CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 01-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9300 |
0.9324 |
0.0024 |
0.3% |
0.9320 |
High |
0.9323 |
0.9394 |
0.0071 |
0.8% |
0.9327 |
Low |
0.9284 |
0.9309 |
0.0025 |
0.3% |
0.9248 |
Close |
0.9317 |
0.9386 |
0.0069 |
0.7% |
0.9313 |
Range |
0.0039 |
0.0085 |
0.0046 |
117.9% |
0.0079 |
ATR |
0.0037 |
0.0041 |
0.0003 |
9.2% |
0.0000 |
Volume |
9 |
33 |
24 |
266.7% |
285 |
|
Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9618 |
0.9587 |
0.9433 |
|
R3 |
0.9533 |
0.9502 |
0.9409 |
|
R2 |
0.9448 |
0.9448 |
0.9402 |
|
R1 |
0.9417 |
0.9417 |
0.9394 |
0.9433 |
PP |
0.9363 |
0.9363 |
0.9363 |
0.9371 |
S1 |
0.9332 |
0.9332 |
0.9378 |
0.9348 |
S2 |
0.9278 |
0.9278 |
0.9370 |
|
S3 |
0.9193 |
0.9247 |
0.9363 |
|
S4 |
0.9108 |
0.9162 |
0.9339 |
|
|
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 |
0.9394 |
0.9248 |
0.0146 |
1.6% |
0.0039 |
0.4% |
95% |
True |
False |
19 |
10 |
0.9394 |
0.9217 |
0.0177 |
1.9% |
0.0035 |
0.4% |
95% |
True |
False |
42 |
20 |
0.9394 |
0.9145 |
0.0249 |
2.7% |
0.0028 |
0.3% |
97% |
True |
False |
28 |
40 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0020 |
0.2% |
97% |
True |
False |
16 |
60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0016 |
0.2% |
97% |
True |
False |
11 |
80 |
0.9394 |
0.8802 |
0.0592 |
6.3% |
0.0013 |
0.1% |
99% |
True |
False |
9 |
100 |
0.9394 |
0.8750 |
0.0644 |
6.9% |
0.0011 |
0.1% |
99% |
True |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9755 |
2.618 |
0.9617 |
1.618 |
0.9532 |
1.000 |
0.9479 |
0.618 |
0.9447 |
HIGH |
0.9394 |
0.618 |
0.9362 |
0.500 |
0.9352 |
0.382 |
0.9341 |
LOW |
0.9309 |
0.618 |
0.9256 |
1.000 |
0.9224 |
1.618 |
0.9171 |
2.618 |
0.9086 |
4.250 |
0.8948 |
|
|
Fisher Pivots for day following 01-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9375 |
0.9370 |
PP |
0.9363 |
0.9355 |
S1 |
0.9352 |
0.9339 |
|