CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9282 |
0.9276 |
-0.0006 |
-0.1% |
0.9194 |
High |
0.9304 |
0.9301 |
-0.0003 |
0.0% |
0.9312 |
Low |
0.9270 |
0.9254 |
-0.0016 |
-0.2% |
0.9176 |
Close |
0.9284 |
0.9278 |
-0.0006 |
-0.1% |
0.9274 |
Range |
0.0034 |
0.0047 |
0.0013 |
38.2% |
0.0136 |
ATR |
0.0052 |
0.0052 |
0.0000 |
-0.7% |
0.0000 |
Volume |
161 |
95 |
-66 |
-41.0% |
1,380 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9419 |
0.9395 |
0.9304 |
|
R3 |
0.9372 |
0.9348 |
0.9291 |
|
R2 |
0.9325 |
0.9325 |
0.9287 |
|
R1 |
0.9301 |
0.9301 |
0.9282 |
0.9313 |
PP |
0.9278 |
0.9278 |
0.9278 |
0.9284 |
S1 |
0.9254 |
0.9254 |
0.9274 |
0.9266 |
S2 |
0.9231 |
0.9231 |
0.9269 |
|
S3 |
0.9184 |
0.9207 |
0.9265 |
|
S4 |
0.9137 |
0.9160 |
0.9252 |
|
|
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 |
0.9237 |
0.0075 |
0.8% |
0.0042 |
0.5% |
55% |
False |
False |
224 |
10 |
0.9312 |
0.9120 |
0.0192 |
2.1% |
0.0050 |
0.5% |
82% |
False |
False |
210 |
20 |
0.9321 |
0.9120 |
0.0201 |
2.2% |
0.0051 |
0.6% |
79% |
False |
False |
177 |
40 |
0.9355 |
0.8900 |
0.0455 |
4.9% |
0.0052 |
0.6% |
83% |
False |
False |
141 |
60 |
0.9355 |
0.8813 |
0.0542 |
5.8% |
0.0038 |
0.4% |
86% |
False |
False |
95 |
80 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0030 |
0.3% |
90% |
False |
False |
71 |
100 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0025 |
0.3% |
90% |
False |
False |
57 |
120 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0021 |
0.2% |
90% |
False |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9501 |
2.618 |
0.9424 |
1.618 |
0.9377 |
1.000 |
0.9348 |
0.618 |
0.9330 |
HIGH |
0.9301 |
0.618 |
0.9283 |
0.500 |
0.9278 |
0.382 |
0.9272 |
LOW |
0.9254 |
0.618 |
0.9225 |
1.000 |
0.9207 |
1.618 |
0.9178 |
2.618 |
0.9131 |
4.250 |
0.9054 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9278 |
0.9279 |
PP |
0.9278 |
0.9279 |
S1 |
0.9278 |
0.9278 |
|