CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9357 |
0.9338 |
-0.0019 |
-0.2% |
0.9334 |
| High |
0.9374 |
0.9353 |
-0.0021 |
-0.2% |
0.9388 |
| Low |
0.9307 |
0.9316 |
0.0009 |
0.1% |
0.9307 |
| Close |
0.9338 |
0.9347 |
0.0009 |
0.1% |
0.9347 |
| Range |
0.0067 |
0.0037 |
-0.0030 |
-44.8% |
0.0081 |
| ATR |
0.0059 |
0.0058 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
62,914 |
39,592 |
-23,322 |
-37.1% |
249,973 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9450 |
0.9435 |
0.9367 |
|
| R3 |
0.9413 |
0.9398 |
0.9357 |
|
| R2 |
0.9376 |
0.9376 |
0.9354 |
|
| R1 |
0.9361 |
0.9361 |
0.9350 |
0.9369 |
| PP |
0.9339 |
0.9339 |
0.9339 |
0.9342 |
| S1 |
0.9324 |
0.9324 |
0.9344 |
0.9332 |
| S2 |
0.9302 |
0.9302 |
0.9340 |
|
| S3 |
0.9265 |
0.9287 |
0.9337 |
|
| S4 |
0.9228 |
0.9250 |
0.9327 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9590 |
0.9550 |
0.9392 |
|
| R3 |
0.9509 |
0.9469 |
0.9369 |
|
| R2 |
0.9428 |
0.9428 |
0.9362 |
|
| R1 |
0.9388 |
0.9388 |
0.9354 |
0.9408 |
| PP |
0.9347 |
0.9347 |
0.9347 |
0.9358 |
| S1 |
0.9307 |
0.9307 |
0.9340 |
0.9327 |
| S2 |
0.9266 |
0.9266 |
0.9332 |
|
| S3 |
0.9185 |
0.9226 |
0.9325 |
|
| S4 |
0.9104 |
0.9145 |
0.9302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9388 |
0.9307 |
0.0081 |
0.9% |
0.0048 |
0.5% |
49% |
False |
False |
49,994 |
| 10 |
0.9388 |
0.9226 |
0.0162 |
1.7% |
0.0052 |
0.6% |
75% |
False |
False |
56,260 |
| 20 |
0.9388 |
0.9175 |
0.0213 |
2.3% |
0.0056 |
0.6% |
81% |
False |
False |
58,321 |
| 40 |
0.9419 |
0.8981 |
0.0438 |
4.7% |
0.0062 |
0.7% |
84% |
False |
False |
63,688 |
| 60 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0066 |
0.7% |
88% |
False |
False |
52,578 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0071 |
0.8% |
91% |
False |
False |
39,520 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0070 |
0.7% |
91% |
False |
False |
31,654 |
| 120 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0065 |
0.7% |
91% |
False |
False |
26,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9510 |
|
2.618 |
0.9450 |
|
1.618 |
0.9413 |
|
1.000 |
0.9390 |
|
0.618 |
0.9376 |
|
HIGH |
0.9353 |
|
0.618 |
0.9339 |
|
0.500 |
0.9335 |
|
0.382 |
0.9330 |
|
LOW |
0.9316 |
|
0.618 |
0.9293 |
|
1.000 |
0.9279 |
|
1.618 |
0.9256 |
|
2.618 |
0.9219 |
|
4.250 |
0.9159 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9343 |
0.9348 |
| PP |
0.9339 |
0.9347 |
| S1 |
0.9335 |
0.9347 |
|