CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9341 |
0.9277 |
-0.0064 |
-0.7% |
0.9277 |
| High |
0.9342 |
0.9354 |
0.0012 |
0.1% |
0.9377 |
| Low |
0.9271 |
0.9261 |
-0.0010 |
-0.1% |
0.9272 |
| Close |
0.9278 |
0.9303 |
0.0025 |
0.3% |
0.9338 |
| Range |
0.0071 |
0.0093 |
0.0022 |
31.0% |
0.0105 |
| ATR |
0.0055 |
0.0058 |
0.0003 |
4.9% |
0.0000 |
| Volume |
66,149 |
72,615 |
6,466 |
9.8% |
257,012 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9585 |
0.9537 |
0.9354 |
|
| R3 |
0.9492 |
0.9444 |
0.9329 |
|
| R2 |
0.9399 |
0.9399 |
0.9320 |
|
| R1 |
0.9351 |
0.9351 |
0.9312 |
0.9375 |
| PP |
0.9306 |
0.9306 |
0.9306 |
0.9318 |
| S1 |
0.9258 |
0.9258 |
0.9294 |
0.9282 |
| S2 |
0.9213 |
0.9213 |
0.9286 |
|
| S3 |
0.9120 |
0.9165 |
0.9277 |
|
| S4 |
0.9027 |
0.9072 |
0.9252 |
|
|
| 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 |
0.9261 |
0.0116 |
1.2% |
0.0070 |
0.8% |
36% |
False |
True |
69,596 |
| 10 |
0.9377 |
0.9194 |
0.0183 |
2.0% |
0.0059 |
0.6% |
60% |
False |
False |
45,151 |
| 20 |
0.9377 |
0.9136 |
0.0241 |
2.6% |
0.0057 |
0.6% |
69% |
False |
False |
23,316 |
| 40 |
0.9377 |
0.9120 |
0.0257 |
2.8% |
0.0055 |
0.6% |
71% |
False |
False |
11,778 |
| 60 |
0.9377 |
0.9018 |
0.0359 |
3.9% |
0.0054 |
0.6% |
79% |
False |
False |
7,897 |
| 80 |
0.9377 |
0.8813 |
0.0564 |
6.1% |
0.0046 |
0.5% |
87% |
False |
False |
5,924 |
| 100 |
0.9377 |
0.8615 |
0.0762 |
8.2% |
0.0038 |
0.4% |
90% |
False |
False |
4,740 |
| 120 |
0.9377 |
0.8582 |
0.0795 |
8.5% |
0.0032 |
0.3% |
91% |
False |
False |
3,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9749 |
|
2.618 |
0.9597 |
|
1.618 |
0.9504 |
|
1.000 |
0.9447 |
|
0.618 |
0.9411 |
|
HIGH |
0.9354 |
|
0.618 |
0.9318 |
|
0.500 |
0.9308 |
|
0.382 |
0.9297 |
|
LOW |
0.9261 |
|
0.618 |
0.9204 |
|
1.000 |
0.9168 |
|
1.618 |
0.9111 |
|
2.618 |
0.9018 |
|
4.250 |
0.8866 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9308 |
0.9310 |
| PP |
0.9306 |
0.9307 |
| S1 |
0.9305 |
0.9305 |
|