CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9272 |
0.9223 |
-0.0049 |
-0.5% |
0.9234 |
| High |
0.9272 |
0.9276 |
0.0004 |
0.0% |
0.9305 |
| Low |
0.9218 |
0.9217 |
-0.0001 |
0.0% |
0.9228 |
| Close |
0.9220 |
0.9244 |
0.0024 |
0.3% |
0.9279 |
| Range |
0.0054 |
0.0059 |
0.0005 |
9.3% |
0.0077 |
| ATR |
0.0035 |
0.0036 |
0.0002 |
5.1% |
0.0000 |
| Volume |
14 |
32 |
18 |
128.6% |
112 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9423 |
0.9392 |
0.9276 |
|
| R3 |
0.9364 |
0.9333 |
0.9260 |
|
| R2 |
0.9305 |
0.9305 |
0.9255 |
|
| R1 |
0.9274 |
0.9274 |
0.9249 |
0.9290 |
| PP |
0.9246 |
0.9246 |
0.9246 |
0.9253 |
| S1 |
0.9215 |
0.9215 |
0.9239 |
0.9231 |
| S2 |
0.9187 |
0.9187 |
0.9233 |
|
| S3 |
0.9128 |
0.9156 |
0.9228 |
|
| S4 |
0.9069 |
0.9097 |
0.9212 |
|
|
| 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 |
0.9217 |
0.0088 |
1.0% |
0.0039 |
0.4% |
31% |
False |
True |
25 |
| 10 |
0.9305 |
0.9207 |
0.0098 |
1.1% |
0.0025 |
0.3% |
38% |
False |
False |
18 |
| 20 |
0.9305 |
0.9087 |
0.0218 |
2.4% |
0.0019 |
0.2% |
72% |
False |
False |
11 |
| 40 |
0.9305 |
0.9087 |
0.0218 |
2.4% |
0.0015 |
0.2% |
72% |
False |
False |
7 |
| 60 |
0.9305 |
0.8993 |
0.0312 |
3.4% |
0.0012 |
0.1% |
80% |
False |
False |
5 |
| 80 |
0.9305 |
0.8750 |
0.0555 |
6.0% |
0.0010 |
0.1% |
89% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9527 |
|
2.618 |
0.9430 |
|
1.618 |
0.9371 |
|
1.000 |
0.9335 |
|
0.618 |
0.9312 |
|
HIGH |
0.9276 |
|
0.618 |
0.9253 |
|
0.500 |
0.9247 |
|
0.382 |
0.9240 |
|
LOW |
0.9217 |
|
0.618 |
0.9181 |
|
1.000 |
0.9158 |
|
1.618 |
0.9122 |
|
2.618 |
0.9063 |
|
4.250 |
0.8966 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9247 |
0.9248 |
| PP |
0.9246 |
0.9247 |
| S1 |
0.9245 |
0.9245 |
|