CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8849 |
0.8835 |
-0.0014 |
-0.2% |
0.8873 |
| High |
0.8878 |
0.8883 |
0.0005 |
0.1% |
0.8911 |
| Low |
0.8829 |
0.8816 |
-0.0013 |
-0.1% |
0.8816 |
| Close |
0.8846 |
0.8820 |
-0.0026 |
-0.3% |
0.8820 |
| Range |
0.0049 |
0.0067 |
0.0018 |
36.7% |
0.0095 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
12,528 |
47,812 |
35,284 |
281.6% |
118,276 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9041 |
0.8997 |
0.8857 |
|
| R3 |
0.8974 |
0.8930 |
0.8838 |
|
| R2 |
0.8907 |
0.8907 |
0.8832 |
|
| R1 |
0.8863 |
0.8863 |
0.8826 |
0.8852 |
| PP |
0.8840 |
0.8840 |
0.8840 |
0.8834 |
| S1 |
0.8796 |
0.8796 |
0.8814 |
0.8785 |
| S2 |
0.8773 |
0.8773 |
0.8808 |
|
| S3 |
0.8706 |
0.8729 |
0.8802 |
|
| S4 |
0.8639 |
0.8662 |
0.8783 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9134 |
0.9072 |
0.8872 |
|
| R3 |
0.9039 |
0.8977 |
0.8846 |
|
| R2 |
0.8944 |
0.8944 |
0.8837 |
|
| R1 |
0.8882 |
0.8882 |
0.8829 |
0.8866 |
| PP |
0.8849 |
0.8849 |
0.8849 |
0.8841 |
| S1 |
0.8787 |
0.8787 |
0.8811 |
0.8771 |
| S2 |
0.8754 |
0.8754 |
0.8803 |
|
| S3 |
0.8659 |
0.8692 |
0.8794 |
|
| S4 |
0.8564 |
0.8597 |
0.8768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8911 |
0.8801 |
0.0110 |
1.2% |
0.0053 |
0.6% |
17% |
False |
False |
37,775 |
| 10 |
0.8916 |
0.8772 |
0.0144 |
1.6% |
0.0063 |
0.7% |
33% |
False |
False |
58,343 |
| 20 |
0.9108 |
0.8772 |
0.0336 |
3.8% |
0.0082 |
0.9% |
14% |
False |
False |
40,628 |
| 40 |
0.9454 |
0.8772 |
0.0682 |
7.7% |
0.0081 |
0.9% |
7% |
False |
False |
20,633 |
| 60 |
0.9661 |
0.8772 |
0.0889 |
10.1% |
0.0075 |
0.8% |
5% |
False |
False |
13,806 |
| 80 |
0.9661 |
0.8772 |
0.0889 |
10.1% |
0.0072 |
0.8% |
5% |
False |
False |
10,366 |
| 100 |
0.9661 |
0.8772 |
0.0889 |
10.1% |
0.0064 |
0.7% |
5% |
False |
False |
8,293 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.2% |
0.0057 |
0.6% |
6% |
False |
False |
6,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9168 |
|
2.618 |
0.9058 |
|
1.618 |
0.8991 |
|
1.000 |
0.8950 |
|
0.618 |
0.8924 |
|
HIGH |
0.8883 |
|
0.618 |
0.8857 |
|
0.500 |
0.8850 |
|
0.382 |
0.8842 |
|
LOW |
0.8816 |
|
0.618 |
0.8775 |
|
1.000 |
0.8749 |
|
1.618 |
0.8708 |
|
2.618 |
0.8641 |
|
4.250 |
0.8531 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8850 |
0.8853 |
| PP |
0.8840 |
0.8842 |
| S1 |
0.8830 |
0.8831 |
|