CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9336 |
0.9348 |
0.0012 |
0.1% |
0.9301 |
| High |
0.9359 |
0.9380 |
0.0021 |
0.2% |
0.9355 |
| Low |
0.9330 |
0.9337 |
0.0007 |
0.1% |
0.9221 |
| Close |
0.9345 |
0.9367 |
0.0022 |
0.2% |
0.9334 |
| Range |
0.0029 |
0.0043 |
0.0014 |
48.3% |
0.0134 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
48,425 |
59,624 |
11,199 |
23.1% |
345,094 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9490 |
0.9472 |
0.9391 |
|
| R3 |
0.9447 |
0.9429 |
0.9379 |
|
| R2 |
0.9404 |
0.9404 |
0.9375 |
|
| R1 |
0.9386 |
0.9386 |
0.9371 |
0.9395 |
| PP |
0.9361 |
0.9361 |
0.9361 |
0.9366 |
| S1 |
0.9343 |
0.9343 |
0.9363 |
0.9352 |
| S2 |
0.9318 |
0.9318 |
0.9359 |
|
| S3 |
0.9275 |
0.9300 |
0.9355 |
|
| S4 |
0.9232 |
0.9257 |
0.9343 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9705 |
0.9654 |
0.9408 |
|
| R3 |
0.9571 |
0.9520 |
0.9371 |
|
| R2 |
0.9437 |
0.9437 |
0.9359 |
|
| R1 |
0.9386 |
0.9386 |
0.9346 |
0.9412 |
| PP |
0.9303 |
0.9303 |
0.9303 |
0.9316 |
| S1 |
0.9252 |
0.9252 |
0.9322 |
0.9278 |
| S2 |
0.9169 |
0.9169 |
0.9309 |
|
| S3 |
0.9035 |
0.9118 |
0.9297 |
|
| S4 |
0.8901 |
0.8984 |
0.9260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9380 |
0.9244 |
0.0136 |
1.5% |
0.0051 |
0.5% |
90% |
True |
False |
65,897 |
| 10 |
0.9380 |
0.9200 |
0.0180 |
1.9% |
0.0059 |
0.6% |
93% |
True |
False |
66,027 |
| 20 |
0.9388 |
0.9192 |
0.0196 |
2.1% |
0.0056 |
0.6% |
89% |
False |
False |
62,189 |
| 40 |
0.9388 |
0.9175 |
0.0213 |
2.3% |
0.0058 |
0.6% |
90% |
False |
False |
60,974 |
| 60 |
0.9419 |
0.8943 |
0.0476 |
5.1% |
0.0062 |
0.7% |
89% |
False |
False |
64,803 |
| 80 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0065 |
0.7% |
91% |
False |
False |
52,364 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0069 |
0.7% |
94% |
False |
False |
41,957 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0068 |
0.7% |
94% |
False |
False |
34,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9563 |
|
2.618 |
0.9493 |
|
1.618 |
0.9450 |
|
1.000 |
0.9423 |
|
0.618 |
0.9407 |
|
HIGH |
0.9380 |
|
0.618 |
0.9364 |
|
0.500 |
0.9359 |
|
0.382 |
0.9353 |
|
LOW |
0.9337 |
|
0.618 |
0.9310 |
|
1.000 |
0.9294 |
|
1.618 |
0.9267 |
|
2.618 |
0.9224 |
|
4.250 |
0.9154 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9364 |
0.9360 |
| PP |
0.9361 |
0.9354 |
| S1 |
0.9359 |
0.9347 |
|