CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9345 |
0.9341 |
-0.0004 |
0.0% |
0.9277 |
| High |
0.9358 |
0.9342 |
-0.0016 |
-0.2% |
0.9377 |
| Low |
0.9313 |
0.9271 |
-0.0042 |
-0.5% |
0.9272 |
| Close |
0.9338 |
0.9278 |
-0.0060 |
-0.6% |
0.9338 |
| Range |
0.0045 |
0.0071 |
0.0026 |
57.8% |
0.0105 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
2.2% |
0.0000 |
| Volume |
46,319 |
66,149 |
19,830 |
42.8% |
257,012 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9510 |
0.9465 |
0.9317 |
|
| R3 |
0.9439 |
0.9394 |
0.9298 |
|
| R2 |
0.9368 |
0.9368 |
0.9291 |
|
| R1 |
0.9323 |
0.9323 |
0.9285 |
0.9310 |
| PP |
0.9297 |
0.9297 |
0.9297 |
0.9291 |
| S1 |
0.9252 |
0.9252 |
0.9271 |
0.9239 |
| S2 |
0.9226 |
0.9226 |
0.9265 |
|
| S3 |
0.9155 |
0.9181 |
0.9258 |
|
| S4 |
0.9084 |
0.9110 |
0.9239 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9644 |
0.9596 |
0.9396 |
|
| R3 |
0.9539 |
0.9491 |
0.9367 |
|
| R2 |
0.9434 |
0.9434 |
0.9357 |
|
| R1 |
0.9386 |
0.9386 |
0.9348 |
0.9410 |
| PP |
0.9329 |
0.9329 |
0.9329 |
0.9341 |
| S1 |
0.9281 |
0.9281 |
0.9328 |
0.9305 |
| S2 |
0.9224 |
0.9224 |
0.9319 |
|
| S3 |
0.9119 |
0.9176 |
0.9309 |
|
| S4 |
0.9014 |
0.9071 |
0.9280 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9377 |
0.9271 |
0.0106 |
1.1% |
0.0060 |
0.6% |
7% |
False |
True |
67,092 |
| 10 |
0.9377 |
0.9188 |
0.0189 |
2.0% |
0.0054 |
0.6% |
48% |
False |
False |
38,010 |
| 20 |
0.9377 |
0.9136 |
0.0241 |
2.6% |
0.0057 |
0.6% |
59% |
False |
False |
19,703 |
| 40 |
0.9377 |
0.9120 |
0.0257 |
2.8% |
0.0053 |
0.6% |
61% |
False |
False |
9,966 |
| 60 |
0.9377 |
0.8949 |
0.0428 |
4.6% |
0.0054 |
0.6% |
77% |
False |
False |
6,687 |
| 80 |
0.9377 |
0.8813 |
0.0564 |
6.1% |
0.0045 |
0.5% |
82% |
False |
False |
5,017 |
| 100 |
0.9377 |
0.8582 |
0.0795 |
8.6% |
0.0037 |
0.4% |
88% |
False |
False |
4,014 |
| 120 |
0.9377 |
0.8582 |
0.0795 |
8.6% |
0.0032 |
0.3% |
88% |
False |
False |
3,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9644 |
|
2.618 |
0.9528 |
|
1.618 |
0.9457 |
|
1.000 |
0.9413 |
|
0.618 |
0.9386 |
|
HIGH |
0.9342 |
|
0.618 |
0.9315 |
|
0.500 |
0.9307 |
|
0.382 |
0.9298 |
|
LOW |
0.9271 |
|
0.618 |
0.9227 |
|
1.000 |
0.9200 |
|
1.618 |
0.9156 |
|
2.618 |
0.9085 |
|
4.250 |
0.8969 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9307 |
0.9319 |
| PP |
0.9297 |
0.9305 |
| S1 |
0.9288 |
0.9292 |
|