CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 20-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9230 |
0.9180 |
-0.0050 |
-0.5% |
0.9226 |
High |
0.9230 |
0.9180 |
-0.0050 |
-0.5% |
0.9241 |
Low |
0.9194 |
0.9110 |
-0.0084 |
-0.9% |
0.9220 |
Close |
0.9194 |
0.9122 |
-0.0072 |
-0.8% |
0.9230 |
Range |
0.0036 |
0.0070 |
0.0034 |
94.4% |
0.0021 |
ATR |
0.0028 |
0.0032 |
0.0004 |
14.3% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
9 |
|
Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9347 |
0.9305 |
0.9161 |
|
R3 |
0.9277 |
0.9235 |
0.9141 |
|
R2 |
0.9207 |
0.9207 |
0.9135 |
|
R1 |
0.9165 |
0.9165 |
0.9128 |
0.9151 |
PP |
0.9137 |
0.9137 |
0.9137 |
0.9131 |
S1 |
0.9095 |
0.9095 |
0.9116 |
0.9081 |
S2 |
0.9067 |
0.9067 |
0.9109 |
|
S3 |
0.8997 |
0.9025 |
0.9103 |
|
S4 |
0.8927 |
0.8955 |
0.9084 |
|
|
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 |
0.9110 |
0.0131 |
1.4% |
0.0022 |
0.2% |
9% |
False |
True |
2 |
10 |
0.9241 |
0.9110 |
0.0131 |
1.4% |
0.0013 |
0.1% |
9% |
False |
True |
2 |
20 |
0.9241 |
0.9105 |
0.0136 |
1.5% |
0.0011 |
0.1% |
13% |
False |
False |
3 |
40 |
0.9284 |
0.8993 |
0.0291 |
3.2% |
0.0009 |
0.1% |
44% |
False |
False |
2 |
60 |
0.9284 |
0.8750 |
0.0534 |
5.9% |
0.0007 |
0.1% |
70% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9478 |
2.618 |
0.9363 |
1.618 |
0.9293 |
1.000 |
0.9250 |
0.618 |
0.9223 |
HIGH |
0.9180 |
0.618 |
0.9153 |
0.500 |
0.9145 |
0.382 |
0.9137 |
LOW |
0.9110 |
0.618 |
0.9067 |
1.000 |
0.9040 |
1.618 |
0.8997 |
2.618 |
0.8927 |
4.250 |
0.8813 |
|
|
Fisher Pivots for day following 20-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9145 |
0.9170 |
PP |
0.9137 |
0.9154 |
S1 |
0.9130 |
0.9138 |
|