CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9282 |
0.9294 |
0.0012 |
0.1% |
0.9277 |
| High |
0.9310 |
0.9294 |
-0.0016 |
-0.2% |
0.9310 |
| Low |
0.9282 |
0.9269 |
-0.0013 |
-0.1% |
0.9217 |
| Close |
0.9286 |
0.9271 |
-0.0015 |
-0.2% |
0.9271 |
| Range |
0.0028 |
0.0025 |
-0.0003 |
-10.7% |
0.0093 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
35 |
26 |
-9 |
-25.7% |
128 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9353 |
0.9337 |
0.9285 |
|
| R3 |
0.9328 |
0.9312 |
0.9278 |
|
| R2 |
0.9303 |
0.9303 |
0.9276 |
|
| R1 |
0.9287 |
0.9287 |
0.9273 |
0.9283 |
| PP |
0.9278 |
0.9278 |
0.9278 |
0.9276 |
| S1 |
0.9262 |
0.9262 |
0.9269 |
0.9258 |
| S2 |
0.9253 |
0.9253 |
0.9266 |
|
| S3 |
0.9228 |
0.9237 |
0.9264 |
|
| S4 |
0.9203 |
0.9212 |
0.9257 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9545 |
0.9501 |
0.9322 |
|
| R3 |
0.9452 |
0.9408 |
0.9297 |
|
| R2 |
0.9359 |
0.9359 |
0.9288 |
|
| R1 |
0.9315 |
0.9315 |
0.9280 |
0.9291 |
| PP |
0.9266 |
0.9266 |
0.9266 |
0.9254 |
| S1 |
0.9222 |
0.9222 |
0.9262 |
0.9198 |
| S2 |
0.9173 |
0.9173 |
0.9254 |
|
| S3 |
0.9080 |
0.9129 |
0.9245 |
|
| S4 |
0.8987 |
0.9036 |
0.9220 |
|
|
| 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% |
0.0034 |
0.4% |
58% |
False |
False |
25 |
| 10 |
0.9310 |
0.9217 |
0.0093 |
1.0% |
0.0028 |
0.3% |
58% |
False |
False |
24 |
| 20 |
0.9310 |
0.9095 |
0.0215 |
2.3% |
0.0018 |
0.2% |
82% |
False |
False |
13 |
| 40 |
0.9310 |
0.9087 |
0.0223 |
2.4% |
0.0016 |
0.2% |
83% |
False |
False |
8 |
| 60 |
0.9310 |
0.9061 |
0.0249 |
2.7% |
0.0013 |
0.1% |
84% |
False |
False |
6 |
| 80 |
0.9310 |
0.8750 |
0.0560 |
6.0% |
0.0011 |
0.1% |
93% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9400 |
|
2.618 |
0.9359 |
|
1.618 |
0.9334 |
|
1.000 |
0.9319 |
|
0.618 |
0.9309 |
|
HIGH |
0.9294 |
|
0.618 |
0.9284 |
|
0.500 |
0.9282 |
|
0.382 |
0.9279 |
|
LOW |
0.9269 |
|
0.618 |
0.9254 |
|
1.000 |
0.9244 |
|
1.618 |
0.9229 |
|
2.618 |
0.9204 |
|
4.250 |
0.9163 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9282 |
0.9269 |
| PP |
0.9278 |
0.9266 |
| S1 |
0.9275 |
0.9264 |
|