CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9168 |
0.9242 |
0.0074 |
0.8% |
0.9162 |
| High |
0.9242 |
0.9261 |
0.0019 |
0.2% |
0.9261 |
| Low |
0.9144 |
0.9221 |
0.0077 |
0.8% |
0.9144 |
| Close |
0.9221 |
0.9237 |
0.0016 |
0.2% |
0.9237 |
| Range |
0.0098 |
0.0040 |
-0.0058 |
-59.2% |
0.0117 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
1,702 |
1,261 |
-441 |
-25.9% |
4,232 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9360 |
0.9338 |
0.9259 |
|
| R3 |
0.9320 |
0.9298 |
0.9248 |
|
| R2 |
0.9280 |
0.9280 |
0.9244 |
|
| R1 |
0.9258 |
0.9258 |
0.9241 |
0.9249 |
| PP |
0.9240 |
0.9240 |
0.9240 |
0.9235 |
| S1 |
0.9218 |
0.9218 |
0.9233 |
0.9209 |
| S2 |
0.9200 |
0.9200 |
0.9230 |
|
| S3 |
0.9160 |
0.9178 |
0.9226 |
|
| S4 |
0.9120 |
0.9138 |
0.9215 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9565 |
0.9518 |
0.9301 |
|
| R3 |
0.9448 |
0.9401 |
0.9269 |
|
| R2 |
0.9331 |
0.9331 |
0.9258 |
|
| R1 |
0.9284 |
0.9284 |
0.9248 |
0.9308 |
| PP |
0.9214 |
0.9214 |
0.9214 |
0.9226 |
| S1 |
0.9167 |
0.9167 |
0.9226 |
0.9191 |
| S2 |
0.9097 |
0.9097 |
0.9216 |
|
| S3 |
0.8980 |
0.9050 |
0.9205 |
|
| S4 |
0.8863 |
0.8933 |
0.9173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9261 |
0.9143 |
0.0118 |
1.3% |
0.0055 |
0.6% |
80% |
True |
False |
1,046 |
| 10 |
0.9291 |
0.9136 |
0.0155 |
1.7% |
0.0054 |
0.6% |
65% |
False |
False |
938 |
| 20 |
0.9328 |
0.9120 |
0.0208 |
2.3% |
0.0053 |
0.6% |
56% |
False |
False |
598 |
| 40 |
0.9355 |
0.9107 |
0.0248 |
2.7% |
0.0053 |
0.6% |
52% |
False |
False |
375 |
| 60 |
0.9355 |
0.8857 |
0.0498 |
5.4% |
0.0049 |
0.5% |
76% |
False |
False |
264 |
| 80 |
0.9355 |
0.8776 |
0.0579 |
6.3% |
0.0037 |
0.4% |
80% |
False |
False |
199 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0031 |
0.3% |
85% |
False |
False |
159 |
| 120 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0026 |
0.3% |
85% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9431 |
|
2.618 |
0.9366 |
|
1.618 |
0.9326 |
|
1.000 |
0.9301 |
|
0.618 |
0.9286 |
|
HIGH |
0.9261 |
|
0.618 |
0.9246 |
|
0.500 |
0.9241 |
|
0.382 |
0.9236 |
|
LOW |
0.9221 |
|
0.618 |
0.9196 |
|
1.000 |
0.9181 |
|
1.618 |
0.9156 |
|
2.618 |
0.9116 |
|
4.250 |
0.9051 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9241 |
0.9226 |
| PP |
0.9240 |
0.9214 |
| S1 |
0.9238 |
0.9203 |
|