CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 23-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9294 |
0.9320 |
0.0026 |
0.3% |
0.9277 |
High |
0.9294 |
0.9327 |
0.0033 |
0.4% |
0.9310 |
Low |
0.9269 |
0.9301 |
0.0032 |
0.3% |
0.9217 |
Close |
0.9271 |
0.9301 |
0.0030 |
0.3% |
0.9271 |
Range |
0.0025 |
0.0026 |
0.0001 |
4.0% |
0.0093 |
ATR |
0.0037 |
0.0039 |
0.0001 |
3.5% |
0.0000 |
Volume |
26 |
187 |
161 |
619.2% |
128 |
|
Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9388 |
0.9370 |
0.9315 |
|
R3 |
0.9362 |
0.9344 |
0.9308 |
|
R2 |
0.9336 |
0.9336 |
0.9306 |
|
R1 |
0.9318 |
0.9318 |
0.9303 |
0.9314 |
PP |
0.9310 |
0.9310 |
0.9310 |
0.9308 |
S1 |
0.9292 |
0.9292 |
0.9299 |
0.9288 |
S2 |
0.9284 |
0.9284 |
0.9296 |
|
S3 |
0.9258 |
0.9266 |
0.9294 |
|
S4 |
0.9232 |
0.9240 |
0.9287 |
|
|
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 |
0.9327 |
0.9217 |
0.0110 |
1.2% |
0.0038 |
0.4% |
76% |
True |
False |
58 |
10 |
0.9327 |
0.9217 |
0.0110 |
1.2% |
0.0030 |
0.3% |
76% |
True |
False |
41 |
20 |
0.9327 |
0.9095 |
0.0232 |
2.5% |
0.0019 |
0.2% |
89% |
True |
False |
22 |
40 |
0.9327 |
0.9087 |
0.0240 |
2.6% |
0.0016 |
0.2% |
89% |
True |
False |
13 |
60 |
0.9327 |
0.9061 |
0.0266 |
2.9% |
0.0013 |
0.1% |
90% |
True |
False |
9 |
80 |
0.9327 |
0.8750 |
0.0577 |
6.2% |
0.0011 |
0.1% |
95% |
True |
False |
7 |
100 |
0.9327 |
0.8565 |
0.0762 |
8.2% |
0.0011 |
0.1% |
97% |
True |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9438 |
2.618 |
0.9395 |
1.618 |
0.9369 |
1.000 |
0.9353 |
0.618 |
0.9343 |
HIGH |
0.9327 |
0.618 |
0.9317 |
0.500 |
0.9314 |
0.382 |
0.9311 |
LOW |
0.9301 |
0.618 |
0.9285 |
1.000 |
0.9275 |
1.618 |
0.9259 |
2.618 |
0.9233 |
4.250 |
0.9191 |
|
|
Fisher Pivots for day following 23-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9314 |
0.9300 |
PP |
0.9310 |
0.9299 |
S1 |
0.9305 |
0.9298 |
|