CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 02-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9199 |
0.9182 |
-0.0017 |
-0.2% |
0.9191 |
High |
0.9226 |
0.9192 |
-0.0034 |
-0.4% |
0.9226 |
Low |
0.9175 |
0.9120 |
-0.0055 |
-0.6% |
0.9120 |
Close |
0.9186 |
0.9183 |
-0.0003 |
0.0% |
0.9183 |
Range |
0.0051 |
0.0072 |
0.0021 |
41.2% |
0.0106 |
ATR |
0.0053 |
0.0055 |
0.0001 |
2.5% |
0.0000 |
Volume |
216 |
132 |
-84 |
-38.9% |
827 |
|
Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9381 |
0.9354 |
0.9223 |
|
R3 |
0.9309 |
0.9282 |
0.9203 |
|
R2 |
0.9237 |
0.9237 |
0.9196 |
|
R1 |
0.9210 |
0.9210 |
0.9190 |
0.9224 |
PP |
0.9165 |
0.9165 |
0.9165 |
0.9172 |
S1 |
0.9138 |
0.9138 |
0.9176 |
0.9152 |
S2 |
0.9093 |
0.9093 |
0.9170 |
|
S3 |
0.9021 |
0.9066 |
0.9163 |
|
S4 |
0.8949 |
0.8994 |
0.9143 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9494 |
0.9445 |
0.9241 |
|
R3 |
0.9388 |
0.9339 |
0.9212 |
|
R2 |
0.9282 |
0.9282 |
0.9202 |
|
R1 |
0.9233 |
0.9233 |
0.9193 |
0.9205 |
PP |
0.9176 |
0.9176 |
0.9176 |
0.9162 |
S1 |
0.9127 |
0.9127 |
0.9173 |
0.9099 |
S2 |
0.9070 |
0.9070 |
0.9164 |
|
S3 |
0.8964 |
0.9021 |
0.9154 |
|
S4 |
0.8858 |
0.8915 |
0.9125 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9226 |
0.9120 |
0.0106 |
1.2% |
0.0056 |
0.6% |
59% |
False |
True |
165 |
10 |
0.9282 |
0.9120 |
0.0162 |
1.8% |
0.0050 |
0.5% |
39% |
False |
True |
147 |
20 |
0.9355 |
0.9120 |
0.0235 |
2.6% |
0.0055 |
0.6% |
27% |
False |
True |
152 |
40 |
0.9355 |
0.8857 |
0.0498 |
5.4% |
0.0048 |
0.5% |
65% |
False |
False |
101 |
60 |
0.9355 |
0.8794 |
0.0561 |
6.1% |
0.0033 |
0.4% |
69% |
False |
False |
68 |
80 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0026 |
0.3% |
78% |
False |
False |
51 |
100 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0022 |
0.2% |
78% |
False |
False |
41 |
120 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0018 |
0.2% |
78% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9498 |
2.618 |
0.9380 |
1.618 |
0.9308 |
1.000 |
0.9264 |
0.618 |
0.9236 |
HIGH |
0.9192 |
0.618 |
0.9164 |
0.500 |
0.9156 |
0.382 |
0.9148 |
LOW |
0.9120 |
0.618 |
0.9076 |
1.000 |
0.9048 |
1.618 |
0.9004 |
2.618 |
0.8932 |
4.250 |
0.8814 |
|
|
Fisher Pivots for day following 02-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9174 |
0.9180 |
PP |
0.9165 |
0.9176 |
S1 |
0.9156 |
0.9173 |
|