CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 27-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9349 |
0.9361 |
0.0012 |
0.1% |
0.9323 |
High |
0.9367 |
0.9391 |
0.0024 |
0.3% |
0.9391 |
Low |
0.9344 |
0.9354 |
0.0010 |
0.1% |
0.9300 |
Close |
0.9356 |
0.9372 |
0.0016 |
0.2% |
0.9372 |
Range |
0.0023 |
0.0037 |
0.0014 |
60.9% |
0.0091 |
ATR |
0.0056 |
0.0054 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
47,775 |
56,496 |
8,721 |
18.3% |
287,707 |
|
Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9483 |
0.9465 |
0.9392 |
|
R3 |
0.9446 |
0.9428 |
0.9382 |
|
R2 |
0.9409 |
0.9409 |
0.9379 |
|
R1 |
0.9391 |
0.9391 |
0.9375 |
0.9400 |
PP |
0.9372 |
0.9372 |
0.9372 |
0.9377 |
S1 |
0.9354 |
0.9354 |
0.9369 |
0.9363 |
S2 |
0.9335 |
0.9335 |
0.9365 |
|
S3 |
0.9298 |
0.9317 |
0.9362 |
|
S4 |
0.9261 |
0.9280 |
0.9352 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9627 |
0.9591 |
0.9422 |
|
R3 |
0.9536 |
0.9500 |
0.9397 |
|
R2 |
0.9445 |
0.9445 |
0.9389 |
|
R1 |
0.9409 |
0.9409 |
0.9380 |
0.9427 |
PP |
0.9354 |
0.9354 |
0.9354 |
0.9364 |
S1 |
0.9318 |
0.9318 |
0.9364 |
0.9336 |
S2 |
0.9263 |
0.9263 |
0.9355 |
|
S3 |
0.9172 |
0.9227 |
0.9347 |
|
S4 |
0.9081 |
0.9136 |
0.9322 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9391 |
0.9300 |
0.0091 |
1.0% |
0.0050 |
0.5% |
79% |
True |
False |
57,541 |
10 |
0.9391 |
0.9261 |
0.0130 |
1.4% |
0.0057 |
0.6% |
85% |
True |
False |
58,527 |
20 |
0.9391 |
0.9165 |
0.0226 |
2.4% |
0.0056 |
0.6% |
92% |
True |
False |
42,913 |
40 |
0.9391 |
0.9120 |
0.0271 |
2.9% |
0.0055 |
0.6% |
93% |
True |
False |
21,756 |
60 |
0.9391 |
0.9107 |
0.0284 |
3.0% |
0.0054 |
0.6% |
93% |
True |
False |
14,555 |
80 |
0.9391 |
0.8857 |
0.0534 |
5.7% |
0.0051 |
0.5% |
96% |
True |
False |
10,927 |
100 |
0.9391 |
0.8776 |
0.0615 |
6.6% |
0.0041 |
0.4% |
97% |
True |
False |
8,741 |
120 |
0.9391 |
0.8582 |
0.0809 |
8.6% |
0.0035 |
0.4% |
98% |
True |
False |
7,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9548 |
2.618 |
0.9488 |
1.618 |
0.9451 |
1.000 |
0.9428 |
0.618 |
0.9414 |
HIGH |
0.9391 |
0.618 |
0.9377 |
0.500 |
0.9373 |
0.382 |
0.9368 |
LOW |
0.9354 |
0.618 |
0.9331 |
1.000 |
0.9317 |
1.618 |
0.9294 |
2.618 |
0.9257 |
4.250 |
0.9197 |
|
|
Fisher Pivots for day following 27-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9373 |
0.9363 |
PP |
0.9372 |
0.9354 |
S1 |
0.9372 |
0.9346 |
|