |
15,988 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9432 |
0.9413 |
0.9332 |
|
| R3 |
0.9389 |
0.9370 |
0.9320 |
|
| R2 |
0.9346 |
0.9346 |
0.9316 |
|
| R1 |
0.9327 |
0.9327 |
0.9312 |
0.9337 |
| PP |
0.9303 |
0.9303 |
0.9303 |
0.9308 |
| S1 |
0.9284 |
0.9284 |
0.9304 |
0.9294 |
| S2 |
0.9260 |
0.9260 |
0.9300 |
|
| S3 |
0.9217 |
0.9241 |
0.9296 |
|
| S4 |
0.9174 |
0.9198 |
0.9284 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9635 |
0.9585 |
0.9347 |
|
| R3 |
0.9505 |
0.9455 |
0.9311 |
|
| R2 |
0.9375 |
0.9375 |
0.9299 |
|
| R1 |
0.9325 |
0.9325 |
0.9287 |
0.9350 |
| PP |
0.9245 |
0.9245 |
0.9245 |
0.9258 |
| S1 |
0.9195 |
0.9195 |
0.9263 |
0.9220 |
| S2 |
0.9115 |
0.9115 |
0.9251 |
|
| S3 |
0.8985 |
0.9065 |
0.9239 |
|
| S4 |
0.8855 |
0.8935 |
0.9204 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9322 |
0.9188 |
0.0134 |
1.4% |
0.0049 |
0.5% |
90% |
True |
False |
8,928 |
| 10 |
0.9322 |
0.9144 |
0.0178 |
1.9% |
0.0057 |
0.6% |
92% |
True |
False |
5,385 |
| 20 |
0.9328 |
0.9136 |
0.0192 |
2.1% |
0.0054 |
0.6% |
90% |
False |
False |
3,015 |
| 40 |
0.9328 |
0.9120 |
0.0208 |
2.2% |
0.0052 |
0.6% |
90% |
False |
False |
1,595 |
| 60 |
0.9355 |
0.8900 |
0.0455 |
4.9% |
0.0053 |
0.6% |
90% |
False |
False |
1,098 |
| 80 |
0.9355 |
0.8813 |
0.0542 |
5.8% |
0.0041 |
0.4% |
91% |
False |
False |
824 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0034 |
0.4% |
94% |
False |
False |
659 |
| 120 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0029 |
0.3% |
94% |
False |
False |
549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9505 |
|
2.618 |
0.9435 |
|
1.618 |
0.9392 |
|
1.000 |
0.9365 |
|
0.618 |
0.9349 |
|
HIGH |
0.9322 |
|
0.618 |
0.9306 |
|
0.500 |
0.9301 |
|
0.382 |
0.9295 |
|
LOW |
0.9279 |
|
0.618 |
0.9252 |
|
1.000 |
0.9236 |
|
1.618 |
0.9209 |
|
2.618 |
0.9166 |
|
4.250 |
0.9096 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9306 |
0.9302 |
| PP |
0.9303 |
0.9296 |
| S1 |
0.9301 |
0.9290 |
|