CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9277 |
0.9341 |
0.0064 |
0.7% |
0.9277 |
| High |
0.9354 |
0.9374 |
0.0020 |
0.2% |
0.9377 |
| Low |
0.9261 |
0.9303 |
0.0042 |
0.5% |
0.9272 |
| Close |
0.9303 |
0.9345 |
0.0042 |
0.5% |
0.9338 |
| Range |
0.0093 |
0.0071 |
-0.0022 |
-23.7% |
0.0105 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.6% |
0.0000 |
| Volume |
72,615 |
65,828 |
-6,787 |
-9.3% |
257,012 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9554 |
0.9520 |
0.9384 |
|
| R3 |
0.9483 |
0.9449 |
0.9365 |
|
| R2 |
0.9412 |
0.9412 |
0.9358 |
|
| R1 |
0.9378 |
0.9378 |
0.9352 |
0.9395 |
| PP |
0.9341 |
0.9341 |
0.9341 |
0.9349 |
| S1 |
0.9307 |
0.9307 |
0.9338 |
0.9324 |
| S2 |
0.9270 |
0.9270 |
0.9332 |
|
| S3 |
0.9199 |
0.9236 |
0.9325 |
|
| S4 |
0.9128 |
0.9165 |
0.9306 |
|
|
| 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 |
0.9374 |
0.9261 |
0.0113 |
1.2% |
0.0066 |
0.7% |
74% |
True |
False |
65,519 |
| 10 |
0.9377 |
0.9257 |
0.0120 |
1.3% |
0.0057 |
0.6% |
73% |
False |
False |
51,071 |
| 20 |
0.9377 |
0.9143 |
0.0234 |
2.5% |
0.0059 |
0.6% |
86% |
False |
False |
26,540 |
| 40 |
0.9377 |
0.9120 |
0.0257 |
2.8% |
0.0055 |
0.6% |
88% |
False |
False |
13,422 |
| 60 |
0.9377 |
0.9049 |
0.0328 |
3.5% |
0.0055 |
0.6% |
90% |
False |
False |
8,993 |
| 80 |
0.9377 |
0.8813 |
0.0564 |
6.0% |
0.0047 |
0.5% |
94% |
False |
False |
6,747 |
| 100 |
0.9377 |
0.8615 |
0.0762 |
8.2% |
0.0039 |
0.4% |
96% |
False |
False |
5,398 |
| 120 |
0.9377 |
0.8582 |
0.0795 |
8.5% |
0.0033 |
0.4% |
96% |
False |
False |
4,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9676 |
|
2.618 |
0.9560 |
|
1.618 |
0.9489 |
|
1.000 |
0.9445 |
|
0.618 |
0.9418 |
|
HIGH |
0.9374 |
|
0.618 |
0.9347 |
|
0.500 |
0.9339 |
|
0.382 |
0.9330 |
|
LOW |
0.9303 |
|
0.618 |
0.9259 |
|
1.000 |
0.9232 |
|
1.618 |
0.9188 |
|
2.618 |
0.9117 |
|
4.250 |
0.9001 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9343 |
0.9336 |
| PP |
0.9341 |
0.9327 |
| S1 |
0.9339 |
0.9318 |
|