CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 05-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9182 |
0.9194 |
0.0012 |
0.1% |
0.9191 |
High |
0.9192 |
0.9203 |
0.0011 |
0.1% |
0.9226 |
Low |
0.9120 |
0.9176 |
0.0056 |
0.6% |
0.9120 |
Close |
0.9183 |
0.9195 |
0.0012 |
0.1% |
0.9183 |
Range |
0.0072 |
0.0027 |
-0.0045 |
-62.5% |
0.0106 |
ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.6% |
0.0000 |
Volume |
132 |
376 |
244 |
184.8% |
827 |
|
Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9272 |
0.9261 |
0.9210 |
|
R3 |
0.9245 |
0.9234 |
0.9202 |
|
R2 |
0.9218 |
0.9218 |
0.9200 |
|
R1 |
0.9207 |
0.9207 |
0.9197 |
0.9213 |
PP |
0.9191 |
0.9191 |
0.9191 |
0.9194 |
S1 |
0.9180 |
0.9180 |
0.9193 |
0.9186 |
S2 |
0.9164 |
0.9164 |
0.9190 |
|
S3 |
0.9137 |
0.9153 |
0.9188 |
|
S4 |
0.9110 |
0.9126 |
0.9180 |
|
|
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% |
0.0048 |
0.5% |
71% |
False |
False |
202 |
10 |
0.9282 |
0.9120 |
0.0162 |
1.8% |
0.0050 |
0.5% |
46% |
False |
False |
172 |
20 |
0.9355 |
0.9120 |
0.0235 |
2.6% |
0.0053 |
0.6% |
32% |
False |
False |
166 |
40 |
0.9355 |
0.8857 |
0.0498 |
5.4% |
0.0048 |
0.5% |
68% |
False |
False |
110 |
60 |
0.9355 |
0.8794 |
0.0561 |
6.1% |
0.0034 |
0.4% |
71% |
False |
False |
74 |
80 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0026 |
0.3% |
79% |
False |
False |
56 |
100 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0022 |
0.2% |
79% |
False |
False |
44 |
120 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0018 |
0.2% |
79% |
False |
False |
37 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9318 |
2.618 |
0.9274 |
1.618 |
0.9247 |
1.000 |
0.9230 |
0.618 |
0.9220 |
HIGH |
0.9203 |
0.618 |
0.9193 |
0.500 |
0.9190 |
0.382 |
0.9186 |
LOW |
0.9176 |
0.618 |
0.9159 |
1.000 |
0.9149 |
1.618 |
0.9132 |
2.618 |
0.9105 |
4.250 |
0.9061 |
|
|
Fisher Pivots for day following 05-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9193 |
0.9188 |
PP |
0.9191 |
0.9180 |
S1 |
0.9190 |
0.9173 |
|