CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9222 |
0.9246 |
0.0024 |
0.3% |
0.9348 |
| High |
0.9267 |
0.9258 |
-0.0009 |
-0.1% |
0.9351 |
| Low |
0.9217 |
0.9202 |
-0.0015 |
-0.2% |
0.9192 |
| Close |
0.9247 |
0.9213 |
-0.0034 |
-0.4% |
0.9224 |
| Range |
0.0050 |
0.0056 |
0.0006 |
12.0% |
0.0159 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
64,128 |
62,169 |
-1,959 |
-3.1% |
308,313 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9392 |
0.9359 |
0.9244 |
|
| R3 |
0.9336 |
0.9303 |
0.9228 |
|
| R2 |
0.9280 |
0.9280 |
0.9223 |
|
| R1 |
0.9247 |
0.9247 |
0.9218 |
0.9236 |
| PP |
0.9224 |
0.9224 |
0.9224 |
0.9219 |
| S1 |
0.9191 |
0.9191 |
0.9208 |
0.9180 |
| S2 |
0.9168 |
0.9168 |
0.9203 |
|
| S3 |
0.9112 |
0.9135 |
0.9198 |
|
| S4 |
0.9056 |
0.9079 |
0.9182 |
|
|
| 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 |
0.9267 |
0.9192 |
0.0075 |
0.8% |
0.0049 |
0.5% |
28% |
False |
False |
62,299 |
| 10 |
0.9388 |
0.9192 |
0.0196 |
2.1% |
0.0054 |
0.6% |
11% |
False |
False |
59,319 |
| 20 |
0.9388 |
0.9175 |
0.0213 |
2.3% |
0.0054 |
0.6% |
18% |
False |
False |
59,932 |
| 40 |
0.9419 |
0.9160 |
0.0259 |
2.8% |
0.0059 |
0.6% |
20% |
False |
False |
60,890 |
| 60 |
0.9419 |
0.8851 |
0.0568 |
6.2% |
0.0065 |
0.7% |
64% |
False |
False |
59,662 |
| 80 |
0.9419 |
0.8656 |
0.0763 |
8.3% |
0.0068 |
0.7% |
73% |
False |
False |
44,926 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0071 |
0.8% |
75% |
False |
False |
35,994 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0066 |
0.7% |
75% |
False |
False |
30,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9496 |
|
2.618 |
0.9405 |
|
1.618 |
0.9349 |
|
1.000 |
0.9314 |
|
0.618 |
0.9293 |
|
HIGH |
0.9258 |
|
0.618 |
0.9237 |
|
0.500 |
0.9230 |
|
0.382 |
0.9223 |
|
LOW |
0.9202 |
|
0.618 |
0.9167 |
|
1.000 |
0.9146 |
|
1.618 |
0.9111 |
|
2.618 |
0.9055 |
|
4.250 |
0.8964 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9230 |
0.9234 |
| PP |
0.9224 |
0.9227 |
| S1 |
0.9219 |
0.9220 |
|