CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9261 |
0.9248 |
-0.0013 |
-0.1% |
0.9277 |
| High |
0.9270 |
0.9287 |
0.0017 |
0.2% |
0.9310 |
| Low |
0.9254 |
0.9248 |
-0.0006 |
-0.1% |
0.9217 |
| Close |
0.9264 |
0.9287 |
0.0023 |
0.2% |
0.9271 |
| Range |
0.0016 |
0.0039 |
0.0023 |
143.8% |
0.0093 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
44 |
16 |
-28 |
-63.6% |
128 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9391 |
0.9378 |
0.9308 |
|
| R3 |
0.9352 |
0.9339 |
0.9298 |
|
| R2 |
0.9313 |
0.9313 |
0.9294 |
|
| R1 |
0.9300 |
0.9300 |
0.9291 |
0.9307 |
| PP |
0.9274 |
0.9274 |
0.9274 |
0.9277 |
| S1 |
0.9261 |
0.9261 |
0.9283 |
0.9268 |
| S2 |
0.9235 |
0.9235 |
0.9280 |
|
| S3 |
0.9196 |
0.9222 |
0.9276 |
|
| S4 |
0.9157 |
0.9183 |
0.9266 |
|
|
| 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 |
0.9248 |
0.0079 |
0.9% |
0.0027 |
0.3% |
49% |
False |
True |
61 |
| 10 |
0.9327 |
0.9217 |
0.0110 |
1.2% |
0.0033 |
0.4% |
64% |
False |
False |
43 |
| 20 |
0.9327 |
0.9122 |
0.0205 |
2.2% |
0.0022 |
0.2% |
80% |
False |
False |
24 |
| 40 |
0.9327 |
0.9087 |
0.0240 |
2.6% |
0.0018 |
0.2% |
83% |
False |
False |
14 |
| 60 |
0.9327 |
0.9061 |
0.0266 |
2.9% |
0.0014 |
0.2% |
85% |
False |
False |
10 |
| 80 |
0.9327 |
0.8773 |
0.0554 |
6.0% |
0.0011 |
0.1% |
93% |
False |
False |
8 |
| 100 |
0.9327 |
0.8573 |
0.0754 |
8.1% |
0.0011 |
0.1% |
95% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9453 |
|
2.618 |
0.9389 |
|
1.618 |
0.9350 |
|
1.000 |
0.9326 |
|
0.618 |
0.9311 |
|
HIGH |
0.9287 |
|
0.618 |
0.9272 |
|
0.500 |
0.9268 |
|
0.382 |
0.9263 |
|
LOW |
0.9248 |
|
0.618 |
0.9224 |
|
1.000 |
0.9209 |
|
1.618 |
0.9185 |
|
2.618 |
0.9146 |
|
4.250 |
0.9082 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9281 |
0.9288 |
| PP |
0.9274 |
0.9287 |
| S1 |
0.9268 |
0.9287 |
|