CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 14-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9276 |
0.9279 |
0.0003 |
0.0% |
0.9194 |
High |
0.9301 |
0.9328 |
0.0027 |
0.3% |
0.9312 |
Low |
0.9254 |
0.9278 |
0.0024 |
0.3% |
0.9176 |
Close |
0.9278 |
0.9300 |
0.0022 |
0.2% |
0.9274 |
Range |
0.0047 |
0.0050 |
0.0003 |
6.4% |
0.0136 |
ATR |
0.0052 |
0.0052 |
0.0000 |
-0.3% |
0.0000 |
Volume |
95 |
219 |
124 |
130.5% |
1,380 |
|
Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9452 |
0.9426 |
0.9328 |
|
R3 |
0.9402 |
0.9376 |
0.9314 |
|
R2 |
0.9352 |
0.9352 |
0.9309 |
|
R1 |
0.9326 |
0.9326 |
0.9305 |
0.9339 |
PP |
0.9302 |
0.9302 |
0.9302 |
0.9309 |
S1 |
0.9276 |
0.9276 |
0.9295 |
0.9289 |
S2 |
0.9252 |
0.9252 |
0.9291 |
|
S3 |
0.9202 |
0.9226 |
0.9286 |
|
S4 |
0.9152 |
0.9176 |
0.9273 |
|
|
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 |
0.9328 |
0.9237 |
0.0091 |
1.0% |
0.0046 |
0.5% |
69% |
True |
False |
207 |
10 |
0.9328 |
0.9120 |
0.0208 |
2.2% |
0.0051 |
0.5% |
87% |
True |
False |
220 |
20 |
0.9328 |
0.9120 |
0.0208 |
2.2% |
0.0050 |
0.5% |
87% |
True |
False |
184 |
40 |
0.9355 |
0.8900 |
0.0455 |
4.9% |
0.0053 |
0.6% |
88% |
False |
False |
147 |
60 |
0.9355 |
0.8813 |
0.0542 |
5.8% |
0.0039 |
0.4% |
90% |
False |
False |
98 |
80 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0031 |
0.3% |
93% |
False |
False |
74 |
100 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0025 |
0.3% |
93% |
False |
False |
59 |
120 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0021 |
0.2% |
93% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9541 |
2.618 |
0.9459 |
1.618 |
0.9409 |
1.000 |
0.9378 |
0.618 |
0.9359 |
HIGH |
0.9328 |
0.618 |
0.9309 |
0.500 |
0.9303 |
0.382 |
0.9297 |
LOW |
0.9278 |
0.618 |
0.9247 |
1.000 |
0.9228 |
1.618 |
0.9197 |
2.618 |
0.9147 |
4.250 |
0.9066 |
|
|
Fisher Pivots for day following 14-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9303 |
0.9297 |
PP |
0.9302 |
0.9294 |
S1 |
0.9301 |
0.9291 |
|