CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9173 |
0.9155 |
-0.0018 |
-0.2% |
0.9291 |
| High |
0.9202 |
0.9177 |
-0.0025 |
-0.3% |
0.9291 |
| Low |
0.9143 |
0.9143 |
0.0000 |
0.0% |
0.9136 |
| Close |
0.9146 |
0.9166 |
0.0020 |
0.2% |
0.9166 |
| Range |
0.0059 |
0.0034 |
-0.0025 |
-42.4% |
0.0155 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
1,670 |
1,001 |
-669 |
-40.1% |
4,498 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9264 |
0.9249 |
0.9185 |
|
| R3 |
0.9230 |
0.9215 |
0.9175 |
|
| R2 |
0.9196 |
0.9196 |
0.9172 |
|
| R1 |
0.9181 |
0.9181 |
0.9169 |
0.9189 |
| PP |
0.9162 |
0.9162 |
0.9162 |
0.9166 |
| S1 |
0.9147 |
0.9147 |
0.9163 |
0.9155 |
| S2 |
0.9128 |
0.9128 |
0.9160 |
|
| S3 |
0.9094 |
0.9113 |
0.9157 |
|
| S4 |
0.9060 |
0.9079 |
0.9147 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9663 |
0.9569 |
0.9251 |
|
| R3 |
0.9508 |
0.9414 |
0.9209 |
|
| R2 |
0.9353 |
0.9353 |
0.9194 |
|
| R1 |
0.9259 |
0.9259 |
0.9180 |
0.9229 |
| PP |
0.9198 |
0.9198 |
0.9198 |
0.9182 |
| S1 |
0.9104 |
0.9104 |
0.9152 |
0.9074 |
| S2 |
0.9043 |
0.9043 |
0.9138 |
|
| S3 |
0.8888 |
0.8949 |
0.9123 |
|
| S4 |
0.8733 |
0.8794 |
0.9081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9291 |
0.9136 |
0.0155 |
1.7% |
0.0054 |
0.6% |
19% |
False |
False |
899 |
| 10 |
0.9328 |
0.9136 |
0.0192 |
2.1% |
0.0049 |
0.5% |
16% |
False |
False |
622 |
| 20 |
0.9328 |
0.9120 |
0.0208 |
2.3% |
0.0051 |
0.6% |
22% |
False |
False |
421 |
| 40 |
0.9355 |
0.9107 |
0.0248 |
2.7% |
0.0052 |
0.6% |
24% |
False |
False |
281 |
| 60 |
0.9355 |
0.8813 |
0.0542 |
5.9% |
0.0045 |
0.5% |
65% |
False |
False |
194 |
| 80 |
0.9355 |
0.8615 |
0.0740 |
8.1% |
0.0035 |
0.4% |
74% |
False |
False |
146 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0028 |
0.3% |
76% |
False |
False |
117 |
| 120 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0024 |
0.3% |
76% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9322 |
|
2.618 |
0.9266 |
|
1.618 |
0.9232 |
|
1.000 |
0.9211 |
|
0.618 |
0.9198 |
|
HIGH |
0.9177 |
|
0.618 |
0.9164 |
|
0.500 |
0.9160 |
|
0.382 |
0.9156 |
|
LOW |
0.9143 |
|
0.618 |
0.9122 |
|
1.000 |
0.9109 |
|
1.618 |
0.9088 |
|
2.618 |
0.9054 |
|
4.250 |
0.8999 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9164 |
0.9169 |
| PP |
0.9162 |
0.9168 |
| S1 |
0.9160 |
0.9167 |
|