CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 26-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9248 |
0.9293 |
0.0045 |
0.5% |
0.9277 |
High |
0.9287 |
0.9301 |
0.0014 |
0.2% |
0.9310 |
Low |
0.9248 |
0.9293 |
0.0045 |
0.5% |
0.9217 |
Close |
0.9287 |
0.9297 |
0.0010 |
0.1% |
0.9271 |
Range |
0.0039 |
0.0008 |
-0.0031 |
-79.5% |
0.0093 |
ATR |
0.0039 |
0.0038 |
-0.0002 |
-4.6% |
0.0000 |
Volume |
16 |
13 |
-3 |
-18.8% |
128 |
|
Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9321 |
0.9317 |
0.9301 |
|
R3 |
0.9313 |
0.9309 |
0.9299 |
|
R2 |
0.9305 |
0.9305 |
0.9298 |
|
R1 |
0.9301 |
0.9301 |
0.9298 |
0.9303 |
PP |
0.9297 |
0.9297 |
0.9297 |
0.9298 |
S1 |
0.9293 |
0.9293 |
0.9296 |
0.9295 |
S2 |
0.9289 |
0.9289 |
0.9296 |
|
S3 |
0.9281 |
0.9285 |
0.9295 |
|
S4 |
0.9273 |
0.9277 |
0.9293 |
|
|
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 |
0.8% |
0.0023 |
0.2% |
62% |
False |
False |
57 |
10 |
0.9327 |
0.9217 |
0.0110 |
1.2% |
0.0028 |
0.3% |
73% |
False |
False |
42 |
20 |
0.9327 |
0.9122 |
0.0205 |
2.2% |
0.0022 |
0.2% |
85% |
False |
False |
25 |
40 |
0.9327 |
0.9087 |
0.0240 |
2.6% |
0.0017 |
0.2% |
88% |
False |
False |
15 |
60 |
0.9327 |
0.9061 |
0.0266 |
2.9% |
0.0014 |
0.2% |
89% |
False |
False |
10 |
80 |
0.9327 |
0.8802 |
0.0525 |
5.6% |
0.0012 |
0.1% |
94% |
False |
False |
8 |
100 |
0.9327 |
0.8600 |
0.0727 |
7.8% |
0.0011 |
0.1% |
96% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9335 |
2.618 |
0.9322 |
1.618 |
0.9314 |
1.000 |
0.9309 |
0.618 |
0.9306 |
HIGH |
0.9301 |
0.618 |
0.9298 |
0.500 |
0.9297 |
0.382 |
0.9296 |
LOW |
0.9293 |
0.618 |
0.9288 |
1.000 |
0.9285 |
1.618 |
0.9280 |
2.618 |
0.9272 |
4.250 |
0.9259 |
|
|
Fisher Pivots for day following 26-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9297 |
0.9290 |
PP |
0.9297 |
0.9282 |
S1 |
0.9297 |
0.9275 |
|