CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9289 |
0.9311 |
0.0022 |
0.2% |
0.9241 |
| High |
0.9322 |
0.9344 |
0.0022 |
0.2% |
0.9295 |
| Low |
0.9279 |
0.9302 |
0.0023 |
0.2% |
0.9165 |
| Close |
0.9308 |
0.9322 |
0.0014 |
0.2% |
0.9275 |
| Range |
0.0043 |
0.0042 |
-0.0001 |
-2.3% |
0.0130 |
| ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
22,515 |
60,095 |
37,580 |
166.9% |
15,988 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9449 |
0.9427 |
0.9345 |
|
| R3 |
0.9407 |
0.9385 |
0.9334 |
|
| R2 |
0.9365 |
0.9365 |
0.9330 |
|
| R1 |
0.9343 |
0.9343 |
0.9326 |
0.9354 |
| PP |
0.9323 |
0.9323 |
0.9323 |
0.9328 |
| S1 |
0.9301 |
0.9301 |
0.9318 |
0.9312 |
| S2 |
0.9281 |
0.9281 |
0.9314 |
|
| S3 |
0.9239 |
0.9259 |
0.9310 |
|
| S4 |
0.9197 |
0.9217 |
0.9299 |
|
|
| 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 |
0.9344 |
0.9194 |
0.0150 |
1.6% |
0.0048 |
0.5% |
85% |
True |
False |
20,707 |
| 10 |
0.9344 |
0.9144 |
0.0200 |
2.1% |
0.0056 |
0.6% |
89% |
True |
False |
11,306 |
| 20 |
0.9344 |
0.9136 |
0.0208 |
2.2% |
0.0054 |
0.6% |
89% |
True |
False |
6,015 |
| 40 |
0.9344 |
0.9120 |
0.0224 |
2.4% |
0.0053 |
0.6% |
90% |
True |
False |
3,096 |
| 60 |
0.9355 |
0.8900 |
0.0455 |
4.9% |
0.0053 |
0.6% |
93% |
False |
False |
2,099 |
| 80 |
0.9355 |
0.8813 |
0.0542 |
5.8% |
0.0042 |
0.4% |
94% |
False |
False |
1,575 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0035 |
0.4% |
96% |
False |
False |
1,260 |
| 120 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0030 |
0.3% |
96% |
False |
False |
1,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9523 |
|
2.618 |
0.9454 |
|
1.618 |
0.9412 |
|
1.000 |
0.9386 |
|
0.618 |
0.9370 |
|
HIGH |
0.9344 |
|
0.618 |
0.9328 |
|
0.500 |
0.9323 |
|
0.382 |
0.9318 |
|
LOW |
0.9302 |
|
0.618 |
0.9276 |
|
1.000 |
0.9260 |
|
1.618 |
0.9234 |
|
2.618 |
0.9192 |
|
4.250 |
0.9124 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9323 |
0.9317 |
| PP |
0.9323 |
0.9313 |
| S1 |
0.9322 |
0.9308 |
|