CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8956 |
0.8870 |
-0.0086 |
-1.0% |
0.8870 |
| High |
0.8962 |
0.8870 |
-0.0092 |
-1.0% |
0.8913 |
| Low |
0.8865 |
0.8800 |
-0.0065 |
-0.7% |
0.8779 |
| Close |
0.8868 |
0.8820 |
-0.0048 |
-0.5% |
0.8901 |
| Range |
0.0097 |
0.0070 |
-0.0027 |
-27.8% |
0.0134 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.5% |
0.0000 |
| Volume |
191 |
309 |
118 |
61.8% |
819 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9040 |
0.9000 |
0.8859 |
|
| R3 |
0.8970 |
0.8930 |
0.8839 |
|
| R2 |
0.8900 |
0.8900 |
0.8833 |
|
| R1 |
0.8860 |
0.8860 |
0.8826 |
0.8845 |
| PP |
0.8830 |
0.8830 |
0.8830 |
0.8823 |
| S1 |
0.8790 |
0.8790 |
0.8814 |
0.8775 |
| S2 |
0.8760 |
0.8760 |
0.8807 |
|
| S3 |
0.8690 |
0.8720 |
0.8801 |
|
| S4 |
0.8620 |
0.8650 |
0.8782 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9266 |
0.9218 |
0.8975 |
|
| R3 |
0.9132 |
0.9084 |
0.8938 |
|
| R2 |
0.8998 |
0.8998 |
0.8926 |
|
| R1 |
0.8950 |
0.8950 |
0.8913 |
0.8974 |
| PP |
0.8864 |
0.8864 |
0.8864 |
0.8877 |
| S1 |
0.8816 |
0.8816 |
0.8889 |
0.8840 |
| S2 |
0.8730 |
0.8730 |
0.8876 |
|
| S3 |
0.8596 |
0.8682 |
0.8864 |
|
| S4 |
0.8462 |
0.8548 |
0.8827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8987 |
0.8779 |
0.0208 |
2.4% |
0.0081 |
0.9% |
20% |
False |
False |
197 |
| 10 |
0.8987 |
0.8760 |
0.0227 |
2.6% |
0.0074 |
0.8% |
26% |
False |
False |
188 |
| 20 |
0.8987 |
0.8741 |
0.0246 |
2.8% |
0.0058 |
0.7% |
32% |
False |
False |
128 |
| 40 |
0.9296 |
0.8741 |
0.0555 |
6.3% |
0.0049 |
0.6% |
14% |
False |
False |
66 |
| 60 |
0.9557 |
0.8741 |
0.0816 |
9.3% |
0.0034 |
0.4% |
10% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9168 |
|
2.618 |
0.9053 |
|
1.618 |
0.8983 |
|
1.000 |
0.8940 |
|
0.618 |
0.8913 |
|
HIGH |
0.8870 |
|
0.618 |
0.8843 |
|
0.500 |
0.8835 |
|
0.382 |
0.8827 |
|
LOW |
0.8800 |
|
0.618 |
0.8757 |
|
1.000 |
0.8730 |
|
1.618 |
0.8687 |
|
2.618 |
0.8617 |
|
4.250 |
0.8503 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8835 |
0.8894 |
| PP |
0.8830 |
0.8869 |
| S1 |
0.8825 |
0.8845 |
|