CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 12-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9289 |
0.9282 |
-0.0007 |
-0.1% |
0.9194 |
High |
0.9294 |
0.9304 |
0.0010 |
0.1% |
0.9312 |
Low |
0.9268 |
0.9270 |
0.0002 |
0.0% |
0.9176 |
Close |
0.9274 |
0.9284 |
0.0010 |
0.1% |
0.9274 |
Range |
0.0026 |
0.0034 |
0.0008 |
30.8% |
0.0136 |
ATR |
0.0054 |
0.0052 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
473 |
161 |
-312 |
-66.0% |
1,380 |
|
Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9388 |
0.9370 |
0.9303 |
|
R3 |
0.9354 |
0.9336 |
0.9293 |
|
R2 |
0.9320 |
0.9320 |
0.9290 |
|
R1 |
0.9302 |
0.9302 |
0.9287 |
0.9311 |
PP |
0.9286 |
0.9286 |
0.9286 |
0.9291 |
S1 |
0.9268 |
0.9268 |
0.9281 |
0.9277 |
S2 |
0.9252 |
0.9252 |
0.9278 |
|
S3 |
0.9218 |
0.9234 |
0.9275 |
|
S4 |
0.9184 |
0.9200 |
0.9265 |
|
|
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 |
0.9188 |
0.0124 |
1.3% |
0.0052 |
0.6% |
77% |
False |
False |
233 |
10 |
0.9312 |
0.9120 |
0.0192 |
2.1% |
0.0050 |
0.5% |
85% |
False |
False |
217 |
20 |
0.9321 |
0.9120 |
0.0201 |
2.2% |
0.0051 |
0.5% |
82% |
False |
False |
175 |
40 |
0.9355 |
0.8900 |
0.0455 |
4.9% |
0.0052 |
0.6% |
84% |
False |
False |
139 |
60 |
0.9355 |
0.8813 |
0.0542 |
5.8% |
0.0037 |
0.4% |
87% |
False |
False |
93 |
80 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0030 |
0.3% |
91% |
False |
False |
70 |
100 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0024 |
0.3% |
91% |
False |
False |
56 |
120 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0020 |
0.2% |
91% |
False |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9449 |
2.618 |
0.9393 |
1.618 |
0.9359 |
1.000 |
0.9338 |
0.618 |
0.9325 |
HIGH |
0.9304 |
0.618 |
0.9291 |
0.500 |
0.9287 |
0.382 |
0.9283 |
LOW |
0.9270 |
0.618 |
0.9249 |
1.000 |
0.9236 |
1.618 |
0.9215 |
2.618 |
0.9181 |
4.250 |
0.9126 |
|
|
Fisher Pivots for day following 12-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9287 |
0.9281 |
PP |
0.9286 |
0.9278 |
S1 |
0.9285 |
0.9275 |
|