CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 06-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9194 |
0.9199 |
0.0005 |
0.1% |
0.9191 |
High |
0.9203 |
0.9284 |
0.0081 |
0.9% |
0.9226 |
Low |
0.9176 |
0.9188 |
0.0012 |
0.1% |
0.9120 |
Close |
0.9195 |
0.9273 |
0.0078 |
0.8% |
0.9183 |
Range |
0.0027 |
0.0096 |
0.0069 |
255.6% |
0.0106 |
ATR |
0.0053 |
0.0056 |
0.0003 |
5.8% |
0.0000 |
Volume |
376 |
136 |
-240 |
-63.8% |
827 |
|
Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9536 |
0.9501 |
0.9326 |
|
R3 |
0.9440 |
0.9405 |
0.9299 |
|
R2 |
0.9344 |
0.9344 |
0.9291 |
|
R1 |
0.9309 |
0.9309 |
0.9282 |
0.9327 |
PP |
0.9248 |
0.9248 |
0.9248 |
0.9257 |
S1 |
0.9213 |
0.9213 |
0.9264 |
0.9231 |
S2 |
0.9152 |
0.9152 |
0.9255 |
|
S3 |
0.9056 |
0.9117 |
0.9247 |
|
S4 |
0.8960 |
0.9021 |
0.9220 |
|
|
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 |
0.9284 |
0.9120 |
0.0164 |
1.8% |
0.0058 |
0.6% |
93% |
True |
False |
196 |
10 |
0.9284 |
0.9120 |
0.0164 |
1.8% |
0.0058 |
0.6% |
93% |
True |
False |
175 |
20 |
0.9355 |
0.9120 |
0.0235 |
2.5% |
0.0056 |
0.6% |
65% |
False |
False |
163 |
40 |
0.9355 |
0.8857 |
0.0498 |
5.4% |
0.0050 |
0.5% |
84% |
False |
False |
114 |
60 |
0.9355 |
0.8794 |
0.0561 |
6.0% |
0.0035 |
0.4% |
85% |
False |
False |
76 |
80 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0028 |
0.3% |
89% |
False |
False |
57 |
100 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0023 |
0.2% |
89% |
False |
False |
46 |
120 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0019 |
0.2% |
89% |
False |
False |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9692 |
2.618 |
0.9535 |
1.618 |
0.9439 |
1.000 |
0.9380 |
0.618 |
0.9343 |
HIGH |
0.9284 |
0.618 |
0.9247 |
0.500 |
0.9236 |
0.382 |
0.9225 |
LOW |
0.9188 |
0.618 |
0.9129 |
1.000 |
0.9092 |
1.618 |
0.9033 |
2.618 |
0.8937 |
4.250 |
0.8780 |
|
|
Fisher Pivots for day following 06-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9261 |
0.9249 |
PP |
0.9248 |
0.9226 |
S1 |
0.9236 |
0.9202 |
|