CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 07-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9200 |
0.9198 |
-0.0002 |
0.0% |
0.9108 |
High |
0.9219 |
0.9198 |
-0.0021 |
-0.2% |
0.9152 |
Low |
0.9200 |
0.9198 |
-0.0002 |
0.0% |
0.9105 |
Close |
0.9215 |
0.9198 |
-0.0017 |
-0.2% |
0.9125 |
Range |
0.0019 |
0.0000 |
-0.0019 |
-100.0% |
0.0047 |
ATR |
0.0034 |
0.0033 |
-0.0001 |
-3.6% |
0.0000 |
Volume |
9 |
2 |
-7 |
-77.8% |
21 |
|
Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9198 |
0.9198 |
0.9198 |
|
R3 |
0.9198 |
0.9198 |
0.9198 |
|
R2 |
0.9198 |
0.9198 |
0.9198 |
|
R1 |
0.9198 |
0.9198 |
0.9198 |
0.9198 |
PP |
0.9198 |
0.9198 |
0.9198 |
0.9198 |
S1 |
0.9198 |
0.9198 |
0.9198 |
0.9198 |
S2 |
0.9198 |
0.9198 |
0.9198 |
|
S3 |
0.9198 |
0.9198 |
0.9198 |
|
S4 |
0.9198 |
0.9198 |
0.9198 |
|
|
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% |
0.0008 |
0.1% |
82% |
False |
False |
7 |
10 |
0.9219 |
0.9105 |
0.0114 |
1.2% |
0.0009 |
0.1% |
82% |
False |
False |
4 |
20 |
0.9284 |
0.9105 |
0.0179 |
1.9% |
0.0008 |
0.1% |
52% |
False |
False |
3 |
40 |
0.9284 |
0.8817 |
0.0467 |
5.1% |
0.0007 |
0.1% |
82% |
False |
False |
2 |
60 |
0.9284 |
0.8750 |
0.0534 |
5.8% |
0.0006 |
0.1% |
84% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9198 |
2.618 |
0.9198 |
1.618 |
0.9198 |
1.000 |
0.9198 |
0.618 |
0.9198 |
HIGH |
0.9198 |
0.618 |
0.9198 |
0.500 |
0.9198 |
0.382 |
0.9198 |
LOW |
0.9198 |
0.618 |
0.9198 |
1.000 |
0.9198 |
1.618 |
0.9198 |
2.618 |
0.9198 |
4.250 |
0.9198 |
|
|
Fisher Pivots for day following 07-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9198 |
0.9191 |
PP |
0.9198 |
0.9185 |
S1 |
0.9198 |
0.9178 |
|