CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 05-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9156 |
0.9216 |
0.0060 |
0.7% |
0.9132 |
High |
0.9156 |
0.9216 |
0.0060 |
0.7% |
0.9179 |
Low |
0.9145 |
0.9216 |
0.0071 |
0.8% |
0.9095 |
Close |
0.9154 |
0.9216 |
0.0062 |
0.7% |
0.9179 |
Range |
0.0011 |
0.0000 |
-0.0011 |
-100.0% |
0.0084 |
ATR |
0.0034 |
0.0036 |
0.0002 |
6.0% |
0.0000 |
Volume |
1 |
3 |
2 |
200.0% |
17 |
|
Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9216 |
0.9216 |
0.9216 |
|
R3 |
0.9216 |
0.9216 |
0.9216 |
|
R2 |
0.9216 |
0.9216 |
0.9216 |
|
R1 |
0.9216 |
0.9216 |
0.9216 |
0.9216 |
PP |
0.9216 |
0.9216 |
0.9216 |
0.9216 |
S1 |
0.9216 |
0.9216 |
0.9216 |
0.9216 |
S2 |
0.9216 |
0.9216 |
0.9216 |
|
S3 |
0.9216 |
0.9216 |
0.9216 |
|
S4 |
0.9216 |
0.9216 |
0.9216 |
|
|
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 |
0.9216 |
0.9122 |
0.0094 |
1.0% |
0.0008 |
0.1% |
100% |
True |
False |
1 |
10 |
0.9216 |
0.9089 |
0.0127 |
1.4% |
0.0011 |
0.1% |
100% |
True |
False |
3 |
20 |
0.9241 |
0.9087 |
0.0154 |
1.7% |
0.0012 |
0.1% |
84% |
False |
False |
3 |
40 |
0.9284 |
0.9087 |
0.0197 |
2.1% |
0.0010 |
0.1% |
65% |
False |
False |
3 |
60 |
0.9284 |
0.8817 |
0.0467 |
5.1% |
0.0009 |
0.1% |
85% |
False |
False |
2 |
80 |
0.9284 |
0.8750 |
0.0534 |
5.8% |
0.0008 |
0.1% |
87% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9216 |
2.618 |
0.9216 |
1.618 |
0.9216 |
1.000 |
0.9216 |
0.618 |
0.9216 |
HIGH |
0.9216 |
0.618 |
0.9216 |
0.500 |
0.9216 |
0.382 |
0.9216 |
LOW |
0.9216 |
0.618 |
0.9216 |
1.000 |
0.9216 |
1.618 |
0.9216 |
2.618 |
0.9216 |
4.250 |
0.9216 |
|
|
Fisher Pivots for day following 05-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9216 |
0.9202 |
PP |
0.9216 |
0.9188 |
S1 |
0.9216 |
0.9175 |
|