CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9155 |
0.9162 |
0.0007 |
0.1% |
0.9291 |
| High |
0.9177 |
0.9210 |
0.0033 |
0.4% |
0.9291 |
| Low |
0.9143 |
0.9161 |
0.0018 |
0.2% |
0.9136 |
| Close |
0.9166 |
0.9189 |
0.0023 |
0.3% |
0.9166 |
| Range |
0.0034 |
0.0049 |
0.0015 |
44.1% |
0.0155 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1,001 |
386 |
-615 |
-61.4% |
4,498 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9334 |
0.9310 |
0.9216 |
|
| R3 |
0.9285 |
0.9261 |
0.9202 |
|
| R2 |
0.9236 |
0.9236 |
0.9198 |
|
| R1 |
0.9212 |
0.9212 |
0.9193 |
0.9224 |
| PP |
0.9187 |
0.9187 |
0.9187 |
0.9193 |
| S1 |
0.9163 |
0.9163 |
0.9185 |
0.9175 |
| S2 |
0.9138 |
0.9138 |
0.9180 |
|
| S3 |
0.9089 |
0.9114 |
0.9176 |
|
| S4 |
0.9040 |
0.9065 |
0.9162 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9663 |
0.9569 |
0.9251 |
|
| R3 |
0.9508 |
0.9414 |
0.9209 |
|
| R2 |
0.9353 |
0.9353 |
0.9194 |
|
| R1 |
0.9259 |
0.9259 |
0.9180 |
0.9229 |
| PP |
0.9198 |
0.9198 |
0.9198 |
0.9182 |
| S1 |
0.9104 |
0.9104 |
0.9152 |
0.9074 |
| S2 |
0.9043 |
0.9043 |
0.9138 |
|
| S3 |
0.8888 |
0.8949 |
0.9123 |
|
| S4 |
0.8733 |
0.8794 |
0.9081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9259 |
0.9136 |
0.0123 |
1.3% |
0.0056 |
0.6% |
43% |
False |
False |
949 |
| 10 |
0.9328 |
0.9136 |
0.0192 |
2.1% |
0.0051 |
0.6% |
28% |
False |
False |
644 |
| 20 |
0.9328 |
0.9120 |
0.0208 |
2.3% |
0.0050 |
0.5% |
33% |
False |
False |
431 |
| 40 |
0.9355 |
0.9107 |
0.0248 |
2.7% |
0.0052 |
0.6% |
33% |
False |
False |
286 |
| 60 |
0.9355 |
0.8813 |
0.0542 |
5.9% |
0.0045 |
0.5% |
69% |
False |
False |
200 |
| 80 |
0.9355 |
0.8615 |
0.0740 |
8.1% |
0.0035 |
0.4% |
78% |
False |
False |
151 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0029 |
0.3% |
79% |
False |
False |
121 |
| 120 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0025 |
0.3% |
79% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9418 |
|
2.618 |
0.9338 |
|
1.618 |
0.9289 |
|
1.000 |
0.9259 |
|
0.618 |
0.9240 |
|
HIGH |
0.9210 |
|
0.618 |
0.9191 |
|
0.500 |
0.9186 |
|
0.382 |
0.9180 |
|
LOW |
0.9161 |
|
0.618 |
0.9131 |
|
1.000 |
0.9112 |
|
1.618 |
0.9082 |
|
2.618 |
0.9033 |
|
4.250 |
0.8953 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9188 |
0.9185 |
| PP |
0.9187 |
0.9181 |
| S1 |
0.9186 |
0.9177 |
|