CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 05-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9241 |
0.9254 |
0.0013 |
0.1% |
0.9241 |
| High |
0.9253 |
0.9263 |
0.0010 |
0.1% |
0.9286 |
| Low |
0.9175 |
0.9226 |
0.0051 |
0.6% |
0.9175 |
| Close |
0.9240 |
0.9252 |
0.0012 |
0.1% |
0.9240 |
| Range |
0.0078 |
0.0037 |
-0.0041 |
-52.6% |
0.0111 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
92,592 |
43,386 |
-49,206 |
-53.1% |
325,570 |
|
| Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9358 |
0.9342 |
0.9272 |
|
| R3 |
0.9321 |
0.9305 |
0.9262 |
|
| R2 |
0.9284 |
0.9284 |
0.9259 |
|
| R1 |
0.9268 |
0.9268 |
0.9255 |
0.9258 |
| PP |
0.9247 |
0.9247 |
0.9247 |
0.9242 |
| S1 |
0.9231 |
0.9231 |
0.9249 |
0.9221 |
| S2 |
0.9210 |
0.9210 |
0.9245 |
|
| S3 |
0.9173 |
0.9194 |
0.9242 |
|
| S4 |
0.9136 |
0.9157 |
0.9232 |
|
|
| 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 |
0.9285 |
0.9175 |
0.0110 |
1.2% |
0.0054 |
0.6% |
70% |
False |
False |
60,588 |
| 10 |
0.9344 |
0.9175 |
0.0169 |
1.8% |
0.0060 |
0.6% |
46% |
False |
False |
62,109 |
| 20 |
0.9419 |
0.9175 |
0.0244 |
2.6% |
0.0063 |
0.7% |
32% |
False |
False |
61,303 |
| 40 |
0.9419 |
0.8866 |
0.0553 |
6.0% |
0.0068 |
0.7% |
70% |
False |
False |
65,073 |
| 60 |
0.9419 |
0.8829 |
0.0590 |
6.4% |
0.0069 |
0.7% |
72% |
False |
False |
43,986 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0074 |
0.8% |
80% |
False |
False |
33,059 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0069 |
0.8% |
80% |
False |
False |
26,464 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0063 |
0.7% |
80% |
False |
False |
22,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9420 |
|
2.618 |
0.9360 |
|
1.618 |
0.9323 |
|
1.000 |
0.9300 |
|
0.618 |
0.9286 |
|
HIGH |
0.9263 |
|
0.618 |
0.9249 |
|
0.500 |
0.9245 |
|
0.382 |
0.9240 |
|
LOW |
0.9226 |
|
0.618 |
0.9203 |
|
1.000 |
0.9189 |
|
1.618 |
0.9166 |
|
2.618 |
0.9129 |
|
4.250 |
0.9069 |
|
|
| Fisher Pivots for day following 05-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9250 |
0.9245 |
| PP |
0.9247 |
0.9237 |
| S1 |
0.9245 |
0.9230 |
|