CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 16-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9282 |
0.9277 |
-0.0005 |
-0.1% |
0.9234 |
High |
0.9282 |
0.9279 |
-0.0003 |
0.0% |
0.9305 |
Low |
0.9259 |
0.9277 |
0.0018 |
0.2% |
0.9228 |
Close |
0.9279 |
0.9279 |
0.0000 |
0.0% |
0.9279 |
Range |
0.0023 |
0.0002 |
-0.0021 |
-91.3% |
0.0077 |
ATR |
0.0035 |
0.0033 |
-0.0002 |
-6.7% |
0.0000 |
Volume |
39 |
21 |
-18 |
-46.2% |
112 |
|
Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9284 |
0.9284 |
0.9280 |
|
R3 |
0.9282 |
0.9282 |
0.9280 |
|
R2 |
0.9280 |
0.9280 |
0.9279 |
|
R1 |
0.9280 |
0.9280 |
0.9279 |
0.9280 |
PP |
0.9278 |
0.9278 |
0.9278 |
0.9279 |
S1 |
0.9278 |
0.9278 |
0.9279 |
0.9278 |
S2 |
0.9276 |
0.9276 |
0.9279 |
|
S3 |
0.9274 |
0.9276 |
0.9278 |
|
S4 |
0.9272 |
0.9274 |
0.9278 |
|
|
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 |
0.9240 |
0.0065 |
0.7% |
0.0021 |
0.2% |
60% |
False |
False |
24 |
10 |
0.9305 |
0.9133 |
0.0172 |
1.9% |
0.0017 |
0.2% |
85% |
False |
False |
14 |
20 |
0.9305 |
0.9087 |
0.0218 |
2.3% |
0.0018 |
0.2% |
88% |
False |
False |
9 |
40 |
0.9305 |
0.9087 |
0.0218 |
2.3% |
0.0012 |
0.1% |
88% |
False |
False |
6 |
60 |
0.9305 |
0.8924 |
0.0381 |
4.1% |
0.0011 |
0.1% |
93% |
False |
False |
4 |
80 |
0.9305 |
0.8750 |
0.0555 |
6.0% |
0.0008 |
0.1% |
95% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9288 |
2.618 |
0.9284 |
1.618 |
0.9282 |
1.000 |
0.9281 |
0.618 |
0.9280 |
HIGH |
0.9279 |
0.618 |
0.9278 |
0.500 |
0.9278 |
0.382 |
0.9278 |
LOW |
0.9277 |
0.618 |
0.9276 |
1.000 |
0.9275 |
1.618 |
0.9274 |
2.618 |
0.9272 |
4.250 |
0.9269 |
|
|
Fisher Pivots for day following 16-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9279 |
0.9279 |
PP |
0.9278 |
0.9278 |
S1 |
0.9278 |
0.9278 |
|