CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 09-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9303 |
0.9348 |
0.0045 |
0.5% |
0.9254 |
| High |
0.9371 |
0.9357 |
-0.0014 |
-0.1% |
0.9371 |
| Low |
0.9295 |
0.9324 |
0.0029 |
0.3% |
0.9226 |
| Close |
0.9352 |
0.9332 |
-0.0020 |
-0.2% |
0.9332 |
| Range |
0.0076 |
0.0033 |
-0.0043 |
-56.6% |
0.0145 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
78,798 |
46,135 |
-32,663 |
-41.5% |
312,629 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9437 |
0.9417 |
0.9350 |
|
| R3 |
0.9404 |
0.9384 |
0.9341 |
|
| R2 |
0.9371 |
0.9371 |
0.9338 |
|
| R1 |
0.9351 |
0.9351 |
0.9335 |
0.9345 |
| PP |
0.9338 |
0.9338 |
0.9338 |
0.9334 |
| S1 |
0.9318 |
0.9318 |
0.9329 |
0.9312 |
| S2 |
0.9305 |
0.9305 |
0.9326 |
|
| S3 |
0.9272 |
0.9285 |
0.9323 |
|
| S4 |
0.9239 |
0.9252 |
0.9314 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9745 |
0.9683 |
0.9412 |
|
| R3 |
0.9600 |
0.9538 |
0.9372 |
|
| R2 |
0.9455 |
0.9455 |
0.9359 |
|
| R1 |
0.9393 |
0.9393 |
0.9345 |
0.9424 |
| PP |
0.9310 |
0.9310 |
0.9310 |
0.9325 |
| S1 |
0.9248 |
0.9248 |
0.9319 |
0.9279 |
| S2 |
0.9165 |
0.9165 |
0.9305 |
|
| S3 |
0.9020 |
0.9103 |
0.9292 |
|
| S4 |
0.8875 |
0.8958 |
0.9252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9371 |
0.9226 |
0.0145 |
1.6% |
0.0056 |
0.6% |
73% |
False |
False |
62,525 |
| 10 |
0.9371 |
0.9175 |
0.0196 |
2.1% |
0.0059 |
0.6% |
80% |
False |
False |
63,819 |
| 20 |
0.9386 |
0.9175 |
0.0211 |
2.3% |
0.0060 |
0.6% |
74% |
False |
False |
60,946 |
| 40 |
0.9419 |
0.8941 |
0.0478 |
5.1% |
0.0066 |
0.7% |
82% |
False |
False |
67,216 |
| 60 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0069 |
0.7% |
85% |
False |
False |
48,444 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0073 |
0.8% |
90% |
False |
False |
36,416 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0070 |
0.7% |
90% |
False |
False |
29,156 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0065 |
0.7% |
90% |
False |
False |
24,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9497 |
|
2.618 |
0.9443 |
|
1.618 |
0.9410 |
|
1.000 |
0.9390 |
|
0.618 |
0.9377 |
|
HIGH |
0.9357 |
|
0.618 |
0.9344 |
|
0.500 |
0.9341 |
|
0.382 |
0.9337 |
|
LOW |
0.9324 |
|
0.618 |
0.9304 |
|
1.000 |
0.9291 |
|
1.618 |
0.9271 |
|
2.618 |
0.9238 |
|
4.250 |
0.9184 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9341 |
0.9333 |
| PP |
0.9338 |
0.9332 |
| S1 |
0.9335 |
0.9332 |
|