CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 28-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9162 |
0.9190 |
0.0028 |
0.3% |
0.9291 |
High |
0.9210 |
0.9200 |
-0.0010 |
-0.1% |
0.9291 |
Low |
0.9161 |
0.9145 |
-0.0016 |
-0.2% |
0.9136 |
Close |
0.9189 |
0.9155 |
-0.0034 |
-0.4% |
0.9166 |
Range |
0.0049 |
0.0055 |
0.0006 |
12.2% |
0.0155 |
ATR |
0.0052 |
0.0052 |
0.0000 |
0.5% |
0.0000 |
Volume |
386 |
883 |
497 |
128.8% |
4,498 |
|
Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9332 |
0.9298 |
0.9185 |
|
R3 |
0.9277 |
0.9243 |
0.9170 |
|
R2 |
0.9222 |
0.9222 |
0.9165 |
|
R1 |
0.9188 |
0.9188 |
0.9160 |
0.9178 |
PP |
0.9167 |
0.9167 |
0.9167 |
0.9161 |
S1 |
0.9133 |
0.9133 |
0.9150 |
0.9123 |
S2 |
0.9112 |
0.9112 |
0.9145 |
|
S3 |
0.9057 |
0.9078 |
0.9140 |
|
S4 |
0.9002 |
0.9023 |
0.9125 |
|
|
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 |
0.9210 |
0.9136 |
0.0074 |
0.8% |
0.0048 |
0.5% |
26% |
False |
False |
1,058 |
10 |
0.9328 |
0.9136 |
0.0192 |
2.1% |
0.0052 |
0.6% |
10% |
False |
False |
723 |
20 |
0.9328 |
0.9120 |
0.0208 |
2.3% |
0.0051 |
0.6% |
17% |
False |
False |
466 |
40 |
0.9355 |
0.9107 |
0.0248 |
2.7% |
0.0052 |
0.6% |
19% |
False |
False |
306 |
60 |
0.9355 |
0.8827 |
0.0528 |
5.8% |
0.0046 |
0.5% |
62% |
False |
False |
215 |
80 |
0.9355 |
0.8625 |
0.0730 |
8.0% |
0.0036 |
0.4% |
73% |
False |
False |
162 |
100 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0029 |
0.3% |
74% |
False |
False |
129 |
120 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0025 |
0.3% |
74% |
False |
False |
108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9434 |
2.618 |
0.9344 |
1.618 |
0.9289 |
1.000 |
0.9255 |
0.618 |
0.9234 |
HIGH |
0.9200 |
0.618 |
0.9179 |
0.500 |
0.9173 |
0.382 |
0.9166 |
LOW |
0.9145 |
0.618 |
0.9111 |
1.000 |
0.9090 |
1.618 |
0.9056 |
2.618 |
0.9001 |
4.250 |
0.8911 |
|
|
Fisher Pivots for day following 28-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9173 |
0.9177 |
PP |
0.9167 |
0.9169 |
S1 |
0.9161 |
0.9162 |
|