CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9325 |
0.9362 |
0.0037 |
0.4% |
0.9277 |
| High |
0.9377 |
0.9367 |
-0.0010 |
-0.1% |
0.9377 |
| Low |
0.9289 |
0.9315 |
0.0026 |
0.3% |
0.9272 |
| Close |
0.9362 |
0.9338 |
-0.0024 |
-0.3% |
0.9338 |
| Range |
0.0088 |
0.0052 |
-0.0036 |
-40.9% |
0.0105 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
86,211 |
76,686 |
-9,525 |
-11.0% |
257,012 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9496 |
0.9469 |
0.9367 |
|
| R3 |
0.9444 |
0.9417 |
0.9352 |
|
| R2 |
0.9392 |
0.9392 |
0.9348 |
|
| R1 |
0.9365 |
0.9365 |
0.9343 |
0.9353 |
| PP |
0.9340 |
0.9340 |
0.9340 |
0.9334 |
| S1 |
0.9313 |
0.9313 |
0.9333 |
0.9301 |
| S2 |
0.9288 |
0.9288 |
0.9328 |
|
| S3 |
0.9236 |
0.9261 |
0.9324 |
|
| S4 |
0.9184 |
0.9209 |
0.9309 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9644 |
0.9596 |
0.9396 |
|
| R3 |
0.9539 |
0.9491 |
0.9367 |
|
| R2 |
0.9434 |
0.9434 |
0.9357 |
|
| R1 |
0.9386 |
0.9386 |
0.9348 |
0.9410 |
| PP |
0.9329 |
0.9329 |
0.9329 |
0.9341 |
| S1 |
0.9281 |
0.9281 |
0.9328 |
0.9305 |
| S2 |
0.9224 |
0.9224 |
0.9319 |
|
| S3 |
0.9119 |
0.9176 |
0.9309 |
|
| S4 |
0.9014 |
0.9071 |
0.9280 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9377 |
0.9272 |
0.0105 |
1.1% |
0.0051 |
0.5% |
63% |
False |
False |
51,402 |
| 10 |
0.9377 |
0.9165 |
0.0212 |
2.3% |
0.0056 |
0.6% |
82% |
False |
False |
27,300 |
| 20 |
0.9377 |
0.9136 |
0.0241 |
2.6% |
0.0055 |
0.6% |
84% |
False |
False |
14,119 |
| 40 |
0.9377 |
0.9120 |
0.0257 |
2.8% |
0.0053 |
0.6% |
85% |
False |
False |
7,160 |
| 60 |
0.9377 |
0.8900 |
0.0477 |
5.1% |
0.0054 |
0.6% |
92% |
False |
False |
4,813 |
| 80 |
0.9377 |
0.8813 |
0.0564 |
6.0% |
0.0044 |
0.5% |
93% |
False |
False |
3,611 |
| 100 |
0.9377 |
0.8582 |
0.0795 |
8.5% |
0.0036 |
0.4% |
95% |
False |
False |
2,889 |
| 120 |
0.9377 |
0.8582 |
0.0795 |
8.5% |
0.0031 |
0.3% |
95% |
False |
False |
2,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9588 |
|
2.618 |
0.9503 |
|
1.618 |
0.9451 |
|
1.000 |
0.9419 |
|
0.618 |
0.9399 |
|
HIGH |
0.9367 |
|
0.618 |
0.9347 |
|
0.500 |
0.9341 |
|
0.382 |
0.9335 |
|
LOW |
0.9315 |
|
0.618 |
0.9283 |
|
1.000 |
0.9263 |
|
1.618 |
0.9231 |
|
2.618 |
0.9179 |
|
4.250 |
0.9094 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9341 |
0.9336 |
| PP |
0.9340 |
0.9335 |
| S1 |
0.9339 |
0.9333 |
|