CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9279 |
0.9287 |
0.0008 |
0.1% |
0.9194 |
| High |
0.9328 |
0.9314 |
-0.0014 |
-0.2% |
0.9312 |
| Low |
0.9278 |
0.9250 |
-0.0028 |
-0.3% |
0.9176 |
| Close |
0.9300 |
0.9280 |
-0.0020 |
-0.2% |
0.9274 |
| Range |
0.0050 |
0.0064 |
0.0014 |
28.0% |
0.0136 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.7% |
0.0000 |
| Volume |
219 |
599 |
380 |
173.5% |
1,380 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9473 |
0.9441 |
0.9315 |
|
| R3 |
0.9409 |
0.9377 |
0.9298 |
|
| R2 |
0.9345 |
0.9345 |
0.9292 |
|
| R1 |
0.9313 |
0.9313 |
0.9286 |
0.9297 |
| PP |
0.9281 |
0.9281 |
0.9281 |
0.9274 |
| S1 |
0.9249 |
0.9249 |
0.9274 |
0.9233 |
| S2 |
0.9217 |
0.9217 |
0.9268 |
|
| S3 |
0.9153 |
0.9185 |
0.9262 |
|
| S4 |
0.9089 |
0.9121 |
0.9245 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9662 |
0.9604 |
0.9349 |
|
| R3 |
0.9526 |
0.9468 |
0.9311 |
|
| R2 |
0.9390 |
0.9390 |
0.9299 |
|
| R1 |
0.9332 |
0.9332 |
0.9286 |
0.9361 |
| PP |
0.9254 |
0.9254 |
0.9254 |
0.9269 |
| S1 |
0.9196 |
0.9196 |
0.9262 |
0.9225 |
| S2 |
0.9118 |
0.9118 |
0.9249 |
|
| S3 |
0.8982 |
0.9060 |
0.9237 |
|
| S4 |
0.8846 |
0.8924 |
0.9199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9328 |
0.9250 |
0.0078 |
0.8% |
0.0044 |
0.5% |
38% |
False |
True |
309 |
| 10 |
0.9328 |
0.9120 |
0.0208 |
2.2% |
0.0052 |
0.6% |
77% |
False |
False |
258 |
| 20 |
0.9328 |
0.9120 |
0.0208 |
2.2% |
0.0050 |
0.5% |
77% |
False |
False |
202 |
| 40 |
0.9355 |
0.8900 |
0.0455 |
4.9% |
0.0053 |
0.6% |
84% |
False |
False |
161 |
| 60 |
0.9355 |
0.8813 |
0.0542 |
5.8% |
0.0040 |
0.4% |
86% |
False |
False |
108 |
| 80 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0032 |
0.3% |
90% |
False |
False |
81 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0026 |
0.3% |
90% |
False |
False |
65 |
| 120 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0022 |
0.2% |
90% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9586 |
|
2.618 |
0.9482 |
|
1.618 |
0.9418 |
|
1.000 |
0.9378 |
|
0.618 |
0.9354 |
|
HIGH |
0.9314 |
|
0.618 |
0.9290 |
|
0.500 |
0.9282 |
|
0.382 |
0.9274 |
|
LOW |
0.9250 |
|
0.618 |
0.9210 |
|
1.000 |
0.9186 |
|
1.618 |
0.9146 |
|
2.618 |
0.9082 |
|
4.250 |
0.8978 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9282 |
0.9289 |
| PP |
0.9281 |
0.9286 |
| S1 |
0.9281 |
0.9283 |
|