CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 06-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9137 |
0.9200 |
0.0063 |
0.7% |
0.9108 |
High |
0.9137 |
0.9219 |
0.0082 |
0.9% |
0.9152 |
Low |
0.9137 |
0.9200 |
0.0063 |
0.7% |
0.9105 |
Close |
0.9137 |
0.9215 |
0.0078 |
0.9% |
0.9125 |
Range |
0.0000 |
0.0019 |
0.0019 |
|
0.0047 |
ATR |
0.0031 |
0.0034 |
0.0004 |
11.9% |
0.0000 |
Volume |
9 |
9 |
0 |
0.0% |
21 |
|
Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9268 |
0.9261 |
0.9225 |
|
R3 |
0.9249 |
0.9242 |
0.9220 |
|
R2 |
0.9230 |
0.9230 |
0.9218 |
|
R1 |
0.9223 |
0.9223 |
0.9217 |
0.9227 |
PP |
0.9211 |
0.9211 |
0.9211 |
0.9213 |
S1 |
0.9204 |
0.9204 |
0.9213 |
0.9208 |
S2 |
0.9192 |
0.9192 |
0.9212 |
|
S3 |
0.9173 |
0.9185 |
0.9210 |
|
S4 |
0.9154 |
0.9166 |
0.9205 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9268 |
0.9244 |
0.9151 |
|
R3 |
0.9221 |
0.9197 |
0.9138 |
|
R2 |
0.9174 |
0.9174 |
0.9134 |
|
R1 |
0.9150 |
0.9150 |
0.9129 |
0.9162 |
PP |
0.9127 |
0.9127 |
0.9127 |
0.9134 |
S1 |
0.9103 |
0.9103 |
0.9121 |
0.9115 |
S2 |
0.9080 |
0.9080 |
0.9116 |
|
S3 |
0.9033 |
0.9056 |
0.9112 |
|
S4 |
0.8986 |
0.9009 |
0.9099 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9219 |
0.9105 |
0.0114 |
1.2% |
0.0014 |
0.2% |
96% |
True |
False |
7 |
10 |
0.9219 |
0.9105 |
0.0114 |
1.2% |
0.0010 |
0.1% |
96% |
True |
False |
4 |
20 |
0.9284 |
0.9105 |
0.0179 |
1.9% |
0.0010 |
0.1% |
61% |
False |
False |
3 |
40 |
0.9284 |
0.8802 |
0.0482 |
5.2% |
0.0007 |
0.1% |
86% |
False |
False |
2 |
60 |
0.9284 |
0.8750 |
0.0534 |
5.8% |
0.0006 |
0.1% |
87% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9300 |
2.618 |
0.9269 |
1.618 |
0.9250 |
1.000 |
0.9238 |
0.618 |
0.9231 |
HIGH |
0.9219 |
0.618 |
0.9212 |
0.500 |
0.9210 |
0.382 |
0.9207 |
LOW |
0.9200 |
0.618 |
0.9188 |
1.000 |
0.9181 |
1.618 |
0.9169 |
2.618 |
0.9150 |
4.250 |
0.9119 |
|
|
Fisher Pivots for day following 06-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9213 |
0.9197 |
PP |
0.9211 |
0.9180 |
S1 |
0.9210 |
0.9162 |
|