CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9227 |
0.9231 |
0.0004 |
0.0% |
0.9334 |
| High |
0.9238 |
0.9260 |
0.0022 |
0.2% |
0.9388 |
| Low |
0.9192 |
0.9201 |
0.0009 |
0.1% |
0.9307 |
| Close |
0.9219 |
0.9203 |
-0.0016 |
-0.2% |
0.9347 |
| Range |
0.0046 |
0.0059 |
0.0013 |
28.3% |
0.0081 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.0% |
0.0000 |
| Volume |
75,636 |
66,761 |
-8,875 |
-11.7% |
249,973 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9398 |
0.9360 |
0.9235 |
|
| R3 |
0.9339 |
0.9301 |
0.9219 |
|
| R2 |
0.9280 |
0.9280 |
0.9214 |
|
| R1 |
0.9242 |
0.9242 |
0.9208 |
0.9232 |
| PP |
0.9221 |
0.9221 |
0.9221 |
0.9216 |
| S1 |
0.9183 |
0.9183 |
0.9198 |
0.9173 |
| S2 |
0.9162 |
0.9162 |
0.9192 |
|
| S3 |
0.9103 |
0.9124 |
0.9187 |
|
| S4 |
0.9044 |
0.9065 |
0.9171 |
|
|
| 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 |
0.9353 |
0.9192 |
0.0161 |
1.7% |
0.0056 |
0.6% |
7% |
False |
False |
61,020 |
| 10 |
0.9388 |
0.9192 |
0.0196 |
2.1% |
0.0052 |
0.6% |
6% |
False |
False |
56,161 |
| 20 |
0.9388 |
0.9175 |
0.0213 |
2.3% |
0.0056 |
0.6% |
13% |
False |
False |
60,202 |
| 40 |
0.9419 |
0.9160 |
0.0259 |
2.8% |
0.0060 |
0.7% |
17% |
False |
False |
62,126 |
| 60 |
0.9419 |
0.8829 |
0.0590 |
6.4% |
0.0066 |
0.7% |
63% |
False |
False |
56,937 |
| 80 |
0.9419 |
0.8623 |
0.0796 |
8.6% |
0.0070 |
0.8% |
73% |
False |
False |
42,820 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.1% |
0.0071 |
0.8% |
74% |
False |
False |
34,308 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
9.1% |
0.0065 |
0.7% |
74% |
False |
False |
28,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9511 |
|
2.618 |
0.9414 |
|
1.618 |
0.9355 |
|
1.000 |
0.9319 |
|
0.618 |
0.9296 |
|
HIGH |
0.9260 |
|
0.618 |
0.9237 |
|
0.500 |
0.9231 |
|
0.382 |
0.9224 |
|
LOW |
0.9201 |
|
0.618 |
0.9165 |
|
1.000 |
0.9142 |
|
1.618 |
0.9106 |
|
2.618 |
0.9047 |
|
4.250 |
0.8950 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9231 |
0.9255 |
| PP |
0.9221 |
0.9238 |
| S1 |
0.9212 |
0.9220 |
|