CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 22-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9095 |
0.9105 |
0.0010 |
0.1% |
0.9226 |
High |
0.9104 |
0.9140 |
0.0036 |
0.4% |
0.9241 |
Low |
0.9087 |
0.9089 |
0.0002 |
0.0% |
0.9220 |
Close |
0.9104 |
0.9089 |
-0.0015 |
-0.2% |
0.9230 |
Range |
0.0017 |
0.0051 |
0.0034 |
200.0% |
0.0021 |
ATR |
0.0032 |
0.0034 |
0.0001 |
4.2% |
0.0000 |
Volume |
6 |
3 |
-3 |
-50.0% |
9 |
|
Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9259 |
0.9225 |
0.9117 |
|
R3 |
0.9208 |
0.9174 |
0.9103 |
|
R2 |
0.9157 |
0.9157 |
0.9098 |
|
R1 |
0.9123 |
0.9123 |
0.9094 |
0.9115 |
PP |
0.9106 |
0.9106 |
0.9106 |
0.9102 |
S1 |
0.9072 |
0.9072 |
0.9084 |
0.9064 |
S2 |
0.9055 |
0.9055 |
0.9080 |
|
S3 |
0.9004 |
0.9021 |
0.9075 |
|
S4 |
0.8953 |
0.8970 |
0.9061 |
|
|
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% |
0.0035 |
0.4% |
1% |
False |
False |
3 |
10 |
0.9241 |
0.9087 |
0.0154 |
1.7% |
0.0019 |
0.2% |
1% |
False |
False |
2 |
20 |
0.9241 |
0.9087 |
0.0154 |
1.7% |
0.0014 |
0.1% |
1% |
False |
False |
3 |
40 |
0.9284 |
0.9061 |
0.0223 |
2.5% |
0.0011 |
0.1% |
13% |
False |
False |
2 |
60 |
0.9284 |
0.8750 |
0.0534 |
5.9% |
0.0008 |
0.1% |
63% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9357 |
2.618 |
0.9274 |
1.618 |
0.9223 |
1.000 |
0.9191 |
0.618 |
0.9172 |
HIGH |
0.9140 |
0.618 |
0.9121 |
0.500 |
0.9115 |
0.382 |
0.9108 |
LOW |
0.9089 |
0.618 |
0.9057 |
1.000 |
0.9038 |
1.618 |
0.9006 |
2.618 |
0.8955 |
4.250 |
0.8872 |
|
|
Fisher Pivots for day following 22-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9115 |
0.9134 |
PP |
0.9106 |
0.9119 |
S1 |
0.9098 |
0.9104 |
|