CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 26-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9314 |
0.9349 |
0.0035 |
0.4% |
0.9345 |
| High |
0.9354 |
0.9367 |
0.0013 |
0.1% |
0.9374 |
| Low |
0.9300 |
0.9344 |
0.0044 |
0.5% |
0.9261 |
| Close |
0.9345 |
0.9356 |
0.0011 |
0.1% |
0.9330 |
| Range |
0.0054 |
0.0023 |
-0.0031 |
-57.4% |
0.0113 |
| ATR |
0.0058 |
0.0056 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
64,009 |
47,775 |
-16,234 |
-25.4% |
297,570 |
|
| Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9425 |
0.9413 |
0.9369 |
|
| R3 |
0.9402 |
0.9390 |
0.9362 |
|
| R2 |
0.9379 |
0.9379 |
0.9360 |
|
| R1 |
0.9367 |
0.9367 |
0.9358 |
0.9373 |
| PP |
0.9356 |
0.9356 |
0.9356 |
0.9359 |
| S1 |
0.9344 |
0.9344 |
0.9354 |
0.9350 |
| S2 |
0.9333 |
0.9333 |
0.9352 |
|
| S3 |
0.9310 |
0.9321 |
0.9350 |
|
| S4 |
0.9287 |
0.9298 |
0.9343 |
|
|
| 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 |
0.9300 |
0.0089 |
1.0% |
0.0050 |
0.5% |
63% |
False |
False |
55,574 |
| 10 |
0.9389 |
0.9261 |
0.0128 |
1.4% |
0.0058 |
0.6% |
74% |
False |
False |
60,546 |
| 20 |
0.9389 |
0.9165 |
0.0224 |
2.4% |
0.0056 |
0.6% |
85% |
False |
False |
40,152 |
| 40 |
0.9389 |
0.9120 |
0.0269 |
2.9% |
0.0055 |
0.6% |
88% |
False |
False |
20,349 |
| 60 |
0.9389 |
0.9107 |
0.0282 |
3.0% |
0.0054 |
0.6% |
88% |
False |
False |
13,615 |
| 80 |
0.9389 |
0.8857 |
0.0532 |
5.7% |
0.0050 |
0.5% |
94% |
False |
False |
10,220 |
| 100 |
0.9389 |
0.8768 |
0.0621 |
6.6% |
0.0041 |
0.4% |
95% |
False |
False |
8,177 |
| 120 |
0.9389 |
0.8582 |
0.0807 |
8.6% |
0.0035 |
0.4% |
96% |
False |
False |
6,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9465 |
|
2.618 |
0.9427 |
|
1.618 |
0.9404 |
|
1.000 |
0.9390 |
|
0.618 |
0.9381 |
|
HIGH |
0.9367 |
|
0.618 |
0.9358 |
|
0.500 |
0.9356 |
|
0.382 |
0.9353 |
|
LOW |
0.9344 |
|
0.618 |
0.9330 |
|
1.000 |
0.9321 |
|
1.618 |
0.9307 |
|
2.618 |
0.9284 |
|
4.250 |
0.9246 |
|
|
| Fisher Pivots for day following 26-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9356 |
0.9350 |
| PP |
0.9356 |
0.9344 |
| S1 |
0.9356 |
0.9338 |
|