CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9254 |
0.9251 |
-0.0003 |
0.0% |
0.9241 |
| High |
0.9263 |
0.9343 |
0.0080 |
0.9% |
0.9286 |
| Low |
0.9226 |
0.9245 |
0.0019 |
0.2% |
0.9175 |
| Close |
0.9252 |
0.9331 |
0.0079 |
0.9% |
0.9240 |
| Range |
0.0037 |
0.0098 |
0.0061 |
164.9% |
0.0111 |
| ATR |
0.0063 |
0.0065 |
0.0003 |
4.0% |
0.0000 |
| Volume |
43,386 |
84,400 |
41,014 |
94.5% |
325,570 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9600 |
0.9564 |
0.9385 |
|
| R3 |
0.9502 |
0.9466 |
0.9358 |
|
| R2 |
0.9404 |
0.9404 |
0.9349 |
|
| R1 |
0.9368 |
0.9368 |
0.9340 |
0.9386 |
| PP |
0.9306 |
0.9306 |
0.9306 |
0.9316 |
| S1 |
0.9270 |
0.9270 |
0.9322 |
0.9288 |
| S2 |
0.9208 |
0.9208 |
0.9313 |
|
| S3 |
0.9110 |
0.9172 |
0.9304 |
|
| S4 |
0.9012 |
0.9074 |
0.9277 |
|
|
| 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 |
0.9343 |
0.9175 |
0.0168 |
1.8% |
0.0063 |
0.7% |
93% |
True |
False |
65,844 |
| 10 |
0.9344 |
0.9175 |
0.0169 |
1.8% |
0.0064 |
0.7% |
92% |
False |
False |
65,135 |
| 20 |
0.9419 |
0.9175 |
0.0244 |
2.6% |
0.0066 |
0.7% |
64% |
False |
False |
63,141 |
| 40 |
0.9419 |
0.8866 |
0.0553 |
5.9% |
0.0069 |
0.7% |
84% |
False |
False |
66,740 |
| 60 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0069 |
0.7% |
85% |
False |
False |
45,385 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0075 |
0.8% |
89% |
False |
False |
34,114 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0070 |
0.7% |
89% |
False |
False |
27,308 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0064 |
0.7% |
89% |
False |
False |
22,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9760 |
|
2.618 |
0.9600 |
|
1.618 |
0.9502 |
|
1.000 |
0.9441 |
|
0.618 |
0.9404 |
|
HIGH |
0.9343 |
|
0.618 |
0.9306 |
|
0.500 |
0.9294 |
|
0.382 |
0.9282 |
|
LOW |
0.9245 |
|
0.618 |
0.9184 |
|
1.000 |
0.9147 |
|
1.618 |
0.9086 |
|
2.618 |
0.8988 |
|
4.250 |
0.8829 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9319 |
0.9307 |
| PP |
0.9306 |
0.9283 |
| S1 |
0.9294 |
0.9259 |
|