CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9362 |
0.9345 |
-0.0017 |
-0.2% |
0.9277 |
| High |
0.9367 |
0.9358 |
-0.0009 |
-0.1% |
0.9377 |
| Low |
0.9315 |
0.9313 |
-0.0002 |
0.0% |
0.9272 |
| Close |
0.9338 |
0.9338 |
0.0000 |
0.0% |
0.9338 |
| Range |
0.0052 |
0.0045 |
-0.0007 |
-13.5% |
0.0105 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
76,686 |
46,319 |
-30,367 |
-39.6% |
257,012 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9471 |
0.9450 |
0.9363 |
|
| R3 |
0.9426 |
0.9405 |
0.9350 |
|
| R2 |
0.9381 |
0.9381 |
0.9346 |
|
| R1 |
0.9360 |
0.9360 |
0.9342 |
0.9348 |
| PP |
0.9336 |
0.9336 |
0.9336 |
0.9331 |
| S1 |
0.9315 |
0.9315 |
0.9334 |
0.9303 |
| S2 |
0.9291 |
0.9291 |
0.9330 |
|
| S3 |
0.9246 |
0.9270 |
0.9326 |
|
| S4 |
0.9201 |
0.9225 |
0.9313 |
|
|
| 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 |
0.9279 |
0.0098 |
1.0% |
0.0054 |
0.6% |
60% |
False |
False |
58,365 |
| 10 |
0.9377 |
0.9165 |
0.0212 |
2.3% |
0.0053 |
0.6% |
82% |
False |
False |
31,670 |
| 20 |
0.9377 |
0.9136 |
0.0241 |
2.6% |
0.0056 |
0.6% |
84% |
False |
False |
16,402 |
| 40 |
0.9377 |
0.9120 |
0.0257 |
2.8% |
0.0052 |
0.6% |
85% |
False |
False |
8,315 |
| 60 |
0.9377 |
0.8938 |
0.0439 |
4.7% |
0.0054 |
0.6% |
91% |
False |
False |
5,585 |
| 80 |
0.9377 |
0.8813 |
0.0564 |
6.0% |
0.0044 |
0.5% |
93% |
False |
False |
4,190 |
| 100 |
0.9377 |
0.8582 |
0.0795 |
8.5% |
0.0036 |
0.4% |
95% |
False |
False |
3,352 |
| 120 |
0.9377 |
0.8582 |
0.0795 |
8.5% |
0.0031 |
0.3% |
95% |
False |
False |
2,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9549 |
|
2.618 |
0.9476 |
|
1.618 |
0.9431 |
|
1.000 |
0.9403 |
|
0.618 |
0.9386 |
|
HIGH |
0.9358 |
|
0.618 |
0.9341 |
|
0.500 |
0.9336 |
|
0.382 |
0.9330 |
|
LOW |
0.9313 |
|
0.618 |
0.9285 |
|
1.000 |
0.9268 |
|
1.618 |
0.9240 |
|
2.618 |
0.9195 |
|
4.250 |
0.9122 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9337 |
0.9336 |
| PP |
0.9336 |
0.9335 |
| S1 |
0.9336 |
0.9333 |
|