CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9223 |
0.9282 |
0.0059 |
0.6% |
0.9234 |
| High |
0.9276 |
0.9310 |
0.0034 |
0.4% |
0.9305 |
| Low |
0.9217 |
0.9282 |
0.0065 |
0.7% |
0.9228 |
| Close |
0.9244 |
0.9286 |
0.0042 |
0.5% |
0.9279 |
| Range |
0.0059 |
0.0028 |
-0.0031 |
-52.5% |
0.0077 |
| ATR |
0.0036 |
0.0038 |
0.0002 |
5.8% |
0.0000 |
| Volume |
32 |
35 |
3 |
9.4% |
112 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9377 |
0.9359 |
0.9301 |
|
| R3 |
0.9349 |
0.9331 |
0.9294 |
|
| R2 |
0.9321 |
0.9321 |
0.9291 |
|
| R1 |
0.9303 |
0.9303 |
0.9289 |
0.9312 |
| PP |
0.9293 |
0.9293 |
0.9293 |
0.9297 |
| S1 |
0.9275 |
0.9275 |
0.9283 |
0.9284 |
| S2 |
0.9265 |
0.9265 |
0.9281 |
|
| S3 |
0.9237 |
0.9247 |
0.9278 |
|
| S4 |
0.9209 |
0.9219 |
0.9271 |
|
|
| 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 |
0.9310 |
0.9217 |
0.0093 |
1.0% |
0.0033 |
0.4% |
74% |
True |
False |
28 |
| 10 |
0.9310 |
0.9207 |
0.0103 |
1.1% |
0.0028 |
0.3% |
77% |
True |
False |
21 |
| 20 |
0.9310 |
0.9089 |
0.0221 |
2.4% |
0.0019 |
0.2% |
89% |
True |
False |
12 |
| 40 |
0.9310 |
0.9087 |
0.0223 |
2.4% |
0.0015 |
0.2% |
89% |
True |
False |
8 |
| 60 |
0.9310 |
0.9061 |
0.0249 |
2.7% |
0.0013 |
0.1% |
90% |
True |
False |
6 |
| 80 |
0.9310 |
0.8750 |
0.0560 |
6.0% |
0.0010 |
0.1% |
96% |
True |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9429 |
|
2.618 |
0.9383 |
|
1.618 |
0.9355 |
|
1.000 |
0.9338 |
|
0.618 |
0.9327 |
|
HIGH |
0.9310 |
|
0.618 |
0.9299 |
|
0.500 |
0.9296 |
|
0.382 |
0.9293 |
|
LOW |
0.9282 |
|
0.618 |
0.9265 |
|
1.000 |
0.9254 |
|
1.618 |
0.9237 |
|
2.618 |
0.9209 |
|
4.250 |
0.9163 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9296 |
0.9279 |
| PP |
0.9293 |
0.9271 |
| S1 |
0.9289 |
0.9264 |
|