CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9367 |
0.9314 |
-0.0053 |
-0.6% |
0.9345 |
| High |
0.9376 |
0.9354 |
-0.0022 |
-0.2% |
0.9374 |
| Low |
0.9310 |
0.9300 |
-0.0010 |
-0.1% |
0.9261 |
| Close |
0.9323 |
0.9345 |
0.0022 |
0.2% |
0.9330 |
| Range |
0.0066 |
0.0054 |
-0.0012 |
-18.2% |
0.0113 |
| ATR |
0.0059 |
0.0058 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
62,599 |
64,009 |
1,410 |
2.3% |
297,570 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9495 |
0.9474 |
0.9375 |
|
| R3 |
0.9441 |
0.9420 |
0.9360 |
|
| R2 |
0.9387 |
0.9387 |
0.9355 |
|
| R1 |
0.9366 |
0.9366 |
0.9350 |
0.9377 |
| PP |
0.9333 |
0.9333 |
0.9333 |
0.9338 |
| S1 |
0.9312 |
0.9312 |
0.9340 |
0.9323 |
| S2 |
0.9279 |
0.9279 |
0.9335 |
|
| S3 |
0.9225 |
0.9258 |
0.9330 |
|
| S4 |
0.9171 |
0.9204 |
0.9315 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9661 |
0.9608 |
0.9392 |
|
| R3 |
0.9548 |
0.9495 |
0.9361 |
|
| R2 |
0.9435 |
0.9435 |
0.9351 |
|
| R1 |
0.9382 |
0.9382 |
0.9340 |
0.9352 |
| PP |
0.9322 |
0.9322 |
0.9322 |
0.9307 |
| S1 |
0.9269 |
0.9269 |
0.9320 |
0.9239 |
| S2 |
0.9209 |
0.9209 |
0.9309 |
|
| S3 |
0.9096 |
0.9156 |
0.9299 |
|
| S4 |
0.8983 |
0.9043 |
0.9268 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9389 |
0.9300 |
0.0089 |
1.0% |
0.0059 |
0.6% |
51% |
False |
True |
59,184 |
| 10 |
0.9389 |
0.9261 |
0.0128 |
1.4% |
0.0065 |
0.7% |
66% |
False |
False |
64,390 |
| 20 |
0.9389 |
0.9144 |
0.0245 |
2.6% |
0.0060 |
0.6% |
82% |
False |
False |
37,848 |
| 40 |
0.9389 |
0.9120 |
0.0269 |
2.9% |
0.0056 |
0.6% |
84% |
False |
False |
19,157 |
| 60 |
0.9389 |
0.9107 |
0.0282 |
3.0% |
0.0055 |
0.6% |
84% |
False |
False |
12,820 |
| 80 |
0.9389 |
0.8827 |
0.0562 |
6.0% |
0.0050 |
0.5% |
92% |
False |
False |
9,623 |
| 100 |
0.9389 |
0.8625 |
0.0764 |
8.2% |
0.0041 |
0.4% |
94% |
False |
False |
7,699 |
| 120 |
0.9389 |
0.8582 |
0.0807 |
8.6% |
0.0034 |
0.4% |
95% |
False |
False |
6,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9584 |
|
2.618 |
0.9495 |
|
1.618 |
0.9441 |
|
1.000 |
0.9408 |
|
0.618 |
0.9387 |
|
HIGH |
0.9354 |
|
0.618 |
0.9333 |
|
0.500 |
0.9327 |
|
0.382 |
0.9321 |
|
LOW |
0.9300 |
|
0.618 |
0.9267 |
|
1.000 |
0.9246 |
|
1.618 |
0.9213 |
|
2.618 |
0.9159 |
|
4.250 |
0.9071 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9339 |
0.9345 |
| PP |
0.9333 |
0.9345 |
| S1 |
0.9327 |
0.9345 |
|