CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9348 |
0.9310 |
-0.0038 |
-0.4% |
0.9334 |
| High |
0.9351 |
0.9318 |
-0.0033 |
-0.4% |
0.9388 |
| Low |
0.9307 |
0.9223 |
-0.0084 |
-0.9% |
0.9307 |
| Close |
0.9310 |
0.9238 |
-0.0072 |
-0.8% |
0.9347 |
| Range |
0.0044 |
0.0095 |
0.0051 |
115.9% |
0.0081 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
4.8% |
0.0000 |
| Volume |
37,765 |
85,348 |
47,583 |
126.0% |
249,973 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9545 |
0.9486 |
0.9290 |
|
| R3 |
0.9450 |
0.9391 |
0.9264 |
|
| R2 |
0.9355 |
0.9355 |
0.9255 |
|
| R1 |
0.9296 |
0.9296 |
0.9247 |
0.9278 |
| PP |
0.9260 |
0.9260 |
0.9260 |
0.9251 |
| S1 |
0.9201 |
0.9201 |
0.9229 |
0.9183 |
| S2 |
0.9165 |
0.9165 |
0.9221 |
|
| S3 |
0.9070 |
0.9106 |
0.9212 |
|
| S4 |
0.8975 |
0.9011 |
0.9186 |
|
|
| 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 |
0.9223 |
0.0165 |
1.8% |
0.0059 |
0.6% |
9% |
False |
True |
56,338 |
| 10 |
0.9388 |
0.9223 |
0.0165 |
1.8% |
0.0053 |
0.6% |
9% |
False |
True |
55,792 |
| 20 |
0.9388 |
0.9175 |
0.0213 |
2.3% |
0.0059 |
0.6% |
30% |
False |
False |
60,464 |
| 40 |
0.9419 |
0.9068 |
0.0351 |
3.8% |
0.0061 |
0.7% |
48% |
False |
False |
62,866 |
| 60 |
0.9419 |
0.8829 |
0.0590 |
6.4% |
0.0066 |
0.7% |
69% |
False |
False |
54,595 |
| 80 |
0.9419 |
0.8601 |
0.0818 |
8.9% |
0.0070 |
0.8% |
78% |
False |
False |
41,049 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0071 |
0.8% |
78% |
False |
False |
32,885 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0066 |
0.7% |
78% |
False |
False |
27,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9722 |
|
2.618 |
0.9567 |
|
1.618 |
0.9472 |
|
1.000 |
0.9413 |
|
0.618 |
0.9377 |
|
HIGH |
0.9318 |
|
0.618 |
0.9282 |
|
0.500 |
0.9271 |
|
0.382 |
0.9259 |
|
LOW |
0.9223 |
|
0.618 |
0.9164 |
|
1.000 |
0.9128 |
|
1.618 |
0.9069 |
|
2.618 |
0.8974 |
|
4.250 |
0.8819 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9271 |
0.9288 |
| PP |
0.9260 |
0.9271 |
| S1 |
0.9249 |
0.9255 |
|