CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9212 |
0.9222 |
0.0010 |
0.1% |
0.9348 |
| High |
0.9235 |
0.9267 |
0.0032 |
0.3% |
0.9351 |
| Low |
0.9200 |
0.9217 |
0.0017 |
0.2% |
0.9192 |
| Close |
0.9224 |
0.9247 |
0.0023 |
0.2% |
0.9224 |
| Range |
0.0035 |
0.0050 |
0.0015 |
42.9% |
0.0159 |
| ATR |
0.0057 |
0.0056 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
42,803 |
64,128 |
21,325 |
49.8% |
308,313 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9394 |
0.9370 |
0.9275 |
|
| R3 |
0.9344 |
0.9320 |
0.9261 |
|
| R2 |
0.9294 |
0.9294 |
0.9256 |
|
| R1 |
0.9270 |
0.9270 |
0.9252 |
0.9282 |
| PP |
0.9244 |
0.9244 |
0.9244 |
0.9250 |
| S1 |
0.9220 |
0.9220 |
0.9242 |
0.9232 |
| S2 |
0.9194 |
0.9194 |
0.9238 |
|
| S3 |
0.9144 |
0.9170 |
0.9233 |
|
| S4 |
0.9094 |
0.9120 |
0.9220 |
|
|
| 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 |
0.9318 |
0.9192 |
0.0126 |
1.4% |
0.0057 |
0.6% |
44% |
False |
False |
66,935 |
| 10 |
0.9388 |
0.9192 |
0.0196 |
2.1% |
0.0053 |
0.6% |
28% |
False |
False |
58,351 |
| 20 |
0.9388 |
0.9175 |
0.0213 |
2.3% |
0.0054 |
0.6% |
34% |
False |
False |
59,729 |
| 40 |
0.9419 |
0.9160 |
0.0259 |
2.8% |
0.0059 |
0.6% |
34% |
False |
False |
61,111 |
| 60 |
0.9419 |
0.8829 |
0.0590 |
6.4% |
0.0065 |
0.7% |
71% |
False |
False |
58,652 |
| 80 |
0.9419 |
0.8623 |
0.0796 |
8.6% |
0.0068 |
0.7% |
78% |
False |
False |
44,150 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0071 |
0.8% |
79% |
False |
False |
35,373 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0066 |
0.7% |
79% |
False |
False |
29,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9480 |
|
2.618 |
0.9398 |
|
1.618 |
0.9348 |
|
1.000 |
0.9317 |
|
0.618 |
0.9298 |
|
HIGH |
0.9267 |
|
0.618 |
0.9248 |
|
0.500 |
0.9242 |
|
0.382 |
0.9236 |
|
LOW |
0.9217 |
|
0.618 |
0.9186 |
|
1.000 |
0.9167 |
|
1.618 |
0.9136 |
|
2.618 |
0.9086 |
|
4.250 |
0.9005 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9245 |
0.9243 |
| PP |
0.9244 |
0.9238 |
| S1 |
0.9242 |
0.9234 |
|