CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9216 |
0.9209 |
-0.0007 |
-0.1% |
0.9133 |
| High |
0.9216 |
0.9232 |
0.0016 |
0.2% |
0.9232 |
| Low |
0.9216 |
0.9207 |
-0.0009 |
-0.1% |
0.9122 |
| Close |
0.9216 |
0.9218 |
0.0002 |
0.0% |
0.9218 |
| Range |
0.0000 |
0.0025 |
0.0025 |
|
0.0110 |
| ATR |
0.0036 |
0.0035 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9294 |
0.9281 |
0.9232 |
|
| R3 |
0.9269 |
0.9256 |
0.9225 |
|
| R2 |
0.9244 |
0.9244 |
0.9223 |
|
| R1 |
0.9231 |
0.9231 |
0.9220 |
0.9238 |
| PP |
0.9219 |
0.9219 |
0.9219 |
0.9222 |
| S1 |
0.9206 |
0.9206 |
0.9216 |
0.9213 |
| S2 |
0.9194 |
0.9194 |
0.9213 |
|
| S3 |
0.9169 |
0.9181 |
0.9211 |
|
| S4 |
0.9144 |
0.9156 |
0.9204 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9521 |
0.9479 |
0.9279 |
|
| R3 |
0.9411 |
0.9369 |
0.9248 |
|
| R2 |
0.9301 |
0.9301 |
0.9238 |
|
| R1 |
0.9259 |
0.9259 |
0.9228 |
0.9280 |
| PP |
0.9191 |
0.9191 |
0.9191 |
0.9201 |
| S1 |
0.9149 |
0.9149 |
0.9208 |
0.9170 |
| S2 |
0.9081 |
0.9081 |
0.9198 |
|
| S3 |
0.8971 |
0.9039 |
0.9188 |
|
| S4 |
0.8861 |
0.8929 |
0.9158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9232 |
0.9122 |
0.0110 |
1.2% |
0.0013 |
0.1% |
87% |
True |
False |
2 |
| 10 |
0.9232 |
0.9095 |
0.0137 |
1.5% |
0.0008 |
0.1% |
90% |
True |
False |
3 |
| 20 |
0.9241 |
0.9087 |
0.0154 |
1.7% |
0.0014 |
0.1% |
85% |
False |
False |
3 |
| 40 |
0.9284 |
0.9087 |
0.0197 |
2.1% |
0.0011 |
0.1% |
66% |
False |
False |
3 |
| 60 |
0.9284 |
0.8855 |
0.0429 |
4.7% |
0.0009 |
0.1% |
85% |
False |
False |
2 |
| 80 |
0.9284 |
0.8750 |
0.0534 |
5.8% |
0.0008 |
0.1% |
88% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9338 |
|
2.618 |
0.9297 |
|
1.618 |
0.9272 |
|
1.000 |
0.9257 |
|
0.618 |
0.9247 |
|
HIGH |
0.9232 |
|
0.618 |
0.9222 |
|
0.500 |
0.9220 |
|
0.382 |
0.9217 |
|
LOW |
0.9207 |
|
0.618 |
0.9192 |
|
1.000 |
0.9182 |
|
1.618 |
0.9167 |
|
2.618 |
0.9142 |
|
4.250 |
0.9101 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9220 |
0.9208 |
| PP |
0.9219 |
0.9198 |
| S1 |
0.9219 |
0.9189 |
|