CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 19-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9338 |
0.9348 |
0.0010 |
0.1% |
0.9334 |
| High |
0.9353 |
0.9351 |
-0.0002 |
0.0% |
0.9388 |
| Low |
0.9316 |
0.9307 |
-0.0009 |
-0.1% |
0.9307 |
| Close |
0.9347 |
0.9310 |
-0.0037 |
-0.4% |
0.9347 |
| Range |
0.0037 |
0.0044 |
0.0007 |
18.9% |
0.0081 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
39,592 |
37,765 |
-1,827 |
-4.6% |
249,973 |
|
| Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9455 |
0.9426 |
0.9334 |
|
| R3 |
0.9411 |
0.9382 |
0.9322 |
|
| R2 |
0.9367 |
0.9367 |
0.9318 |
|
| R1 |
0.9338 |
0.9338 |
0.9314 |
0.9331 |
| PP |
0.9323 |
0.9323 |
0.9323 |
0.9319 |
| S1 |
0.9294 |
0.9294 |
0.9306 |
0.9287 |
| S2 |
0.9279 |
0.9279 |
0.9302 |
|
| S3 |
0.9235 |
0.9250 |
0.9298 |
|
| S4 |
0.9191 |
0.9206 |
0.9286 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9590 |
0.9550 |
0.9392 |
|
| R3 |
0.9509 |
0.9469 |
0.9369 |
|
| R2 |
0.9428 |
0.9428 |
0.9362 |
|
| R1 |
0.9388 |
0.9388 |
0.9354 |
0.9408 |
| PP |
0.9347 |
0.9347 |
0.9347 |
0.9358 |
| S1 |
0.9307 |
0.9307 |
0.9340 |
0.9327 |
| S2 |
0.9266 |
0.9266 |
0.9332 |
|
| S3 |
0.9185 |
0.9226 |
0.9325 |
|
| S4 |
0.9104 |
0.9145 |
0.9302 |
|
|
| 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% |
0.0050 |
0.5% |
4% |
False |
True |
49,766 |
| 10 |
0.9388 |
0.9245 |
0.0143 |
1.5% |
0.0053 |
0.6% |
45% |
False |
False |
55,698 |
| 20 |
0.9388 |
0.9175 |
0.0213 |
2.3% |
0.0057 |
0.6% |
63% |
False |
False |
58,903 |
| 40 |
0.9419 |
0.8996 |
0.0423 |
4.5% |
0.0061 |
0.7% |
74% |
False |
False |
62,825 |
| 60 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0066 |
0.7% |
82% |
False |
False |
53,192 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0070 |
0.8% |
87% |
False |
False |
39,984 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0070 |
0.8% |
87% |
False |
False |
32,032 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0065 |
0.7% |
87% |
False |
False |
26,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9538 |
|
2.618 |
0.9466 |
|
1.618 |
0.9422 |
|
1.000 |
0.9395 |
|
0.618 |
0.9378 |
|
HIGH |
0.9351 |
|
0.618 |
0.9334 |
|
0.500 |
0.9329 |
|
0.382 |
0.9324 |
|
LOW |
0.9307 |
|
0.618 |
0.9280 |
|
1.000 |
0.9263 |
|
1.618 |
0.9236 |
|
2.618 |
0.9192 |
|
4.250 |
0.9120 |
|
|
| Fisher Pivots for day following 19-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9329 |
0.9341 |
| PP |
0.9323 |
0.9330 |
| S1 |
0.9316 |
0.9320 |
|