CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9179 |
0.9133 |
-0.0046 |
-0.5% |
0.9132 |
| High |
0.9179 |
0.9133 |
-0.0046 |
-0.5% |
0.9179 |
| Low |
0.9179 |
0.9122 |
-0.0057 |
-0.6% |
0.9095 |
| Close |
0.9179 |
0.9122 |
-0.0057 |
-0.6% |
0.9179 |
| Range |
0.0000 |
0.0011 |
0.0011 |
|
0.0084 |
| ATR |
0.0033 |
0.0035 |
0.0002 |
5.0% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
17 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9159 |
0.9151 |
0.9128 |
|
| R3 |
0.9148 |
0.9140 |
0.9125 |
|
| R2 |
0.9137 |
0.9137 |
0.9124 |
|
| R1 |
0.9129 |
0.9129 |
0.9123 |
0.9128 |
| PP |
0.9126 |
0.9126 |
0.9126 |
0.9125 |
| S1 |
0.9118 |
0.9118 |
0.9121 |
0.9117 |
| S2 |
0.9115 |
0.9115 |
0.9120 |
|
| S3 |
0.9104 |
0.9107 |
0.9119 |
|
| S4 |
0.9093 |
0.9096 |
0.9116 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9403 |
0.9375 |
0.9225 |
|
| R3 |
0.9319 |
0.9291 |
0.9202 |
|
| R2 |
0.9235 |
0.9235 |
0.9194 |
|
| R1 |
0.9207 |
0.9207 |
0.9187 |
0.9221 |
| PP |
0.9151 |
0.9151 |
0.9151 |
0.9158 |
| S1 |
0.9123 |
0.9123 |
0.9171 |
0.9137 |
| S2 |
0.9067 |
0.9067 |
0.9164 |
|
| S3 |
0.8983 |
0.9039 |
0.9156 |
|
| S4 |
0.8899 |
0.8955 |
0.9133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9179 |
0.9095 |
0.0084 |
0.9% |
0.0006 |
0.1% |
32% |
False |
False |
3 |
| 10 |
0.9230 |
0.9087 |
0.0143 |
1.6% |
0.0020 |
0.2% |
24% |
False |
False |
4 |
| 20 |
0.9241 |
0.9087 |
0.0154 |
1.7% |
0.0012 |
0.1% |
23% |
False |
False |
3 |
| 40 |
0.9284 |
0.9087 |
0.0197 |
2.2% |
0.0010 |
0.1% |
18% |
False |
False |
3 |
| 60 |
0.9284 |
0.8802 |
0.0482 |
5.3% |
0.0008 |
0.1% |
66% |
False |
False |
2 |
| 80 |
0.9284 |
0.8750 |
0.0534 |
5.9% |
0.0007 |
0.1% |
70% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9180 |
|
2.618 |
0.9162 |
|
1.618 |
0.9151 |
|
1.000 |
0.9144 |
|
0.618 |
0.9140 |
|
HIGH |
0.9133 |
|
0.618 |
0.9129 |
|
0.500 |
0.9128 |
|
0.382 |
0.9126 |
|
LOW |
0.9122 |
|
0.618 |
0.9115 |
|
1.000 |
0.9111 |
|
1.618 |
0.9104 |
|
2.618 |
0.9093 |
|
4.250 |
0.9075 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9128 |
0.9151 |
| PP |
0.9126 |
0.9141 |
| S1 |
0.9124 |
0.9132 |
|