CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9180 |
0.9095 |
-0.0085 |
-0.9% |
0.9226 |
| High |
0.9180 |
0.9104 |
-0.0076 |
-0.8% |
0.9241 |
| Low |
0.9110 |
0.9087 |
-0.0023 |
-0.3% |
0.9220 |
| Close |
0.9122 |
0.9104 |
-0.0018 |
-0.2% |
0.9230 |
| Range |
0.0070 |
0.0017 |
-0.0053 |
-75.7% |
0.0021 |
| ATR |
0.0032 |
0.0032 |
0.0000 |
0.7% |
0.0000 |
| Volume |
3 |
6 |
3 |
100.0% |
9 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9149 |
0.9144 |
0.9113 |
|
| R3 |
0.9132 |
0.9127 |
0.9109 |
|
| R2 |
0.9115 |
0.9115 |
0.9107 |
|
| R1 |
0.9110 |
0.9110 |
0.9106 |
0.9113 |
| PP |
0.9098 |
0.9098 |
0.9098 |
0.9100 |
| S1 |
0.9093 |
0.9093 |
0.9102 |
0.9096 |
| S2 |
0.9081 |
0.9081 |
0.9101 |
|
| S3 |
0.9064 |
0.9076 |
0.9099 |
|
| S4 |
0.9047 |
0.9059 |
0.9095 |
|
|
| 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 |
0.9230 |
0.9087 |
0.0143 |
1.6% |
0.0025 |
0.3% |
12% |
False |
True |
3 |
| 10 |
0.9241 |
0.9087 |
0.0154 |
1.7% |
0.0014 |
0.2% |
11% |
False |
True |
2 |
| 20 |
0.9241 |
0.9087 |
0.0154 |
1.7% |
0.0012 |
0.1% |
11% |
False |
True |
3 |
| 40 |
0.9284 |
0.9061 |
0.0223 |
2.4% |
0.0009 |
0.1% |
19% |
False |
False |
2 |
| 60 |
0.9284 |
0.8750 |
0.0534 |
5.9% |
0.0007 |
0.1% |
66% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9176 |
|
2.618 |
0.9149 |
|
1.618 |
0.9132 |
|
1.000 |
0.9121 |
|
0.618 |
0.9115 |
|
HIGH |
0.9104 |
|
0.618 |
0.9098 |
|
0.500 |
0.9096 |
|
0.382 |
0.9093 |
|
LOW |
0.9087 |
|
0.618 |
0.9076 |
|
1.000 |
0.9070 |
|
1.618 |
0.9059 |
|
2.618 |
0.9042 |
|
4.250 |
0.9015 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9101 |
0.9159 |
| PP |
0.9098 |
0.9140 |
| S1 |
0.9096 |
0.9122 |
|