CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 01-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9237 |
0.9257 |
0.0020 |
0.2% |
0.9296 |
| High |
0.9271 |
0.9285 |
0.0014 |
0.2% |
0.9344 |
| Low |
0.9222 |
0.9232 |
0.0010 |
0.1% |
0.9221 |
| Close |
0.9267 |
0.9244 |
-0.0023 |
-0.2% |
0.9238 |
| Range |
0.0049 |
0.0053 |
0.0004 |
8.2% |
0.0123 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
69,689 |
39,156 |
-30,533 |
-43.8% |
278,251 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9413 |
0.9381 |
0.9273 |
|
| R3 |
0.9360 |
0.9328 |
0.9259 |
|
| R2 |
0.9307 |
0.9307 |
0.9254 |
|
| R1 |
0.9275 |
0.9275 |
0.9249 |
0.9265 |
| PP |
0.9254 |
0.9254 |
0.9254 |
0.9248 |
| S1 |
0.9222 |
0.9222 |
0.9239 |
0.9212 |
| S2 |
0.9201 |
0.9201 |
0.9234 |
|
| S3 |
0.9148 |
0.9169 |
0.9229 |
|
| S4 |
0.9095 |
0.9116 |
0.9215 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9637 |
0.9560 |
0.9306 |
|
| R3 |
0.9514 |
0.9437 |
0.9272 |
|
| R2 |
0.9391 |
0.9391 |
0.9261 |
|
| R1 |
0.9314 |
0.9314 |
0.9249 |
0.9291 |
| PP |
0.9268 |
0.9268 |
0.9268 |
0.9256 |
| S1 |
0.9191 |
0.9191 |
0.9227 |
0.9168 |
| S2 |
0.9145 |
0.9145 |
0.9215 |
|
| S3 |
0.9022 |
0.9068 |
0.9204 |
|
| S4 |
0.8899 |
0.8945 |
0.9170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9286 |
0.9198 |
0.0088 |
1.0% |
0.0055 |
0.6% |
52% |
False |
False |
56,670 |
| 10 |
0.9355 |
0.9198 |
0.0157 |
1.7% |
0.0059 |
0.6% |
29% |
False |
False |
56,580 |
| 20 |
0.9419 |
0.9160 |
0.0259 |
2.8% |
0.0063 |
0.7% |
32% |
False |
False |
61,633 |
| 40 |
0.9419 |
0.8866 |
0.0553 |
6.0% |
0.0070 |
0.8% |
68% |
False |
False |
62,093 |
| 60 |
0.9419 |
0.8799 |
0.0620 |
6.7% |
0.0069 |
0.7% |
72% |
False |
False |
41,729 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0074 |
0.8% |
79% |
False |
False |
31,363 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0069 |
0.7% |
79% |
False |
False |
25,104 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0062 |
0.7% |
79% |
False |
False |
20,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9510 |
|
2.618 |
0.9424 |
|
1.618 |
0.9371 |
|
1.000 |
0.9338 |
|
0.618 |
0.9318 |
|
HIGH |
0.9285 |
|
0.618 |
0.9265 |
|
0.500 |
0.9259 |
|
0.382 |
0.9252 |
|
LOW |
0.9232 |
|
0.618 |
0.9199 |
|
1.000 |
0.9179 |
|
1.618 |
0.9146 |
|
2.618 |
0.9093 |
|
4.250 |
0.9007 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9259 |
0.9243 |
| PP |
0.9254 |
0.9242 |
| S1 |
0.9249 |
0.9242 |
|