CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9265 |
0.9250 |
-0.0015 |
-0.2% |
0.9133 |
| High |
0.9279 |
0.9305 |
0.0026 |
0.3% |
0.9232 |
| Low |
0.9263 |
0.9250 |
-0.0013 |
-0.1% |
0.9122 |
| Close |
0.9263 |
0.9303 |
0.0040 |
0.4% |
0.9218 |
| Range |
0.0016 |
0.0055 |
0.0039 |
243.8% |
0.0110 |
| ATR |
0.0033 |
0.0034 |
0.0002 |
4.9% |
0.0000 |
| Volume |
20 |
23 |
3 |
15.0% |
10 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9451 |
0.9432 |
0.9333 |
|
| R3 |
0.9396 |
0.9377 |
0.9318 |
|
| R2 |
0.9341 |
0.9341 |
0.9313 |
|
| R1 |
0.9322 |
0.9322 |
0.9308 |
0.9332 |
| PP |
0.9286 |
0.9286 |
0.9286 |
0.9291 |
| S1 |
0.9267 |
0.9267 |
0.9298 |
0.9277 |
| S2 |
0.9231 |
0.9231 |
0.9293 |
|
| S3 |
0.9176 |
0.9212 |
0.9288 |
|
| S4 |
0.9121 |
0.9157 |
0.9273 |
|
|
| 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 |
0.9305 |
0.9207 |
0.0098 |
1.1% |
0.0023 |
0.2% |
98% |
True |
False |
15 |
| 10 |
0.9305 |
0.9122 |
0.0183 |
2.0% |
0.0015 |
0.2% |
99% |
True |
False |
8 |
| 20 |
0.9305 |
0.9087 |
0.0218 |
2.3% |
0.0017 |
0.2% |
99% |
True |
False |
6 |
| 40 |
0.9305 |
0.9087 |
0.0218 |
2.3% |
0.0012 |
0.1% |
99% |
True |
False |
4 |
| 60 |
0.9305 |
0.8875 |
0.0430 |
4.6% |
0.0010 |
0.1% |
100% |
True |
False |
3 |
| 80 |
0.9305 |
0.8750 |
0.0555 |
6.0% |
0.0009 |
0.1% |
100% |
True |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9539 |
|
2.618 |
0.9449 |
|
1.618 |
0.9394 |
|
1.000 |
0.9360 |
|
0.618 |
0.9339 |
|
HIGH |
0.9305 |
|
0.618 |
0.9284 |
|
0.500 |
0.9278 |
|
0.382 |
0.9271 |
|
LOW |
0.9250 |
|
0.618 |
0.9216 |
|
1.000 |
0.9195 |
|
1.618 |
0.9161 |
|
2.618 |
0.9106 |
|
4.250 |
0.9016 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9295 |
0.9293 |
| PP |
0.9286 |
0.9283 |
| S1 |
0.9278 |
0.9273 |
|