CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 30-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8835 |
0.8806 |
-0.0029 |
-0.3% |
0.8873 |
| High |
0.8883 |
0.8886 |
0.0003 |
0.0% |
0.8911 |
| Low |
0.8816 |
0.8789 |
-0.0027 |
-0.3% |
0.8816 |
| Close |
0.8820 |
0.8867 |
0.0047 |
0.5% |
0.8820 |
| Range |
0.0067 |
0.0097 |
0.0030 |
44.8% |
0.0095 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.9% |
0.0000 |
| Volume |
47,812 |
44,836 |
-2,976 |
-6.2% |
118,276 |
|
| Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9138 |
0.9100 |
0.8920 |
|
| R3 |
0.9041 |
0.9003 |
0.8894 |
|
| R2 |
0.8944 |
0.8944 |
0.8885 |
|
| R1 |
0.8906 |
0.8906 |
0.8876 |
0.8925 |
| PP |
0.8847 |
0.8847 |
0.8847 |
0.8857 |
| S1 |
0.8809 |
0.8809 |
0.8858 |
0.8828 |
| S2 |
0.8750 |
0.8750 |
0.8849 |
|
| S3 |
0.8653 |
0.8712 |
0.8840 |
|
| S4 |
0.8556 |
0.8615 |
0.8814 |
|
|
| 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 |
0.8789 |
0.0122 |
1.4% |
0.0056 |
0.6% |
64% |
False |
True |
32,622 |
| 10 |
0.8916 |
0.8772 |
0.0144 |
1.6% |
0.0067 |
0.8% |
66% |
False |
False |
54,043 |
| 20 |
0.9108 |
0.8772 |
0.0336 |
3.8% |
0.0082 |
0.9% |
28% |
False |
False |
42,807 |
| 40 |
0.9454 |
0.8772 |
0.0682 |
7.7% |
0.0082 |
0.9% |
14% |
False |
False |
21,750 |
| 60 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0076 |
0.9% |
11% |
False |
False |
14,552 |
| 80 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0073 |
0.8% |
11% |
False |
False |
10,926 |
| 100 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0065 |
0.7% |
11% |
False |
False |
8,742 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.1% |
0.0058 |
0.7% |
11% |
False |
False |
7,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9298 |
|
2.618 |
0.9140 |
|
1.618 |
0.9043 |
|
1.000 |
0.8983 |
|
0.618 |
0.8946 |
|
HIGH |
0.8886 |
|
0.618 |
0.8849 |
|
0.500 |
0.8838 |
|
0.382 |
0.8826 |
|
LOW |
0.8789 |
|
0.618 |
0.8729 |
|
1.000 |
0.8692 |
|
1.618 |
0.8632 |
|
2.618 |
0.8535 |
|
4.250 |
0.8377 |
|
|
| Fisher Pivots for day following 30-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8857 |
0.8857 |
| PP |
0.8847 |
0.8847 |
| S1 |
0.8838 |
0.8838 |
|