CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9246 |
0.9222 |
-0.0024 |
-0.3% |
0.9348 |
| High |
0.9258 |
0.9303 |
0.0045 |
0.5% |
0.9351 |
| Low |
0.9202 |
0.9200 |
-0.0002 |
0.0% |
0.9192 |
| Close |
0.9213 |
0.9279 |
0.0066 |
0.7% |
0.9224 |
| Range |
0.0056 |
0.0103 |
0.0047 |
83.9% |
0.0159 |
| ATR |
0.0056 |
0.0060 |
0.0003 |
5.9% |
0.0000 |
| Volume |
62,169 |
85,038 |
22,869 |
36.8% |
308,313 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9570 |
0.9527 |
0.9336 |
|
| R3 |
0.9467 |
0.9424 |
0.9307 |
|
| R2 |
0.9364 |
0.9364 |
0.9298 |
|
| R1 |
0.9321 |
0.9321 |
0.9288 |
0.9343 |
| PP |
0.9261 |
0.9261 |
0.9261 |
0.9271 |
| S1 |
0.9218 |
0.9218 |
0.9270 |
0.9240 |
| S2 |
0.9158 |
0.9158 |
0.9260 |
|
| S3 |
0.9055 |
0.9115 |
0.9251 |
|
| S4 |
0.8952 |
0.9012 |
0.9222 |
|
|
| 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 |
0.9303 |
0.9200 |
0.0103 |
1.1% |
0.0061 |
0.7% |
77% |
True |
True |
64,179 |
| 10 |
0.9374 |
0.9192 |
0.0182 |
2.0% |
0.0059 |
0.6% |
48% |
False |
False |
62,215 |
| 20 |
0.9388 |
0.9175 |
0.0213 |
2.3% |
0.0057 |
0.6% |
49% |
False |
False |
60,699 |
| 40 |
0.9419 |
0.9160 |
0.0259 |
2.8% |
0.0060 |
0.6% |
46% |
False |
False |
61,449 |
| 60 |
0.9419 |
0.8866 |
0.0553 |
6.0% |
0.0066 |
0.7% |
75% |
False |
False |
61,046 |
| 80 |
0.9419 |
0.8656 |
0.0763 |
8.2% |
0.0068 |
0.7% |
82% |
False |
False |
45,985 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0071 |
0.8% |
83% |
False |
False |
36,842 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0066 |
0.7% |
83% |
False |
False |
30,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9741 |
|
2.618 |
0.9573 |
|
1.618 |
0.9470 |
|
1.000 |
0.9406 |
|
0.618 |
0.9367 |
|
HIGH |
0.9303 |
|
0.618 |
0.9264 |
|
0.500 |
0.9252 |
|
0.382 |
0.9239 |
|
LOW |
0.9200 |
|
0.618 |
0.9136 |
|
1.000 |
0.9097 |
|
1.618 |
0.9033 |
|
2.618 |
0.8930 |
|
4.250 |
0.8762 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9270 |
0.9270 |
| PP |
0.9261 |
0.9261 |
| S1 |
0.9252 |
0.9252 |
|