CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 08-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9321 |
0.9303 |
-0.0018 |
-0.2% |
0.9241 |
| High |
0.9331 |
0.9371 |
0.0040 |
0.4% |
0.9286 |
| Low |
0.9294 |
0.9295 |
0.0001 |
0.0% |
0.9175 |
| Close |
0.9314 |
0.9352 |
0.0038 |
0.4% |
0.9240 |
| Range |
0.0037 |
0.0076 |
0.0039 |
105.4% |
0.0111 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.4% |
0.0000 |
| Volume |
59,910 |
78,798 |
18,888 |
31.5% |
325,570 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9567 |
0.9536 |
0.9394 |
|
| R3 |
0.9491 |
0.9460 |
0.9373 |
|
| R2 |
0.9415 |
0.9415 |
0.9366 |
|
| R1 |
0.9384 |
0.9384 |
0.9359 |
0.9400 |
| PP |
0.9339 |
0.9339 |
0.9339 |
0.9347 |
| S1 |
0.9308 |
0.9308 |
0.9345 |
0.9324 |
| S2 |
0.9263 |
0.9263 |
0.9338 |
|
| S3 |
0.9187 |
0.9232 |
0.9331 |
|
| S4 |
0.9111 |
0.9156 |
0.9310 |
|
|
| 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 |
0.9371 |
0.9175 |
0.0196 |
2.1% |
0.0065 |
0.7% |
90% |
True |
False |
71,817 |
| 10 |
0.9371 |
0.9175 |
0.0196 |
2.1% |
0.0060 |
0.6% |
90% |
True |
False |
64,243 |
| 20 |
0.9419 |
0.9175 |
0.0244 |
2.6% |
0.0063 |
0.7% |
73% |
False |
False |
63,079 |
| 40 |
0.9419 |
0.8927 |
0.0492 |
5.3% |
0.0068 |
0.7% |
86% |
False |
False |
68,321 |
| 60 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0069 |
0.7% |
89% |
False |
False |
47,686 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0074 |
0.8% |
92% |
False |
False |
35,842 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0070 |
0.7% |
92% |
False |
False |
28,695 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0065 |
0.7% |
92% |
False |
False |
23,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9694 |
|
2.618 |
0.9570 |
|
1.618 |
0.9494 |
|
1.000 |
0.9447 |
|
0.618 |
0.9418 |
|
HIGH |
0.9371 |
|
0.618 |
0.9342 |
|
0.500 |
0.9333 |
|
0.382 |
0.9324 |
|
LOW |
0.9295 |
|
0.618 |
0.9248 |
|
1.000 |
0.9219 |
|
1.618 |
0.9172 |
|
2.618 |
0.9096 |
|
4.250 |
0.8972 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9346 |
0.9337 |
| PP |
0.9339 |
0.9323 |
| S1 |
0.9333 |
0.9308 |
|