CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 08-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9262 |
0.9237 |
-0.0025 |
-0.3% |
0.9191 |
High |
0.9265 |
0.9312 |
0.0047 |
0.5% |
0.9226 |
Low |
0.9237 |
0.9237 |
0.0000 |
0.0% |
0.9120 |
Close |
0.9256 |
0.9293 |
0.0037 |
0.4% |
0.9183 |
Range |
0.0028 |
0.0075 |
0.0047 |
167.9% |
0.0106 |
ATR |
0.0054 |
0.0056 |
0.0001 |
2.7% |
0.0000 |
Volume |
306 |
89 |
-217 |
-70.9% |
827 |
|
Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9506 |
0.9474 |
0.9334 |
|
R3 |
0.9431 |
0.9399 |
0.9314 |
|
R2 |
0.9356 |
0.9356 |
0.9307 |
|
R1 |
0.9324 |
0.9324 |
0.9300 |
0.9340 |
PP |
0.9281 |
0.9281 |
0.9281 |
0.9289 |
S1 |
0.9249 |
0.9249 |
0.9286 |
0.9265 |
S2 |
0.9206 |
0.9206 |
0.9279 |
|
S3 |
0.9131 |
0.9174 |
0.9272 |
|
S4 |
0.9056 |
0.9099 |
0.9252 |
|
|
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 |
0.9312 |
0.9120 |
0.0192 |
2.1% |
0.0060 |
0.6% |
90% |
True |
False |
207 |
10 |
0.9312 |
0.9120 |
0.0192 |
2.1% |
0.0054 |
0.6% |
90% |
True |
False |
185 |
20 |
0.9355 |
0.9120 |
0.0235 |
2.5% |
0.0054 |
0.6% |
74% |
False |
False |
163 |
40 |
0.9355 |
0.8900 |
0.0455 |
4.9% |
0.0052 |
0.6% |
86% |
False |
False |
123 |
60 |
0.9355 |
0.8813 |
0.0542 |
5.8% |
0.0036 |
0.4% |
89% |
False |
False |
83 |
80 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0029 |
0.3% |
92% |
False |
False |
62 |
100 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0024 |
0.3% |
92% |
False |
False |
50 |
120 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0020 |
0.2% |
92% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9631 |
2.618 |
0.9508 |
1.618 |
0.9433 |
1.000 |
0.9387 |
0.618 |
0.9358 |
HIGH |
0.9312 |
0.618 |
0.9283 |
0.500 |
0.9275 |
0.382 |
0.9266 |
LOW |
0.9237 |
0.618 |
0.9191 |
1.000 |
0.9162 |
1.618 |
0.9116 |
2.618 |
0.9041 |
4.250 |
0.8918 |
|
|
Fisher Pivots for day following 08-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9287 |
0.9279 |
PP |
0.9281 |
0.9264 |
S1 |
0.9275 |
0.9250 |
|