CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9310 |
0.9227 |
-0.0083 |
-0.9% |
0.9334 |
| High |
0.9318 |
0.9238 |
-0.0080 |
-0.9% |
0.9388 |
| Low |
0.9223 |
0.9192 |
-0.0031 |
-0.3% |
0.9307 |
| Close |
0.9238 |
0.9219 |
-0.0019 |
-0.2% |
0.9347 |
| Range |
0.0095 |
0.0046 |
-0.0049 |
-51.6% |
0.0081 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
85,348 |
75,636 |
-9,712 |
-11.4% |
249,973 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9354 |
0.9333 |
0.9244 |
|
| R3 |
0.9308 |
0.9287 |
0.9232 |
|
| R2 |
0.9262 |
0.9262 |
0.9227 |
|
| R1 |
0.9241 |
0.9241 |
0.9223 |
0.9229 |
| PP |
0.9216 |
0.9216 |
0.9216 |
0.9210 |
| S1 |
0.9195 |
0.9195 |
0.9215 |
0.9183 |
| S2 |
0.9170 |
0.9170 |
0.9211 |
|
| S3 |
0.9124 |
0.9149 |
0.9206 |
|
| S4 |
0.9078 |
0.9103 |
0.9194 |
|
|
| 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 |
0.9374 |
0.9192 |
0.0182 |
2.0% |
0.0058 |
0.6% |
15% |
False |
True |
60,251 |
| 10 |
0.9388 |
0.9192 |
0.0196 |
2.1% |
0.0054 |
0.6% |
14% |
False |
True |
57,365 |
| 20 |
0.9388 |
0.9175 |
0.0213 |
2.3% |
0.0055 |
0.6% |
21% |
False |
False |
59,822 |
| 40 |
0.9419 |
0.9104 |
0.0315 |
3.4% |
0.0061 |
0.7% |
37% |
False |
False |
62,912 |
| 60 |
0.9419 |
0.8829 |
0.0590 |
6.4% |
0.0066 |
0.7% |
66% |
False |
False |
55,845 |
| 80 |
0.9419 |
0.8623 |
0.0796 |
8.6% |
0.0070 |
0.8% |
75% |
False |
False |
41,987 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0071 |
0.8% |
76% |
False |
False |
33,641 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0065 |
0.7% |
76% |
False |
False |
28,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9434 |
|
2.618 |
0.9358 |
|
1.618 |
0.9312 |
|
1.000 |
0.9284 |
|
0.618 |
0.9266 |
|
HIGH |
0.9238 |
|
0.618 |
0.9220 |
|
0.500 |
0.9215 |
|
0.382 |
0.9210 |
|
LOW |
0.9192 |
|
0.618 |
0.9164 |
|
1.000 |
0.9146 |
|
1.618 |
0.9118 |
|
2.618 |
0.9072 |
|
4.250 |
0.8997 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9218 |
0.9272 |
| PP |
0.9216 |
0.9254 |
| S1 |
0.9215 |
0.9237 |
|