CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9234 |
0.9240 |
0.0006 |
0.1% |
0.9133 |
| High |
0.9235 |
0.9250 |
0.0015 |
0.2% |
0.9232 |
| Low |
0.9228 |
0.9240 |
0.0012 |
0.1% |
0.9122 |
| Close |
0.9228 |
0.9250 |
0.0022 |
0.2% |
0.9218 |
| Range |
0.0007 |
0.0010 |
0.0003 |
42.9% |
0.0110 |
| ATR |
0.0034 |
0.0033 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
9 |
21 |
12 |
133.3% |
10 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9277 |
0.9273 |
0.9256 |
|
| R3 |
0.9267 |
0.9263 |
0.9253 |
|
| R2 |
0.9257 |
0.9257 |
0.9252 |
|
| R1 |
0.9253 |
0.9253 |
0.9251 |
0.9255 |
| PP |
0.9247 |
0.9247 |
0.9247 |
0.9248 |
| S1 |
0.9243 |
0.9243 |
0.9249 |
0.9245 |
| S2 |
0.9237 |
0.9237 |
0.9248 |
|
| S3 |
0.9227 |
0.9233 |
0.9247 |
|
| S4 |
0.9217 |
0.9223 |
0.9245 |
|
|
| 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 |
0.9250 |
0.9145 |
0.0105 |
1.1% |
0.0011 |
0.1% |
100% |
True |
False |
7 |
| 10 |
0.9250 |
0.9095 |
0.0155 |
1.7% |
0.0009 |
0.1% |
100% |
True |
False |
4 |
| 20 |
0.9250 |
0.9087 |
0.0163 |
1.8% |
0.0015 |
0.2% |
100% |
True |
False |
4 |
| 40 |
0.9256 |
0.9087 |
0.0169 |
1.8% |
0.0011 |
0.1% |
96% |
False |
False |
3 |
| 60 |
0.9284 |
0.8875 |
0.0409 |
4.4% |
0.0010 |
0.1% |
92% |
False |
False |
3 |
| 80 |
0.9284 |
0.8750 |
0.0534 |
5.8% |
0.0008 |
0.1% |
94% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9293 |
|
2.618 |
0.9276 |
|
1.618 |
0.9266 |
|
1.000 |
0.9260 |
|
0.618 |
0.9256 |
|
HIGH |
0.9250 |
|
0.618 |
0.9246 |
|
0.500 |
0.9245 |
|
0.382 |
0.9244 |
|
LOW |
0.9240 |
|
0.618 |
0.9234 |
|
1.000 |
0.9230 |
|
1.618 |
0.9224 |
|
2.618 |
0.9214 |
|
4.250 |
0.9198 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9248 |
0.9243 |
| PP |
0.9247 |
0.9236 |
| S1 |
0.9245 |
0.9229 |
|