CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9334 |
0.9342 |
0.0008 |
0.1% |
0.9254 |
High |
0.9364 |
0.9361 |
-0.0003 |
0.0% |
0.9371 |
Low |
0.9327 |
0.9312 |
-0.0015 |
-0.2% |
0.9226 |
Close |
0.9342 |
0.9336 |
-0.0006 |
-0.1% |
0.9332 |
Range |
0.0037 |
0.0049 |
0.0012 |
32.4% |
0.0145 |
ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
38,904 |
52,488 |
13,584 |
34.9% |
312,629 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9483 |
0.9459 |
0.9363 |
|
R3 |
0.9434 |
0.9410 |
0.9349 |
|
R2 |
0.9385 |
0.9385 |
0.9345 |
|
R1 |
0.9361 |
0.9361 |
0.9340 |
0.9349 |
PP |
0.9336 |
0.9336 |
0.9336 |
0.9330 |
S1 |
0.9312 |
0.9312 |
0.9332 |
0.9300 |
S2 |
0.9287 |
0.9287 |
0.9327 |
|
S3 |
0.9238 |
0.9263 |
0.9323 |
|
S4 |
0.9189 |
0.9214 |
0.9309 |
|
|
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 |
0.9294 |
0.0077 |
0.8% |
0.0046 |
0.5% |
55% |
False |
False |
55,247 |
10 |
0.9371 |
0.9175 |
0.0196 |
2.1% |
0.0055 |
0.6% |
82% |
False |
False |
60,545 |
20 |
0.9384 |
0.9175 |
0.0209 |
2.2% |
0.0059 |
0.6% |
77% |
False |
False |
59,927 |
40 |
0.9419 |
0.8943 |
0.0476 |
5.1% |
0.0064 |
0.7% |
83% |
False |
False |
65,903 |
60 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0067 |
0.7% |
86% |
False |
False |
49,955 |
80 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0072 |
0.8% |
90% |
False |
False |
37,553 |
100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0070 |
0.7% |
90% |
False |
False |
30,069 |
120 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0065 |
0.7% |
90% |
False |
False |
25,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9569 |
2.618 |
0.9489 |
1.618 |
0.9440 |
1.000 |
0.9410 |
0.618 |
0.9391 |
HIGH |
0.9361 |
0.618 |
0.9342 |
0.500 |
0.9337 |
0.382 |
0.9331 |
LOW |
0.9312 |
0.618 |
0.9282 |
1.000 |
0.9263 |
1.618 |
0.9233 |
2.618 |
0.9184 |
4.250 |
0.9104 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9337 |
0.9338 |
PP |
0.9336 |
0.9337 |
S1 |
0.9336 |
0.9337 |
|