CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9256 |
0.9167 |
-0.0089 |
-1.0% |
0.9282 |
| High |
0.9259 |
0.9179 |
-0.0080 |
-0.9% |
0.9328 |
| Low |
0.9166 |
0.9136 |
-0.0030 |
-0.3% |
0.9250 |
| Close |
0.9181 |
0.9162 |
-0.0019 |
-0.2% |
0.9289 |
| Range |
0.0093 |
0.0043 |
-0.0050 |
-53.8% |
0.0078 |
| ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
340 |
1,352 |
1,012 |
297.6% |
1,724 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9288 |
0.9268 |
0.9186 |
|
| R3 |
0.9245 |
0.9225 |
0.9174 |
|
| R2 |
0.9202 |
0.9202 |
0.9170 |
|
| R1 |
0.9182 |
0.9182 |
0.9166 |
0.9171 |
| PP |
0.9159 |
0.9159 |
0.9159 |
0.9153 |
| S1 |
0.9139 |
0.9139 |
0.9158 |
0.9128 |
| S2 |
0.9116 |
0.9116 |
0.9154 |
|
| S3 |
0.9073 |
0.9096 |
0.9150 |
|
| S4 |
0.9030 |
0.9053 |
0.9138 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9523 |
0.9484 |
0.9332 |
|
| R3 |
0.9445 |
0.9406 |
0.9310 |
|
| R2 |
0.9367 |
0.9367 |
0.9303 |
|
| R1 |
0.9328 |
0.9328 |
0.9296 |
0.9348 |
| PP |
0.9289 |
0.9289 |
0.9289 |
0.9299 |
| S1 |
0.9250 |
0.9250 |
0.9282 |
0.9270 |
| S2 |
0.9211 |
0.9211 |
0.9275 |
|
| S3 |
0.9133 |
0.9172 |
0.9268 |
|
| S4 |
0.9055 |
0.9094 |
0.9246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9314 |
0.9136 |
0.0178 |
1.9% |
0.0054 |
0.6% |
15% |
False |
True |
615 |
| 10 |
0.9328 |
0.9136 |
0.0192 |
2.1% |
0.0050 |
0.5% |
14% |
False |
True |
411 |
| 20 |
0.9328 |
0.9120 |
0.0208 |
2.3% |
0.0051 |
0.6% |
20% |
False |
False |
304 |
| 40 |
0.9355 |
0.9049 |
0.0306 |
3.3% |
0.0053 |
0.6% |
37% |
False |
False |
220 |
| 60 |
0.9355 |
0.8813 |
0.0542 |
5.9% |
0.0043 |
0.5% |
64% |
False |
False |
149 |
| 80 |
0.9355 |
0.8615 |
0.0740 |
8.1% |
0.0034 |
0.4% |
74% |
False |
False |
112 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0028 |
0.3% |
75% |
False |
False |
90 |
| 120 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0023 |
0.3% |
75% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9362 |
|
2.618 |
0.9292 |
|
1.618 |
0.9249 |
|
1.000 |
0.9222 |
|
0.618 |
0.9206 |
|
HIGH |
0.9179 |
|
0.618 |
0.9163 |
|
0.500 |
0.9158 |
|
0.382 |
0.9152 |
|
LOW |
0.9136 |
|
0.618 |
0.9109 |
|
1.000 |
0.9093 |
|
1.618 |
0.9066 |
|
2.618 |
0.9023 |
|
4.250 |
0.8953 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9161 |
0.9214 |
| PP |
0.9159 |
0.9196 |
| S1 |
0.9158 |
0.9179 |
|