CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 09-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9237 |
0.9289 |
0.0052 |
0.6% |
0.9194 |
High |
0.9312 |
0.9294 |
-0.0018 |
-0.2% |
0.9312 |
Low |
0.9237 |
0.9268 |
0.0031 |
0.3% |
0.9176 |
Close |
0.9293 |
0.9274 |
-0.0019 |
-0.2% |
0.9274 |
Range |
0.0075 |
0.0026 |
-0.0049 |
-65.3% |
0.0136 |
ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
89 |
473 |
384 |
431.5% |
1,380 |
|
Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9357 |
0.9341 |
0.9288 |
|
R3 |
0.9331 |
0.9315 |
0.9281 |
|
R2 |
0.9305 |
0.9305 |
0.9279 |
|
R1 |
0.9289 |
0.9289 |
0.9276 |
0.9284 |
PP |
0.9279 |
0.9279 |
0.9279 |
0.9276 |
S1 |
0.9263 |
0.9263 |
0.9272 |
0.9258 |
S2 |
0.9253 |
0.9253 |
0.9269 |
|
S3 |
0.9227 |
0.9237 |
0.9267 |
|
S4 |
0.9201 |
0.9211 |
0.9260 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9662 |
0.9604 |
0.9349 |
|
R3 |
0.9526 |
0.9468 |
0.9311 |
|
R2 |
0.9390 |
0.9390 |
0.9299 |
|
R1 |
0.9332 |
0.9332 |
0.9286 |
0.9361 |
PP |
0.9254 |
0.9254 |
0.9254 |
0.9269 |
S1 |
0.9196 |
0.9196 |
0.9262 |
0.9225 |
S2 |
0.9118 |
0.9118 |
0.9249 |
|
S3 |
0.8982 |
0.9060 |
0.9237 |
|
S4 |
0.8846 |
0.8924 |
0.9199 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9312 |
0.9176 |
0.0136 |
1.5% |
0.0050 |
0.5% |
72% |
False |
False |
276 |
10 |
0.9312 |
0.9120 |
0.0192 |
2.1% |
0.0053 |
0.6% |
80% |
False |
False |
220 |
20 |
0.9321 |
0.9120 |
0.0201 |
2.2% |
0.0051 |
0.6% |
77% |
False |
False |
178 |
40 |
0.9355 |
0.8900 |
0.0455 |
4.9% |
0.0052 |
0.6% |
82% |
False |
False |
135 |
60 |
0.9355 |
0.8813 |
0.0542 |
5.8% |
0.0037 |
0.4% |
85% |
False |
False |
91 |
80 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0029 |
0.3% |
90% |
False |
False |
68 |
100 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0024 |
0.3% |
90% |
False |
False |
55 |
120 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0020 |
0.2% |
90% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9405 |
2.618 |
0.9362 |
1.618 |
0.9336 |
1.000 |
0.9320 |
0.618 |
0.9310 |
HIGH |
0.9294 |
0.618 |
0.9284 |
0.500 |
0.9281 |
0.382 |
0.9278 |
LOW |
0.9268 |
0.618 |
0.9252 |
1.000 |
0.9242 |
1.618 |
0.9226 |
2.618 |
0.9200 |
4.250 |
0.9158 |
|
|
Fisher Pivots for day following 09-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9281 |
0.9275 |
PP |
0.9279 |
0.9274 |
S1 |
0.9276 |
0.9274 |
|