CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9337 |
0.9357 |
0.0020 |
0.2% |
0.9254 |
| High |
0.9388 |
0.9374 |
-0.0014 |
-0.1% |
0.9371 |
| Low |
0.9336 |
0.9307 |
-0.0029 |
-0.3% |
0.9226 |
| Close |
0.9358 |
0.9338 |
-0.0020 |
-0.2% |
0.9332 |
| Range |
0.0052 |
0.0067 |
0.0015 |
28.8% |
0.0145 |
| ATR |
0.0059 |
0.0059 |
0.0001 |
1.0% |
0.0000 |
| Volume |
56,075 |
62,914 |
6,839 |
12.2% |
312,629 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9541 |
0.9506 |
0.9375 |
|
| R3 |
0.9474 |
0.9439 |
0.9356 |
|
| R2 |
0.9407 |
0.9407 |
0.9350 |
|
| R1 |
0.9372 |
0.9372 |
0.9344 |
0.9356 |
| PP |
0.9340 |
0.9340 |
0.9340 |
0.9332 |
| S1 |
0.9305 |
0.9305 |
0.9332 |
0.9289 |
| S2 |
0.9273 |
0.9273 |
0.9326 |
|
| S3 |
0.9206 |
0.9238 |
0.9320 |
|
| S4 |
0.9139 |
0.9171 |
0.9301 |
|
|
| 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 |
0.9307 |
0.0081 |
0.9% |
0.0048 |
0.5% |
38% |
False |
True |
51,303 |
| 10 |
0.9388 |
0.9175 |
0.0213 |
2.3% |
0.0056 |
0.6% |
77% |
False |
False |
61,560 |
| 20 |
0.9388 |
0.9175 |
0.0213 |
2.3% |
0.0058 |
0.6% |
77% |
False |
False |
59,070 |
| 40 |
0.9419 |
0.8943 |
0.0476 |
5.1% |
0.0062 |
0.7% |
83% |
False |
False |
64,558 |
| 60 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0067 |
0.7% |
86% |
False |
False |
51,922 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0072 |
0.8% |
90% |
False |
False |
39,033 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0070 |
0.7% |
90% |
False |
False |
31,258 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0066 |
0.7% |
90% |
False |
False |
26,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9659 |
|
2.618 |
0.9549 |
|
1.618 |
0.9482 |
|
1.000 |
0.9441 |
|
0.618 |
0.9415 |
|
HIGH |
0.9374 |
|
0.618 |
0.9348 |
|
0.500 |
0.9341 |
|
0.382 |
0.9333 |
|
LOW |
0.9307 |
|
0.618 |
0.9266 |
|
1.000 |
0.9240 |
|
1.618 |
0.9199 |
|
2.618 |
0.9132 |
|
4.250 |
0.9022 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9341 |
0.9348 |
| PP |
0.9340 |
0.9344 |
| S1 |
0.9339 |
0.9341 |
|