CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9231 |
0.9212 |
-0.0019 |
-0.2% |
0.9348 |
| High |
0.9260 |
0.9235 |
-0.0025 |
-0.3% |
0.9351 |
| Low |
0.9201 |
0.9200 |
-0.0001 |
0.0% |
0.9192 |
| Close |
0.9203 |
0.9224 |
0.0021 |
0.2% |
0.9224 |
| Range |
0.0059 |
0.0035 |
-0.0024 |
-40.7% |
0.0159 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
66,761 |
42,803 |
-23,958 |
-35.9% |
308,313 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9325 |
0.9309 |
0.9243 |
|
| R3 |
0.9290 |
0.9274 |
0.9234 |
|
| R2 |
0.9255 |
0.9255 |
0.9230 |
|
| R1 |
0.9239 |
0.9239 |
0.9227 |
0.9247 |
| PP |
0.9220 |
0.9220 |
0.9220 |
0.9224 |
| S1 |
0.9204 |
0.9204 |
0.9221 |
0.9212 |
| S2 |
0.9185 |
0.9185 |
0.9218 |
|
| S3 |
0.9150 |
0.9169 |
0.9214 |
|
| S4 |
0.9115 |
0.9134 |
0.9205 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9733 |
0.9637 |
0.9311 |
|
| R3 |
0.9574 |
0.9478 |
0.9268 |
|
| R2 |
0.9415 |
0.9415 |
0.9253 |
|
| R1 |
0.9319 |
0.9319 |
0.9239 |
0.9288 |
| PP |
0.9256 |
0.9256 |
0.9256 |
0.9240 |
| S1 |
0.9160 |
0.9160 |
0.9209 |
0.9129 |
| S2 |
0.9097 |
0.9097 |
0.9195 |
|
| S3 |
0.8938 |
0.9001 |
0.9180 |
|
| S4 |
0.8779 |
0.8842 |
0.9137 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9351 |
0.9192 |
0.0159 |
1.7% |
0.0056 |
0.6% |
20% |
False |
False |
61,662 |
| 10 |
0.9388 |
0.9192 |
0.0196 |
2.1% |
0.0052 |
0.6% |
16% |
False |
False |
55,828 |
| 20 |
0.9388 |
0.9175 |
0.0213 |
2.3% |
0.0055 |
0.6% |
23% |
False |
False |
59,824 |
| 40 |
0.9419 |
0.9160 |
0.0259 |
2.8% |
0.0060 |
0.6% |
25% |
False |
False |
61,142 |
| 60 |
0.9419 |
0.8829 |
0.0590 |
6.4% |
0.0065 |
0.7% |
67% |
False |
False |
57,610 |
| 80 |
0.9419 |
0.8623 |
0.0796 |
8.6% |
0.0069 |
0.7% |
76% |
False |
False |
43,352 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0071 |
0.8% |
77% |
False |
False |
34,734 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0066 |
0.7% |
77% |
False |
False |
28,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9384 |
|
2.618 |
0.9327 |
|
1.618 |
0.9292 |
|
1.000 |
0.9270 |
|
0.618 |
0.9257 |
|
HIGH |
0.9235 |
|
0.618 |
0.9222 |
|
0.500 |
0.9218 |
|
0.382 |
0.9213 |
|
LOW |
0.9200 |
|
0.618 |
0.9178 |
|
1.000 |
0.9165 |
|
1.618 |
0.9143 |
|
2.618 |
0.9108 |
|
4.250 |
0.9051 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9222 |
0.9226 |
| PP |
0.9220 |
0.9225 |
| S1 |
0.9218 |
0.9225 |
|