CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 26-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8879 |
0.8849 |
-0.0030 |
-0.3% |
0.8897 |
| High |
0.8889 |
0.8878 |
-0.0011 |
-0.1% |
0.8916 |
| Low |
0.8861 |
0.8829 |
-0.0032 |
-0.4% |
0.8772 |
| Close |
0.8878 |
0.8846 |
-0.0032 |
-0.4% |
0.8867 |
| Range |
0.0028 |
0.0049 |
0.0021 |
75.0% |
0.0144 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
20,528 |
12,528 |
-8,000 |
-39.0% |
377,326 |
|
| Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8998 |
0.8971 |
0.8873 |
|
| R3 |
0.8949 |
0.8922 |
0.8859 |
|
| R2 |
0.8900 |
0.8900 |
0.8855 |
|
| R1 |
0.8873 |
0.8873 |
0.8850 |
0.8862 |
| PP |
0.8851 |
0.8851 |
0.8851 |
0.8846 |
| S1 |
0.8824 |
0.8824 |
0.8842 |
0.8813 |
| S2 |
0.8802 |
0.8802 |
0.8837 |
|
| S3 |
0.8753 |
0.8775 |
0.8833 |
|
| S4 |
0.8704 |
0.8726 |
0.8819 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9284 |
0.9219 |
0.8946 |
|
| R3 |
0.9140 |
0.9075 |
0.8907 |
|
| R2 |
0.8996 |
0.8996 |
0.8893 |
|
| R1 |
0.8931 |
0.8931 |
0.8880 |
0.8892 |
| PP |
0.8852 |
0.8852 |
0.8852 |
0.8832 |
| S1 |
0.8787 |
0.8787 |
0.8854 |
0.8748 |
| S2 |
0.8708 |
0.8708 |
0.8841 |
|
| S3 |
0.8564 |
0.8643 |
0.8827 |
|
| S4 |
0.8420 |
0.8499 |
0.8788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8911 |
0.8772 |
0.0139 |
1.6% |
0.0052 |
0.6% |
53% |
False |
False |
41,353 |
| 10 |
0.9028 |
0.8772 |
0.0256 |
2.9% |
0.0073 |
0.8% |
29% |
False |
False |
61,978 |
| 20 |
0.9108 |
0.8772 |
0.0336 |
3.8% |
0.0082 |
0.9% |
22% |
False |
False |
38,312 |
| 40 |
0.9454 |
0.8772 |
0.0682 |
7.7% |
0.0081 |
0.9% |
11% |
False |
False |
19,445 |
| 60 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0074 |
0.8% |
8% |
False |
False |
13,011 |
| 80 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0072 |
0.8% |
8% |
False |
False |
9,768 |
| 100 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0064 |
0.7% |
8% |
False |
False |
7,815 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.1% |
0.0057 |
0.6% |
9% |
False |
False |
6,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9086 |
|
2.618 |
0.9006 |
|
1.618 |
0.8957 |
|
1.000 |
0.8927 |
|
0.618 |
0.8908 |
|
HIGH |
0.8878 |
|
0.618 |
0.8859 |
|
0.500 |
0.8854 |
|
0.382 |
0.8848 |
|
LOW |
0.8829 |
|
0.618 |
0.8799 |
|
1.000 |
0.8780 |
|
1.618 |
0.8750 |
|
2.618 |
0.8701 |
|
4.250 |
0.8621 |
|
|
| Fisher Pivots for day following 26-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8854 |
0.8870 |
| PP |
0.8851 |
0.8862 |
| S1 |
0.8849 |
0.8854 |
|