CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 01-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9189 |
0.9199 |
0.0010 |
0.1% |
0.9242 |
High |
0.9211 |
0.9226 |
0.0015 |
0.2% |
0.9282 |
Low |
0.9166 |
0.9175 |
0.0009 |
0.1% |
0.9164 |
Close |
0.9209 |
0.9186 |
-0.0023 |
-0.2% |
0.9181 |
Range |
0.0045 |
0.0051 |
0.0006 |
13.3% |
0.0118 |
ATR |
0.0054 |
0.0053 |
0.0000 |
-0.3% |
0.0000 |
Volume |
120 |
216 |
96 |
80.0% |
651 |
|
Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9349 |
0.9318 |
0.9214 |
|
R3 |
0.9298 |
0.9267 |
0.9200 |
|
R2 |
0.9247 |
0.9247 |
0.9195 |
|
R1 |
0.9216 |
0.9216 |
0.9191 |
0.9206 |
PP |
0.9196 |
0.9196 |
0.9196 |
0.9191 |
S1 |
0.9165 |
0.9165 |
0.9181 |
0.9155 |
S2 |
0.9145 |
0.9145 |
0.9177 |
|
S3 |
0.9094 |
0.9114 |
0.9172 |
|
S4 |
0.9043 |
0.9063 |
0.9158 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9563 |
0.9490 |
0.9246 |
|
R3 |
0.9445 |
0.9372 |
0.9213 |
|
R2 |
0.9327 |
0.9327 |
0.9203 |
|
R1 |
0.9254 |
0.9254 |
0.9192 |
0.9232 |
PP |
0.9209 |
0.9209 |
0.9209 |
0.9198 |
S1 |
0.9136 |
0.9136 |
0.9170 |
0.9114 |
S2 |
0.9091 |
0.9091 |
0.9159 |
|
S3 |
0.8973 |
0.9018 |
0.9149 |
|
S4 |
0.8855 |
0.8900 |
0.9116 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9226 |
0.9149 |
0.0077 |
0.8% |
0.0048 |
0.5% |
48% |
True |
False |
162 |
10 |
0.9295 |
0.9149 |
0.0146 |
1.6% |
0.0049 |
0.5% |
25% |
False |
False |
146 |
20 |
0.9355 |
0.9107 |
0.0248 |
2.7% |
0.0054 |
0.6% |
32% |
False |
False |
153 |
40 |
0.9355 |
0.8857 |
0.0498 |
5.4% |
0.0047 |
0.5% |
66% |
False |
False |
98 |
60 |
0.9355 |
0.8776 |
0.0579 |
6.3% |
0.0032 |
0.3% |
71% |
False |
False |
65 |
80 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0025 |
0.3% |
78% |
False |
False |
49 |
100 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0021 |
0.2% |
78% |
False |
False |
39 |
120 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0017 |
0.2% |
78% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9443 |
2.618 |
0.9360 |
1.618 |
0.9309 |
1.000 |
0.9277 |
0.618 |
0.9258 |
HIGH |
0.9226 |
0.618 |
0.9207 |
0.500 |
0.9201 |
0.382 |
0.9194 |
LOW |
0.9175 |
0.618 |
0.9143 |
1.000 |
0.9124 |
1.618 |
0.9092 |
2.618 |
0.9041 |
4.250 |
0.8958 |
|
|
Fisher Pivots for day following 01-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9201 |
0.9188 |
PP |
0.9196 |
0.9187 |
S1 |
0.9191 |
0.9187 |
|