CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9320 |
0.9261 |
-0.0059 |
-0.6% |
0.9277 |
| High |
0.9327 |
0.9270 |
-0.0057 |
-0.6% |
0.9310 |
| Low |
0.9301 |
0.9254 |
-0.0047 |
-0.5% |
0.9217 |
| Close |
0.9301 |
0.9264 |
-0.0037 |
-0.4% |
0.9271 |
| Range |
0.0026 |
0.0016 |
-0.0010 |
-38.5% |
0.0093 |
| ATR |
0.0039 |
0.0039 |
0.0001 |
1.5% |
0.0000 |
| Volume |
187 |
44 |
-143 |
-76.5% |
128 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9311 |
0.9303 |
0.9273 |
|
| R3 |
0.9295 |
0.9287 |
0.9268 |
|
| R2 |
0.9279 |
0.9279 |
0.9267 |
|
| R1 |
0.9271 |
0.9271 |
0.9265 |
0.9275 |
| PP |
0.9263 |
0.9263 |
0.9263 |
0.9265 |
| S1 |
0.9255 |
0.9255 |
0.9263 |
0.9259 |
| S2 |
0.9247 |
0.9247 |
0.9261 |
|
| S3 |
0.9231 |
0.9239 |
0.9260 |
|
| S4 |
0.9215 |
0.9223 |
0.9255 |
|
|
| 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% |
0.0031 |
0.3% |
43% |
False |
False |
64 |
| 10 |
0.9327 |
0.9217 |
0.0110 |
1.2% |
0.0030 |
0.3% |
43% |
False |
False |
44 |
| 20 |
0.9327 |
0.9095 |
0.0232 |
2.5% |
0.0020 |
0.2% |
73% |
False |
False |
24 |
| 40 |
0.9327 |
0.9087 |
0.0240 |
2.6% |
0.0017 |
0.2% |
74% |
False |
False |
14 |
| 60 |
0.9327 |
0.9061 |
0.0266 |
2.9% |
0.0013 |
0.1% |
76% |
False |
False |
10 |
| 80 |
0.9327 |
0.8750 |
0.0577 |
6.2% |
0.0011 |
0.1% |
89% |
False |
False |
8 |
| 100 |
0.9327 |
0.8565 |
0.0762 |
8.2% |
0.0011 |
0.1% |
92% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9338 |
|
2.618 |
0.9312 |
|
1.618 |
0.9296 |
|
1.000 |
0.9286 |
|
0.618 |
0.9280 |
|
HIGH |
0.9270 |
|
0.618 |
0.9264 |
|
0.500 |
0.9262 |
|
0.382 |
0.9260 |
|
LOW |
0.9254 |
|
0.618 |
0.9244 |
|
1.000 |
0.9238 |
|
1.618 |
0.9228 |
|
2.618 |
0.9212 |
|
4.250 |
0.9186 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9263 |
0.9291 |
| PP |
0.9263 |
0.9282 |
| S1 |
0.9262 |
0.9273 |
|