CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 29-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9095 |
0.9155 |
0.0060 |
0.7% |
0.9230 |
High |
0.9098 |
0.9164 |
0.0066 |
0.7% |
0.9230 |
Low |
0.9095 |
0.9155 |
0.0060 |
0.7% |
0.9087 |
Close |
0.9098 |
0.9164 |
0.0066 |
0.7% |
0.9109 |
Range |
0.0003 |
0.0009 |
0.0006 |
200.0% |
0.0143 |
ATR |
0.0032 |
0.0035 |
0.0002 |
7.4% |
0.0000 |
Volume |
7 |
1 |
-6 |
-85.7% |
23 |
|
Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9188 |
0.9185 |
0.9169 |
|
R3 |
0.9179 |
0.9176 |
0.9166 |
|
R2 |
0.9170 |
0.9170 |
0.9166 |
|
R1 |
0.9167 |
0.9167 |
0.9165 |
0.9169 |
PP |
0.9161 |
0.9161 |
0.9161 |
0.9162 |
S1 |
0.9158 |
0.9158 |
0.9163 |
0.9160 |
S2 |
0.9152 |
0.9152 |
0.9162 |
|
S3 |
0.9143 |
0.9149 |
0.9162 |
|
S4 |
0.9134 |
0.9140 |
0.9159 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9571 |
0.9483 |
0.9188 |
|
R3 |
0.9428 |
0.9340 |
0.9148 |
|
R2 |
0.9285 |
0.9285 |
0.9135 |
|
R1 |
0.9197 |
0.9197 |
0.9122 |
0.9170 |
PP |
0.9142 |
0.9142 |
0.9142 |
0.9128 |
S1 |
0.9054 |
0.9054 |
0.9096 |
0.9027 |
S2 |
0.8999 |
0.8999 |
0.9083 |
|
S3 |
0.8856 |
0.8911 |
0.9070 |
|
S4 |
0.8713 |
0.8768 |
0.9030 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9164 |
0.9089 |
0.0075 |
0.8% |
0.0014 |
0.1% |
100% |
True |
False |
5 |
10 |
0.9230 |
0.9087 |
0.0143 |
1.6% |
0.0019 |
0.2% |
54% |
False |
False |
4 |
20 |
0.9241 |
0.9087 |
0.0154 |
1.7% |
0.0013 |
0.1% |
50% |
False |
False |
4 |
40 |
0.9284 |
0.9061 |
0.0223 |
2.4% |
0.0011 |
0.1% |
46% |
False |
False |
3 |
60 |
0.9284 |
0.8802 |
0.0482 |
5.3% |
0.0008 |
0.1% |
75% |
False |
False |
2 |
80 |
0.9284 |
0.8600 |
0.0684 |
7.5% |
0.0009 |
0.1% |
82% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9202 |
2.618 |
0.9188 |
1.618 |
0.9179 |
1.000 |
0.9173 |
0.618 |
0.9170 |
HIGH |
0.9164 |
0.618 |
0.9161 |
0.500 |
0.9160 |
0.382 |
0.9158 |
LOW |
0.9155 |
0.618 |
0.9149 |
1.000 |
0.9146 |
1.618 |
0.9140 |
2.618 |
0.9131 |
4.250 |
0.9117 |
|
|
Fisher Pivots for day following 29-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9163 |
0.9153 |
PP |
0.9161 |
0.9141 |
S1 |
0.9160 |
0.9130 |
|