CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9277 |
0.9272 |
-0.0005 |
-0.1% |
0.9234 |
| High |
0.9279 |
0.9272 |
-0.0007 |
-0.1% |
0.9305 |
| Low |
0.9277 |
0.9218 |
-0.0059 |
-0.6% |
0.9228 |
| Close |
0.9279 |
0.9220 |
-0.0059 |
-0.6% |
0.9279 |
| Range |
0.0002 |
0.0054 |
0.0052 |
2,600.0% |
0.0077 |
| ATR |
0.0033 |
0.0035 |
0.0002 |
6.3% |
0.0000 |
| Volume |
21 |
14 |
-7 |
-33.3% |
112 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9399 |
0.9363 |
0.9250 |
|
| R3 |
0.9345 |
0.9309 |
0.9235 |
|
| R2 |
0.9291 |
0.9291 |
0.9230 |
|
| R1 |
0.9255 |
0.9255 |
0.9225 |
0.9246 |
| PP |
0.9237 |
0.9237 |
0.9237 |
0.9232 |
| S1 |
0.9201 |
0.9201 |
0.9215 |
0.9192 |
| S2 |
0.9183 |
0.9183 |
0.9210 |
|
| S3 |
0.9129 |
0.9147 |
0.9205 |
|
| S4 |
0.9075 |
0.9093 |
0.9190 |
|
|
| 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 |
0.9218 |
0.0087 |
0.9% |
0.0030 |
0.3% |
2% |
False |
True |
23 |
| 10 |
0.9305 |
0.9145 |
0.0160 |
1.7% |
0.0020 |
0.2% |
47% |
False |
False |
15 |
| 20 |
0.9305 |
0.9087 |
0.0218 |
2.4% |
0.0019 |
0.2% |
61% |
False |
False |
9 |
| 40 |
0.9305 |
0.9087 |
0.0218 |
2.4% |
0.0014 |
0.1% |
61% |
False |
False |
6 |
| 60 |
0.9305 |
0.8964 |
0.0341 |
3.7% |
0.0011 |
0.1% |
75% |
False |
False |
5 |
| 80 |
0.9305 |
0.8750 |
0.0555 |
6.0% |
0.0009 |
0.1% |
85% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9502 |
|
2.618 |
0.9413 |
|
1.618 |
0.9359 |
|
1.000 |
0.9326 |
|
0.618 |
0.9305 |
|
HIGH |
0.9272 |
|
0.618 |
0.9251 |
|
0.500 |
0.9245 |
|
0.382 |
0.9239 |
|
LOW |
0.9218 |
|
0.618 |
0.9185 |
|
1.000 |
0.9164 |
|
1.618 |
0.9131 |
|
2.618 |
0.9077 |
|
4.250 |
0.8989 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9245 |
0.9250 |
| PP |
0.9237 |
0.9240 |
| S1 |
0.9228 |
0.9230 |
|