CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9311 |
0.9325 |
0.0014 |
0.2% |
0.9241 |
| High |
0.9344 |
0.9377 |
0.0033 |
0.4% |
0.9295 |
| Low |
0.9302 |
0.9289 |
-0.0013 |
-0.1% |
0.9165 |
| Close |
0.9322 |
0.9362 |
0.0040 |
0.4% |
0.9275 |
| Range |
0.0042 |
0.0088 |
0.0046 |
109.5% |
0.0130 |
| ATR |
0.0053 |
0.0055 |
0.0003 |
4.8% |
0.0000 |
| Volume |
60,095 |
86,211 |
26,116 |
43.5% |
15,988 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9607 |
0.9572 |
0.9410 |
|
| R3 |
0.9519 |
0.9484 |
0.9386 |
|
| R2 |
0.9431 |
0.9431 |
0.9378 |
|
| R1 |
0.9396 |
0.9396 |
0.9370 |
0.9414 |
| PP |
0.9343 |
0.9343 |
0.9343 |
0.9351 |
| S1 |
0.9308 |
0.9308 |
0.9354 |
0.9326 |
| S2 |
0.9255 |
0.9255 |
0.9346 |
|
| S3 |
0.9167 |
0.9220 |
0.9338 |
|
| S4 |
0.9079 |
0.9132 |
0.9314 |
|
|
| 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 |
0.9377 |
0.9257 |
0.0120 |
1.3% |
0.0048 |
0.5% |
88% |
True |
False |
36,623 |
| 10 |
0.9377 |
0.9165 |
0.0212 |
2.3% |
0.0055 |
0.6% |
93% |
True |
False |
19,757 |
| 20 |
0.9377 |
0.9136 |
0.0241 |
2.6% |
0.0056 |
0.6% |
94% |
True |
False |
10,314 |
| 40 |
0.9377 |
0.9120 |
0.0257 |
2.7% |
0.0053 |
0.6% |
94% |
True |
False |
5,249 |
| 60 |
0.9377 |
0.8900 |
0.0477 |
5.1% |
0.0054 |
0.6% |
97% |
True |
False |
3,536 |
| 80 |
0.9377 |
0.8813 |
0.0564 |
6.0% |
0.0043 |
0.5% |
97% |
True |
False |
2,652 |
| 100 |
0.9377 |
0.8582 |
0.0795 |
8.5% |
0.0036 |
0.4% |
98% |
True |
False |
2,122 |
| 120 |
0.9377 |
0.8582 |
0.0795 |
8.5% |
0.0030 |
0.3% |
98% |
True |
False |
1,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9751 |
|
2.618 |
0.9607 |
|
1.618 |
0.9519 |
|
1.000 |
0.9465 |
|
0.618 |
0.9431 |
|
HIGH |
0.9377 |
|
0.618 |
0.9343 |
|
0.500 |
0.9333 |
|
0.382 |
0.9323 |
|
LOW |
0.9289 |
|
0.618 |
0.9235 |
|
1.000 |
0.9201 |
|
1.618 |
0.9147 |
|
2.618 |
0.9059 |
|
4.250 |
0.8915 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9352 |
0.9351 |
| PP |
0.9343 |
0.9339 |
| S1 |
0.9333 |
0.9328 |
|