CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9342 |
0.9337 |
-0.0005 |
-0.1% |
0.9254 |
| High |
0.9361 |
0.9388 |
0.0027 |
0.3% |
0.9371 |
| Low |
0.9312 |
0.9336 |
0.0024 |
0.3% |
0.9226 |
| Close |
0.9336 |
0.9358 |
0.0022 |
0.2% |
0.9332 |
| Range |
0.0049 |
0.0052 |
0.0003 |
6.1% |
0.0145 |
| ATR |
0.0059 |
0.0059 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
52,488 |
56,075 |
3,587 |
6.8% |
312,629 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9517 |
0.9489 |
0.9387 |
|
| R3 |
0.9465 |
0.9437 |
0.9372 |
|
| R2 |
0.9413 |
0.9413 |
0.9368 |
|
| R1 |
0.9385 |
0.9385 |
0.9363 |
0.9399 |
| PP |
0.9361 |
0.9361 |
0.9361 |
0.9368 |
| S1 |
0.9333 |
0.9333 |
0.9353 |
0.9347 |
| S2 |
0.9309 |
0.9309 |
0.9348 |
|
| S3 |
0.9257 |
0.9281 |
0.9344 |
|
| S4 |
0.9205 |
0.9229 |
0.9329 |
|
|
| 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 |
0.9388 |
0.9295 |
0.0093 |
1.0% |
0.0049 |
0.5% |
68% |
True |
False |
54,480 |
| 10 |
0.9388 |
0.9175 |
0.0213 |
2.3% |
0.0055 |
0.6% |
86% |
True |
False |
59,184 |
| 20 |
0.9388 |
0.9175 |
0.0213 |
2.3% |
0.0057 |
0.6% |
86% |
True |
False |
59,295 |
| 40 |
0.9419 |
0.8943 |
0.0476 |
5.1% |
0.0064 |
0.7% |
87% |
False |
False |
65,343 |
| 60 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0067 |
0.7% |
90% |
False |
False |
50,884 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0072 |
0.8% |
93% |
False |
False |
38,250 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0069 |
0.7% |
93% |
False |
False |
30,630 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0066 |
0.7% |
93% |
False |
False |
25,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9609 |
|
2.618 |
0.9524 |
|
1.618 |
0.9472 |
|
1.000 |
0.9440 |
|
0.618 |
0.9420 |
|
HIGH |
0.9388 |
|
0.618 |
0.9368 |
|
0.500 |
0.9362 |
|
0.382 |
0.9356 |
|
LOW |
0.9336 |
|
0.618 |
0.9304 |
|
1.000 |
0.9284 |
|
1.618 |
0.9252 |
|
2.618 |
0.9200 |
|
4.250 |
0.9115 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9362 |
0.9355 |
| PP |
0.9361 |
0.9353 |
| S1 |
0.9359 |
0.9350 |
|