CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 07-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9251 |
0.9321 |
0.0070 |
0.8% |
0.9241 |
| High |
0.9343 |
0.9331 |
-0.0012 |
-0.1% |
0.9286 |
| Low |
0.9245 |
0.9294 |
0.0049 |
0.5% |
0.9175 |
| Close |
0.9331 |
0.9314 |
-0.0017 |
-0.2% |
0.9240 |
| Range |
0.0098 |
0.0037 |
-0.0061 |
-62.2% |
0.0111 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
84,400 |
59,910 |
-24,490 |
-29.0% |
325,570 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9424 |
0.9406 |
0.9334 |
|
| R3 |
0.9387 |
0.9369 |
0.9324 |
|
| R2 |
0.9350 |
0.9350 |
0.9321 |
|
| R1 |
0.9332 |
0.9332 |
0.9317 |
0.9323 |
| PP |
0.9313 |
0.9313 |
0.9313 |
0.9308 |
| S1 |
0.9295 |
0.9295 |
0.9311 |
0.9286 |
| S2 |
0.9276 |
0.9276 |
0.9307 |
|
| S3 |
0.9239 |
0.9258 |
0.9304 |
|
| S4 |
0.9202 |
0.9221 |
0.9294 |
|
|
| 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% |
0.0061 |
0.7% |
83% |
False |
False |
63,888 |
| 10 |
0.9343 |
0.9175 |
0.0168 |
1.8% |
0.0057 |
0.6% |
83% |
False |
False |
62,280 |
| 20 |
0.9419 |
0.9175 |
0.0244 |
2.6% |
0.0062 |
0.7% |
57% |
False |
False |
62,405 |
| 40 |
0.9419 |
0.8866 |
0.0553 |
5.9% |
0.0068 |
0.7% |
81% |
False |
False |
67,469 |
| 60 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0069 |
0.7% |
82% |
False |
False |
46,376 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0074 |
0.8% |
87% |
False |
False |
34,861 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0070 |
0.8% |
87% |
False |
False |
27,907 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0064 |
0.7% |
87% |
False |
False |
23,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9488 |
|
2.618 |
0.9428 |
|
1.618 |
0.9391 |
|
1.000 |
0.9368 |
|
0.618 |
0.9354 |
|
HIGH |
0.9331 |
|
0.618 |
0.9317 |
|
0.500 |
0.9313 |
|
0.382 |
0.9308 |
|
LOW |
0.9294 |
|
0.618 |
0.9271 |
|
1.000 |
0.9257 |
|
1.618 |
0.9234 |
|
2.618 |
0.9197 |
|
4.250 |
0.9137 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9314 |
0.9304 |
| PP |
0.9313 |
0.9294 |
| S1 |
0.9313 |
0.9285 |
|