CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9226 |
0.9238 |
0.0012 |
0.1% |
0.9137 |
High |
0.9226 |
0.9238 |
0.0012 |
0.1% |
0.9236 |
Low |
0.9226 |
0.9220 |
-0.0006 |
-0.1% |
0.9137 |
Close |
0.9226 |
0.9220 |
-0.0006 |
-0.1% |
0.9216 |
Range |
0.0000 |
0.0018 |
0.0018 |
|
0.0099 |
ATR |
0.0031 |
0.0030 |
-0.0001 |
-3.0% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
24 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9280 |
0.9268 |
0.9230 |
|
R3 |
0.9262 |
0.9250 |
0.9225 |
|
R2 |
0.9244 |
0.9244 |
0.9223 |
|
R1 |
0.9232 |
0.9232 |
0.9222 |
0.9229 |
PP |
0.9226 |
0.9226 |
0.9226 |
0.9225 |
S1 |
0.9214 |
0.9214 |
0.9218 |
0.9211 |
S2 |
0.9208 |
0.9208 |
0.9217 |
|
S3 |
0.9190 |
0.9196 |
0.9215 |
|
S4 |
0.9172 |
0.9178 |
0.9210 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9493 |
0.9454 |
0.9270 |
|
R3 |
0.9394 |
0.9355 |
0.9243 |
|
R2 |
0.9295 |
0.9295 |
0.9234 |
|
R1 |
0.9256 |
0.9256 |
0.9225 |
0.9276 |
PP |
0.9196 |
0.9196 |
0.9196 |
0.9206 |
S1 |
0.9157 |
0.9157 |
0.9207 |
0.9177 |
S2 |
0.9097 |
0.9097 |
0.9198 |
|
S3 |
0.8998 |
0.9058 |
0.9189 |
|
S4 |
0.8899 |
0.8959 |
0.9162 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9238 |
0.9198 |
0.0040 |
0.4% |
0.0004 |
0.0% |
55% |
True |
False |
2 |
10 |
0.9238 |
0.9105 |
0.0133 |
1.4% |
0.0009 |
0.1% |
86% |
True |
False |
4 |
20 |
0.9238 |
0.9105 |
0.0133 |
1.4% |
0.0007 |
0.1% |
86% |
True |
False |
3 |
40 |
0.9284 |
0.8875 |
0.0409 |
4.4% |
0.0007 |
0.1% |
84% |
False |
False |
2 |
60 |
0.9284 |
0.8750 |
0.0534 |
5.8% |
0.0006 |
0.1% |
88% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9315 |
2.618 |
0.9285 |
1.618 |
0.9267 |
1.000 |
0.9256 |
0.618 |
0.9249 |
HIGH |
0.9238 |
0.618 |
0.9231 |
0.500 |
0.9229 |
0.382 |
0.9227 |
LOW |
0.9220 |
0.618 |
0.9209 |
1.000 |
0.9202 |
1.618 |
0.9191 |
2.618 |
0.9173 |
4.250 |
0.9144 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9229 |
0.9227 |
PP |
0.9226 |
0.9225 |
S1 |
0.9223 |
0.9222 |
|