CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9222 |
0.9296 |
0.0074 |
0.8% |
0.9222 |
| High |
0.9303 |
0.9320 |
0.0017 |
0.2% |
0.9320 |
| Low |
0.9200 |
0.9279 |
0.0079 |
0.9% |
0.9200 |
| Close |
0.9279 |
0.9295 |
0.0016 |
0.2% |
0.9295 |
| Range |
0.0103 |
0.0041 |
-0.0062 |
-60.2% |
0.0120 |
| ATR |
0.0060 |
0.0058 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
85,038 |
59,922 |
-25,116 |
-29.5% |
271,257 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9421 |
0.9399 |
0.9318 |
|
| R3 |
0.9380 |
0.9358 |
0.9306 |
|
| R2 |
0.9339 |
0.9339 |
0.9303 |
|
| R1 |
0.9317 |
0.9317 |
0.9299 |
0.9308 |
| PP |
0.9298 |
0.9298 |
0.9298 |
0.9293 |
| S1 |
0.9276 |
0.9276 |
0.9291 |
0.9267 |
| S2 |
0.9257 |
0.9257 |
0.9287 |
|
| S3 |
0.9216 |
0.9235 |
0.9284 |
|
| S4 |
0.9175 |
0.9194 |
0.9272 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9632 |
0.9583 |
0.9361 |
|
| R3 |
0.9512 |
0.9463 |
0.9328 |
|
| R2 |
0.9392 |
0.9392 |
0.9317 |
|
| R1 |
0.9343 |
0.9343 |
0.9306 |
0.9368 |
| PP |
0.9272 |
0.9272 |
0.9272 |
0.9284 |
| S1 |
0.9223 |
0.9223 |
0.9284 |
0.9248 |
| S2 |
0.9152 |
0.9152 |
0.9273 |
|
| S3 |
0.9032 |
0.9103 |
0.9262 |
|
| S4 |
0.8912 |
0.8983 |
0.9229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9320 |
0.9200 |
0.0120 |
1.3% |
0.0057 |
0.6% |
79% |
True |
False |
62,812 |
| 10 |
0.9353 |
0.9192 |
0.0161 |
1.7% |
0.0057 |
0.6% |
64% |
False |
False |
61,916 |
| 20 |
0.9388 |
0.9175 |
0.0213 |
2.3% |
0.0057 |
0.6% |
56% |
False |
False |
61,738 |
| 40 |
0.9419 |
0.9160 |
0.0259 |
2.8% |
0.0060 |
0.6% |
52% |
False |
False |
61,685 |
| 60 |
0.9419 |
0.8866 |
0.0553 |
5.9% |
0.0066 |
0.7% |
78% |
False |
False |
61,974 |
| 80 |
0.9419 |
0.8799 |
0.0620 |
6.7% |
0.0066 |
0.7% |
80% |
False |
False |
46,731 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0071 |
0.8% |
85% |
False |
False |
37,438 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
9.0% |
0.0067 |
0.7% |
85% |
False |
False |
31,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9494 |
|
2.618 |
0.9427 |
|
1.618 |
0.9386 |
|
1.000 |
0.9361 |
|
0.618 |
0.9345 |
|
HIGH |
0.9320 |
|
0.618 |
0.9304 |
|
0.500 |
0.9300 |
|
0.382 |
0.9295 |
|
LOW |
0.9279 |
|
0.618 |
0.9254 |
|
1.000 |
0.9238 |
|
1.618 |
0.9213 |
|
2.618 |
0.9172 |
|
4.250 |
0.9105 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9300 |
0.9283 |
| PP |
0.9298 |
0.9272 |
| S1 |
0.9297 |
0.9260 |
|