CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9323 |
0.9367 |
0.0044 |
0.5% |
0.9345 |
| High |
0.9389 |
0.9376 |
-0.0013 |
-0.1% |
0.9374 |
| Low |
0.9321 |
0.9310 |
-0.0011 |
-0.1% |
0.9261 |
| Close |
0.9360 |
0.9323 |
-0.0037 |
-0.4% |
0.9330 |
| Range |
0.0068 |
0.0066 |
-0.0002 |
-2.9% |
0.0113 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.0% |
0.0000 |
| Volume |
56,828 |
62,599 |
5,771 |
10.2% |
297,570 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9534 |
0.9495 |
0.9359 |
|
| R3 |
0.9468 |
0.9429 |
0.9341 |
|
| R2 |
0.9402 |
0.9402 |
0.9335 |
|
| R1 |
0.9363 |
0.9363 |
0.9329 |
0.9350 |
| PP |
0.9336 |
0.9336 |
0.9336 |
0.9330 |
| S1 |
0.9297 |
0.9297 |
0.9317 |
0.9284 |
| S2 |
0.9270 |
0.9270 |
0.9311 |
|
| S3 |
0.9204 |
0.9231 |
0.9305 |
|
| S4 |
0.9138 |
0.9165 |
0.9287 |
|
|
| 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% |
0.0067 |
0.7% |
48% |
False |
False |
60,905 |
| 10 |
0.9389 |
0.9261 |
0.0128 |
1.4% |
0.0063 |
0.7% |
48% |
False |
False |
63,998 |
| 20 |
0.9389 |
0.9144 |
0.0245 |
2.6% |
0.0060 |
0.6% |
73% |
False |
False |
34,692 |
| 40 |
0.9389 |
0.9120 |
0.0269 |
2.9% |
0.0055 |
0.6% |
75% |
False |
False |
17,561 |
| 60 |
0.9389 |
0.9107 |
0.0282 |
3.0% |
0.0055 |
0.6% |
77% |
False |
False |
11,754 |
| 80 |
0.9389 |
0.8813 |
0.0576 |
6.2% |
0.0049 |
0.5% |
89% |
False |
False |
8,823 |
| 100 |
0.9389 |
0.8615 |
0.0774 |
8.3% |
0.0040 |
0.4% |
91% |
False |
False |
7,059 |
| 120 |
0.9389 |
0.8582 |
0.0807 |
8.7% |
0.0034 |
0.4% |
92% |
False |
False |
5,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9657 |
|
2.618 |
0.9549 |
|
1.618 |
0.9483 |
|
1.000 |
0.9442 |
|
0.618 |
0.9417 |
|
HIGH |
0.9376 |
|
0.618 |
0.9351 |
|
0.500 |
0.9343 |
|
0.382 |
0.9335 |
|
LOW |
0.9310 |
|
0.618 |
0.9269 |
|
1.000 |
0.9244 |
|
1.618 |
0.9203 |
|
2.618 |
0.9137 |
|
4.250 |
0.9030 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9343 |
0.9350 |
| PP |
0.9336 |
0.9341 |
| S1 |
0.9330 |
0.9332 |
|