CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 30-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9361 |
0.9373 |
0.0012 |
0.1% |
0.9323 |
High |
0.9391 |
0.9388 |
-0.0003 |
0.0% |
0.9391 |
Low |
0.9354 |
0.9336 |
-0.0018 |
-0.2% |
0.9300 |
Close |
0.9372 |
0.9376 |
0.0004 |
0.0% |
0.9372 |
Range |
0.0037 |
0.0052 |
0.0015 |
40.5% |
0.0091 |
ATR |
0.0054 |
0.0054 |
0.0000 |
-0.3% |
0.0000 |
Volume |
56,496 |
61,727 |
5,231 |
9.3% |
287,707 |
|
Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9523 |
0.9501 |
0.9405 |
|
R3 |
0.9471 |
0.9449 |
0.9390 |
|
R2 |
0.9419 |
0.9419 |
0.9386 |
|
R1 |
0.9397 |
0.9397 |
0.9381 |
0.9408 |
PP |
0.9367 |
0.9367 |
0.9367 |
0.9372 |
S1 |
0.9345 |
0.9345 |
0.9371 |
0.9356 |
S2 |
0.9315 |
0.9315 |
0.9366 |
|
S3 |
0.9263 |
0.9293 |
0.9362 |
|
S4 |
0.9211 |
0.9241 |
0.9347 |
|
|
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% |
0.0046 |
0.5% |
84% |
False |
False |
58,521 |
10 |
0.9391 |
0.9261 |
0.0130 |
1.4% |
0.0057 |
0.6% |
88% |
False |
False |
60,068 |
20 |
0.9391 |
0.9165 |
0.0226 |
2.4% |
0.0055 |
0.6% |
93% |
False |
False |
45,869 |
40 |
0.9391 |
0.9136 |
0.0255 |
2.7% |
0.0054 |
0.6% |
94% |
False |
False |
23,295 |
60 |
0.9391 |
0.9120 |
0.0271 |
2.9% |
0.0055 |
0.6% |
94% |
False |
False |
15,581 |
80 |
0.9391 |
0.8857 |
0.0534 |
5.7% |
0.0051 |
0.5% |
97% |
False |
False |
11,698 |
100 |
0.9391 |
0.8794 |
0.0597 |
6.4% |
0.0042 |
0.4% |
97% |
False |
False |
9,359 |
120 |
0.9391 |
0.8582 |
0.0809 |
8.6% |
0.0035 |
0.4% |
98% |
False |
False |
7,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9609 |
2.618 |
0.9524 |
1.618 |
0.9472 |
1.000 |
0.9440 |
0.618 |
0.9420 |
HIGH |
0.9388 |
0.618 |
0.9368 |
0.500 |
0.9362 |
0.382 |
0.9356 |
LOW |
0.9336 |
0.618 |
0.9304 |
1.000 |
0.9284 |
1.618 |
0.9252 |
2.618 |
0.9200 |
4.250 |
0.9115 |
|
|
Fisher Pivots for day following 30-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9371 |
0.9372 |
PP |
0.9367 |
0.9368 |
S1 |
0.9362 |
0.9364 |
|