CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 30-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9325 |
0.9300 |
-0.0025 |
-0.3% |
0.9320 |
High |
0.9327 |
0.9323 |
-0.0004 |
0.0% |
0.9327 |
Low |
0.9303 |
0.9284 |
-0.0019 |
-0.2% |
0.9248 |
Close |
0.9313 |
0.9317 |
0.0004 |
0.0% |
0.9313 |
Range |
0.0024 |
0.0039 |
0.0015 |
62.5% |
0.0079 |
ATR |
0.0037 |
0.0037 |
0.0000 |
0.4% |
0.0000 |
Volume |
25 |
9 |
-16 |
-64.0% |
285 |
|
Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9425 |
0.9410 |
0.9338 |
|
R3 |
0.9386 |
0.9371 |
0.9328 |
|
R2 |
0.9347 |
0.9347 |
0.9324 |
|
R1 |
0.9332 |
0.9332 |
0.9321 |
0.9340 |
PP |
0.9308 |
0.9308 |
0.9308 |
0.9312 |
S1 |
0.9293 |
0.9293 |
0.9313 |
0.9301 |
S2 |
0.9269 |
0.9269 |
0.9310 |
|
S3 |
0.9230 |
0.9254 |
0.9306 |
|
S4 |
0.9191 |
0.9215 |
0.9296 |
|
|
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% |
0.0025 |
0.3% |
87% |
False |
False |
21 |
10 |
0.9327 |
0.9217 |
0.0110 |
1.2% |
0.0032 |
0.3% |
91% |
False |
False |
40 |
20 |
0.9327 |
0.9133 |
0.0194 |
2.1% |
0.0024 |
0.3% |
95% |
False |
False |
27 |
40 |
0.9327 |
0.9087 |
0.0240 |
2.6% |
0.0018 |
0.2% |
96% |
False |
False |
15 |
60 |
0.9327 |
0.9087 |
0.0240 |
2.6% |
0.0015 |
0.2% |
96% |
False |
False |
11 |
80 |
0.9327 |
0.8802 |
0.0525 |
5.6% |
0.0012 |
0.1% |
98% |
False |
False |
8 |
100 |
0.9327 |
0.8750 |
0.0577 |
6.2% |
0.0011 |
0.1% |
98% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9489 |
2.618 |
0.9425 |
1.618 |
0.9386 |
1.000 |
0.9362 |
0.618 |
0.9347 |
HIGH |
0.9323 |
0.618 |
0.9308 |
0.500 |
0.9304 |
0.382 |
0.9299 |
LOW |
0.9284 |
0.618 |
0.9260 |
1.000 |
0.9245 |
1.618 |
0.9221 |
2.618 |
0.9182 |
4.250 |
0.9118 |
|
|
Fisher Pivots for day following 30-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9313 |
0.9313 |
PP |
0.9308 |
0.9309 |
S1 |
0.9304 |
0.9306 |
|