CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 13-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9250 |
0.9282 |
0.0032 |
0.3% |
0.9234 |
High |
0.9305 |
0.9282 |
-0.0023 |
-0.2% |
0.9305 |
Low |
0.9250 |
0.9259 |
0.0009 |
0.1% |
0.9228 |
Close |
0.9303 |
0.9279 |
-0.0024 |
-0.3% |
0.9279 |
Range |
0.0055 |
0.0023 |
-0.0032 |
-58.2% |
0.0077 |
ATR |
0.0034 |
0.0035 |
0.0001 |
2.1% |
0.0000 |
Volume |
23 |
39 |
16 |
69.6% |
112 |
|
Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9342 |
0.9334 |
0.9292 |
|
R3 |
0.9319 |
0.9311 |
0.9285 |
|
R2 |
0.9296 |
0.9296 |
0.9283 |
|
R1 |
0.9288 |
0.9288 |
0.9281 |
0.9281 |
PP |
0.9273 |
0.9273 |
0.9273 |
0.9270 |
S1 |
0.9265 |
0.9265 |
0.9277 |
0.9258 |
S2 |
0.9250 |
0.9250 |
0.9275 |
|
S3 |
0.9227 |
0.9242 |
0.9273 |
|
S4 |
0.9204 |
0.9219 |
0.9266 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9502 |
0.9467 |
0.9321 |
|
R3 |
0.9425 |
0.9390 |
0.9300 |
|
R2 |
0.9348 |
0.9348 |
0.9293 |
|
R1 |
0.9313 |
0.9313 |
0.9286 |
0.9331 |
PP |
0.9271 |
0.9271 |
0.9271 |
0.9279 |
S1 |
0.9236 |
0.9236 |
0.9272 |
0.9254 |
S2 |
0.9194 |
0.9194 |
0.9265 |
|
S3 |
0.9117 |
0.9159 |
0.9258 |
|
S4 |
0.9040 |
0.9082 |
0.9237 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9305 |
0.9228 |
0.0077 |
0.8% |
0.0022 |
0.2% |
66% |
False |
False |
22 |
10 |
0.9305 |
0.9122 |
0.0183 |
2.0% |
0.0017 |
0.2% |
86% |
False |
False |
12 |
20 |
0.9305 |
0.9087 |
0.0218 |
2.3% |
0.0018 |
0.2% |
88% |
False |
False |
8 |
40 |
0.9305 |
0.9087 |
0.0218 |
2.3% |
0.0012 |
0.1% |
88% |
False |
False |
5 |
60 |
0.9305 |
0.8875 |
0.0430 |
4.6% |
0.0010 |
0.1% |
94% |
False |
False |
4 |
80 |
0.9305 |
0.8750 |
0.0555 |
6.0% |
0.0009 |
0.1% |
95% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9380 |
2.618 |
0.9342 |
1.618 |
0.9319 |
1.000 |
0.9305 |
0.618 |
0.9296 |
HIGH |
0.9282 |
0.618 |
0.9273 |
0.500 |
0.9271 |
0.382 |
0.9268 |
LOW |
0.9259 |
0.618 |
0.9245 |
1.000 |
0.9236 |
1.618 |
0.9222 |
2.618 |
0.9199 |
4.250 |
0.9161 |
|
|
Fisher Pivots for day following 13-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9276 |
0.9279 |
PP |
0.9273 |
0.9278 |
S1 |
0.9271 |
0.9278 |
|