CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 02-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9257 |
0.9241 |
-0.0016 |
-0.2% |
0.9241 |
| High |
0.9285 |
0.9253 |
-0.0032 |
-0.3% |
0.9286 |
| Low |
0.9232 |
0.9175 |
-0.0057 |
-0.6% |
0.9175 |
| Close |
0.9244 |
0.9240 |
-0.0004 |
0.0% |
0.9240 |
| Range |
0.0053 |
0.0078 |
0.0025 |
47.2% |
0.0111 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.6% |
0.0000 |
| Volume |
39,156 |
92,592 |
53,436 |
136.5% |
325,570 |
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9457 |
0.9426 |
0.9283 |
|
| R3 |
0.9379 |
0.9348 |
0.9261 |
|
| R2 |
0.9301 |
0.9301 |
0.9254 |
|
| R1 |
0.9270 |
0.9270 |
0.9247 |
0.9247 |
| PP |
0.9223 |
0.9223 |
0.9223 |
0.9211 |
| S1 |
0.9192 |
0.9192 |
0.9233 |
0.9169 |
| S2 |
0.9145 |
0.9145 |
0.9226 |
|
| S3 |
0.9067 |
0.9114 |
0.9219 |
|
| S4 |
0.8989 |
0.9036 |
0.9197 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9567 |
0.9514 |
0.9301 |
|
| R3 |
0.9456 |
0.9403 |
0.9271 |
|
| R2 |
0.9345 |
0.9345 |
0.9260 |
|
| R1 |
0.9292 |
0.9292 |
0.9250 |
0.9263 |
| PP |
0.9234 |
0.9234 |
0.9234 |
0.9219 |
| S1 |
0.9181 |
0.9181 |
0.9230 |
0.9152 |
| S2 |
0.9123 |
0.9123 |
0.9220 |
|
| S3 |
0.9012 |
0.9070 |
0.9209 |
|
| S4 |
0.8901 |
0.8959 |
0.9179 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9286 |
0.9175 |
0.0111 |
1.2% |
0.0061 |
0.7% |
59% |
False |
True |
65,114 |
| 10 |
0.9344 |
0.9175 |
0.0169 |
1.8% |
0.0060 |
0.6% |
38% |
False |
True |
60,382 |
| 20 |
0.9419 |
0.9175 |
0.0244 |
2.6% |
0.0065 |
0.7% |
27% |
False |
True |
63,201 |
| 40 |
0.9419 |
0.8866 |
0.0553 |
6.0% |
0.0069 |
0.7% |
68% |
False |
False |
64,227 |
| 60 |
0.9419 |
0.8829 |
0.0590 |
6.4% |
0.0069 |
0.7% |
70% |
False |
False |
43,265 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0075 |
0.8% |
79% |
False |
False |
32,518 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0069 |
0.8% |
79% |
False |
False |
26,030 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0063 |
0.7% |
79% |
False |
False |
21,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9585 |
|
2.618 |
0.9457 |
|
1.618 |
0.9379 |
|
1.000 |
0.9331 |
|
0.618 |
0.9301 |
|
HIGH |
0.9253 |
|
0.618 |
0.9223 |
|
0.500 |
0.9214 |
|
0.382 |
0.9205 |
|
LOW |
0.9175 |
|
0.618 |
0.9127 |
|
1.000 |
0.9097 |
|
1.618 |
0.9049 |
|
2.618 |
0.8971 |
|
4.250 |
0.8844 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9231 |
0.9237 |
| PP |
0.9223 |
0.9233 |
| S1 |
0.9214 |
0.9230 |
|