CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 27-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9293 |
0.9325 |
0.0032 |
0.3% |
0.9320 |
High |
0.9301 |
0.9327 |
0.0026 |
0.3% |
0.9327 |
Low |
0.9293 |
0.9303 |
0.0010 |
0.1% |
0.9248 |
Close |
0.9297 |
0.9313 |
0.0016 |
0.2% |
0.9313 |
Range |
0.0008 |
0.0024 |
0.0016 |
200.0% |
0.0079 |
ATR |
0.0038 |
0.0037 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
13 |
25 |
12 |
92.3% |
285 |
|
Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9386 |
0.9374 |
0.9326 |
|
R3 |
0.9362 |
0.9350 |
0.9320 |
|
R2 |
0.9338 |
0.9338 |
0.9317 |
|
R1 |
0.9326 |
0.9326 |
0.9315 |
0.9320 |
PP |
0.9314 |
0.9314 |
0.9314 |
0.9312 |
S1 |
0.9302 |
0.9302 |
0.9311 |
0.9296 |
S2 |
0.9290 |
0.9290 |
0.9309 |
|
S3 |
0.9266 |
0.9278 |
0.9306 |
|
S4 |
0.9242 |
0.9254 |
0.9300 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9533 |
0.9502 |
0.9356 |
|
R3 |
0.9454 |
0.9423 |
0.9335 |
|
R2 |
0.9375 |
0.9375 |
0.9327 |
|
R1 |
0.9344 |
0.9344 |
0.9320 |
0.9320 |
PP |
0.9296 |
0.9296 |
0.9296 |
0.9284 |
S1 |
0.9265 |
0.9265 |
0.9306 |
0.9241 |
S2 |
0.9217 |
0.9217 |
0.9299 |
|
S3 |
0.9138 |
0.9186 |
0.9291 |
|
S4 |
0.9059 |
0.9107 |
0.9270 |
|
|
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% |
82% |
True |
False |
57 |
10 |
0.9327 |
0.9217 |
0.0110 |
1.2% |
0.0028 |
0.3% |
87% |
True |
False |
41 |
20 |
0.9327 |
0.9122 |
0.0205 |
2.2% |
0.0023 |
0.2% |
93% |
True |
False |
26 |
40 |
0.9327 |
0.9087 |
0.0240 |
2.6% |
0.0018 |
0.2% |
94% |
True |
False |
15 |
60 |
0.9327 |
0.9061 |
0.0266 |
2.9% |
0.0015 |
0.2% |
95% |
True |
False |
11 |
80 |
0.9327 |
0.8802 |
0.0525 |
5.6% |
0.0012 |
0.1% |
97% |
True |
False |
8 |
100 |
0.9327 |
0.8722 |
0.0605 |
6.5% |
0.0010 |
0.1% |
98% |
True |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9429 |
2.618 |
0.9390 |
1.618 |
0.9366 |
1.000 |
0.9351 |
0.618 |
0.9342 |
HIGH |
0.9327 |
0.618 |
0.9318 |
0.500 |
0.9315 |
0.382 |
0.9312 |
LOW |
0.9303 |
0.618 |
0.9288 |
1.000 |
0.9279 |
1.618 |
0.9264 |
2.618 |
0.9240 |
4.250 |
0.9201 |
|
|
Fisher Pivots for day following 27-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9315 |
0.9305 |
PP |
0.9314 |
0.9296 |
S1 |
0.9314 |
0.9288 |
|