CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 19-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9230 |
0.9230 |
0.0000 |
0.0% |
0.9226 |
High |
0.9230 |
0.9230 |
0.0000 |
0.0% |
0.9241 |
Low |
0.9230 |
0.9194 |
-0.0036 |
-0.4% |
0.9220 |
Close |
0.9230 |
0.9194 |
-0.0036 |
-0.4% |
0.9230 |
Range |
0.0000 |
0.0036 |
0.0036 |
|
0.0021 |
ATR |
0.0027 |
0.0028 |
0.0001 |
2.3% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
9 |
|
Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9314 |
0.9290 |
0.9214 |
|
R3 |
0.9278 |
0.9254 |
0.9204 |
|
R2 |
0.9242 |
0.9242 |
0.9201 |
|
R1 |
0.9218 |
0.9218 |
0.9197 |
0.9212 |
PP |
0.9206 |
0.9206 |
0.9206 |
0.9203 |
S1 |
0.9182 |
0.9182 |
0.9191 |
0.9176 |
S2 |
0.9170 |
0.9170 |
0.9187 |
|
S3 |
0.9134 |
0.9146 |
0.9184 |
|
S4 |
0.9098 |
0.9110 |
0.9174 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9293 |
0.9283 |
0.9242 |
|
R3 |
0.9272 |
0.9262 |
0.9236 |
|
R2 |
0.9251 |
0.9251 |
0.9234 |
|
R1 |
0.9241 |
0.9241 |
0.9232 |
0.9246 |
PP |
0.9230 |
0.9230 |
0.9230 |
0.9233 |
S1 |
0.9220 |
0.9220 |
0.9228 |
0.9225 |
S2 |
0.9209 |
0.9209 |
0.9226 |
|
S3 |
0.9188 |
0.9199 |
0.9224 |
|
S4 |
0.9167 |
0.9178 |
0.9218 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9241 |
0.9194 |
0.0047 |
0.5% |
0.0011 |
0.1% |
0% |
False |
True |
2 |
10 |
0.9241 |
0.9194 |
0.0047 |
0.5% |
0.0008 |
0.1% |
0% |
False |
True |
2 |
20 |
0.9241 |
0.9105 |
0.0136 |
1.5% |
0.0008 |
0.1% |
65% |
False |
False |
3 |
40 |
0.9284 |
0.8964 |
0.0320 |
3.5% |
0.0008 |
0.1% |
72% |
False |
False |
2 |
60 |
0.9284 |
0.8750 |
0.0534 |
5.8% |
0.0006 |
0.1% |
83% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9383 |
2.618 |
0.9324 |
1.618 |
0.9288 |
1.000 |
0.9266 |
0.618 |
0.9252 |
HIGH |
0.9230 |
0.618 |
0.9216 |
0.500 |
0.9212 |
0.382 |
0.9208 |
LOW |
0.9194 |
0.618 |
0.9172 |
1.000 |
0.9158 |
1.618 |
0.9136 |
2.618 |
0.9100 |
4.250 |
0.9041 |
|
|
Fisher Pivots for day following 19-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9212 |
0.9212 |
PP |
0.9206 |
0.9206 |
S1 |
0.9200 |
0.9200 |
|