CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9348 |
0.9334 |
-0.0014 |
-0.1% |
0.9254 |
| High |
0.9357 |
0.9364 |
0.0007 |
0.1% |
0.9371 |
| Low |
0.9324 |
0.9327 |
0.0003 |
0.0% |
0.9226 |
| Close |
0.9332 |
0.9342 |
0.0010 |
0.1% |
0.9332 |
| Range |
0.0033 |
0.0037 |
0.0004 |
12.1% |
0.0145 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
46,135 |
38,904 |
-7,231 |
-15.7% |
312,629 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9455 |
0.9436 |
0.9362 |
|
| R3 |
0.9418 |
0.9399 |
0.9352 |
|
| R2 |
0.9381 |
0.9381 |
0.9349 |
|
| R1 |
0.9362 |
0.9362 |
0.9345 |
0.9372 |
| PP |
0.9344 |
0.9344 |
0.9344 |
0.9349 |
| S1 |
0.9325 |
0.9325 |
0.9339 |
0.9335 |
| S2 |
0.9307 |
0.9307 |
0.9335 |
|
| S3 |
0.9270 |
0.9288 |
0.9332 |
|
| S4 |
0.9233 |
0.9251 |
0.9322 |
|
|
| 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 |
0.9245 |
0.0126 |
1.3% |
0.0056 |
0.6% |
77% |
False |
False |
61,629 |
| 10 |
0.9371 |
0.9175 |
0.0196 |
2.1% |
0.0055 |
0.6% |
85% |
False |
False |
61,108 |
| 20 |
0.9385 |
0.9175 |
0.0210 |
2.2% |
0.0059 |
0.6% |
80% |
False |
False |
59,759 |
| 40 |
0.9419 |
0.8943 |
0.0476 |
5.1% |
0.0065 |
0.7% |
84% |
False |
False |
66,110 |
| 60 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0068 |
0.7% |
87% |
False |
False |
49,089 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0073 |
0.8% |
91% |
False |
False |
36,899 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0070 |
0.7% |
91% |
False |
False |
29,545 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0065 |
0.7% |
91% |
False |
False |
24,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9521 |
|
2.618 |
0.9461 |
|
1.618 |
0.9424 |
|
1.000 |
0.9401 |
|
0.618 |
0.9387 |
|
HIGH |
0.9364 |
|
0.618 |
0.9350 |
|
0.500 |
0.9346 |
|
0.382 |
0.9341 |
|
LOW |
0.9327 |
|
0.618 |
0.9304 |
|
1.000 |
0.9290 |
|
1.618 |
0.9267 |
|
2.618 |
0.9230 |
|
4.250 |
0.9170 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9346 |
0.9339 |
| PP |
0.9344 |
0.9336 |
| S1 |
0.9343 |
0.9333 |
|