CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 02-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9324 |
0.9376 |
0.0052 |
0.6% |
0.9320 |
| High |
0.9394 |
0.9376 |
-0.0018 |
-0.2% |
0.9327 |
| Low |
0.9309 |
0.9327 |
0.0018 |
0.2% |
0.9248 |
| Close |
0.9386 |
0.9330 |
-0.0056 |
-0.6% |
0.9313 |
| Range |
0.0085 |
0.0049 |
-0.0036 |
-42.4% |
0.0079 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
3.2% |
0.0000 |
| Volume |
33 |
90 |
57 |
172.7% |
285 |
|
| Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9491 |
0.9460 |
0.9357 |
|
| R3 |
0.9442 |
0.9411 |
0.9343 |
|
| R2 |
0.9393 |
0.9393 |
0.9339 |
|
| R1 |
0.9362 |
0.9362 |
0.9334 |
0.9353 |
| PP |
0.9344 |
0.9344 |
0.9344 |
0.9340 |
| S1 |
0.9313 |
0.9313 |
0.9326 |
0.9304 |
| S2 |
0.9295 |
0.9295 |
0.9321 |
|
| S3 |
0.9246 |
0.9264 |
0.9317 |
|
| S4 |
0.9197 |
0.9215 |
0.9303 |
|
|
| 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 |
0.9284 |
0.0110 |
1.2% |
0.0041 |
0.4% |
42% |
False |
False |
34 |
| 10 |
0.9394 |
0.9248 |
0.0146 |
1.6% |
0.0034 |
0.4% |
56% |
False |
False |
47 |
| 20 |
0.9394 |
0.9207 |
0.0187 |
2.0% |
0.0030 |
0.3% |
66% |
False |
False |
33 |
| 40 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0021 |
0.2% |
79% |
False |
False |
18 |
| 60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0017 |
0.2% |
79% |
False |
False |
13 |
| 80 |
0.9394 |
0.8802 |
0.0592 |
6.3% |
0.0014 |
0.2% |
89% |
False |
False |
10 |
| 100 |
0.9394 |
0.8750 |
0.0644 |
6.9% |
0.0012 |
0.1% |
90% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9584 |
|
2.618 |
0.9504 |
|
1.618 |
0.9455 |
|
1.000 |
0.9425 |
|
0.618 |
0.9406 |
|
HIGH |
0.9376 |
|
0.618 |
0.9357 |
|
0.500 |
0.9352 |
|
0.382 |
0.9346 |
|
LOW |
0.9327 |
|
0.618 |
0.9297 |
|
1.000 |
0.9278 |
|
1.618 |
0.9248 |
|
2.618 |
0.9199 |
|
4.250 |
0.9119 |
|
|
| Fisher Pivots for day following 02-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9352 |
0.9339 |
| PP |
0.9344 |
0.9336 |
| S1 |
0.9337 |
0.9333 |
|