CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9341 |
0.9341 |
0.0000 |
0.0% |
0.9345 |
| High |
0.9374 |
0.9358 |
-0.0016 |
-0.2% |
0.9374 |
| Low |
0.9303 |
0.9321 |
0.0018 |
0.2% |
0.9261 |
| Close |
0.9345 |
0.9330 |
-0.0015 |
-0.2% |
0.9330 |
| Range |
0.0071 |
0.0037 |
-0.0034 |
-47.9% |
0.0113 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
65,828 |
46,659 |
-19,169 |
-29.1% |
297,570 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9447 |
0.9426 |
0.9350 |
|
| R3 |
0.9410 |
0.9389 |
0.9340 |
|
| R2 |
0.9373 |
0.9373 |
0.9337 |
|
| R1 |
0.9352 |
0.9352 |
0.9333 |
0.9344 |
| PP |
0.9336 |
0.9336 |
0.9336 |
0.9333 |
| S1 |
0.9315 |
0.9315 |
0.9327 |
0.9307 |
| S2 |
0.9299 |
0.9299 |
0.9323 |
|
| S3 |
0.9262 |
0.9278 |
0.9320 |
|
| S4 |
0.9225 |
0.9241 |
0.9310 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9661 |
0.9608 |
0.9392 |
|
| R3 |
0.9548 |
0.9495 |
0.9361 |
|
| R2 |
0.9435 |
0.9435 |
0.9351 |
|
| R1 |
0.9382 |
0.9382 |
0.9340 |
0.9352 |
| PP |
0.9322 |
0.9322 |
0.9322 |
0.9307 |
| S1 |
0.9269 |
0.9269 |
0.9320 |
0.9239 |
| S2 |
0.9209 |
0.9209 |
0.9309 |
|
| S3 |
0.9096 |
0.9156 |
0.9299 |
|
| S4 |
0.8983 |
0.9043 |
0.9268 |
|
|
| 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% |
0.0063 |
0.7% |
61% |
False |
False |
59,514 |
| 10 |
0.9377 |
0.9261 |
0.0116 |
1.2% |
0.0057 |
0.6% |
59% |
False |
False |
55,458 |
| 20 |
0.9377 |
0.9143 |
0.0234 |
2.5% |
0.0058 |
0.6% |
80% |
False |
False |
28,790 |
| 40 |
0.9377 |
0.9120 |
0.0257 |
2.8% |
0.0054 |
0.6% |
82% |
False |
False |
14,583 |
| 60 |
0.9377 |
0.9107 |
0.0270 |
2.9% |
0.0054 |
0.6% |
83% |
False |
False |
9,770 |
| 80 |
0.9377 |
0.8813 |
0.0564 |
6.0% |
0.0048 |
0.5% |
92% |
False |
False |
7,330 |
| 100 |
0.9377 |
0.8615 |
0.0762 |
8.2% |
0.0039 |
0.4% |
94% |
False |
False |
5,864 |
| 120 |
0.9377 |
0.8582 |
0.0795 |
8.5% |
0.0033 |
0.4% |
94% |
False |
False |
4,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9515 |
|
2.618 |
0.9455 |
|
1.618 |
0.9418 |
|
1.000 |
0.9395 |
|
0.618 |
0.9381 |
|
HIGH |
0.9358 |
|
0.618 |
0.9344 |
|
0.500 |
0.9340 |
|
0.382 |
0.9335 |
|
LOW |
0.9321 |
|
0.618 |
0.9298 |
|
1.000 |
0.9284 |
|
1.618 |
0.9261 |
|
2.618 |
0.9224 |
|
4.250 |
0.9164 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9340 |
0.9326 |
| PP |
0.9336 |
0.9322 |
| S1 |
0.9333 |
0.9318 |
|