CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 23-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9341 |
0.9323 |
-0.0018 |
-0.2% |
0.9345 |
High |
0.9358 |
0.9389 |
0.0031 |
0.3% |
0.9374 |
Low |
0.9321 |
0.9321 |
0.0000 |
0.0% |
0.9261 |
Close |
0.9330 |
0.9360 |
0.0030 |
0.3% |
0.9330 |
Range |
0.0037 |
0.0068 |
0.0031 |
83.8% |
0.0113 |
ATR |
0.0057 |
0.0058 |
0.0001 |
1.3% |
0.0000 |
Volume |
46,659 |
56,828 |
10,169 |
21.8% |
297,570 |
|
Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9561 |
0.9528 |
0.9397 |
|
R3 |
0.9493 |
0.9460 |
0.9379 |
|
R2 |
0.9425 |
0.9425 |
0.9372 |
|
R1 |
0.9392 |
0.9392 |
0.9366 |
0.9409 |
PP |
0.9357 |
0.9357 |
0.9357 |
0.9365 |
S1 |
0.9324 |
0.9324 |
0.9354 |
0.9341 |
S2 |
0.9289 |
0.9289 |
0.9348 |
|
S3 |
0.9221 |
0.9256 |
0.9341 |
|
S4 |
0.9153 |
0.9188 |
0.9323 |
|
|
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 |
0.9389 |
0.9261 |
0.0128 |
1.4% |
0.0068 |
0.7% |
77% |
True |
False |
61,615 |
10 |
0.9389 |
0.9261 |
0.0128 |
1.4% |
0.0061 |
0.7% |
77% |
True |
False |
59,990 |
20 |
0.9389 |
0.9144 |
0.0245 |
2.6% |
0.0059 |
0.6% |
88% |
True |
False |
31,581 |
40 |
0.9389 |
0.9120 |
0.0269 |
2.9% |
0.0055 |
0.6% |
89% |
True |
False |
16,001 |
60 |
0.9389 |
0.9107 |
0.0282 |
3.0% |
0.0054 |
0.6% |
90% |
True |
False |
10,714 |
80 |
0.9389 |
0.8813 |
0.0576 |
6.2% |
0.0048 |
0.5% |
95% |
True |
False |
8,041 |
100 |
0.9389 |
0.8615 |
0.0774 |
8.3% |
0.0040 |
0.4% |
96% |
True |
False |
6,433 |
120 |
0.9389 |
0.8582 |
0.0807 |
8.6% |
0.0033 |
0.4% |
96% |
True |
False |
5,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9678 |
2.618 |
0.9567 |
1.618 |
0.9499 |
1.000 |
0.9457 |
0.618 |
0.9431 |
HIGH |
0.9389 |
0.618 |
0.9363 |
0.500 |
0.9355 |
0.382 |
0.9347 |
LOW |
0.9321 |
0.618 |
0.9279 |
1.000 |
0.9253 |
1.618 |
0.9211 |
2.618 |
0.9143 |
4.250 |
0.9032 |
|
|
Fisher Pivots for day following 23-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9358 |
0.9355 |
PP |
0.9357 |
0.9351 |
S1 |
0.9355 |
0.9346 |
|