CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 31-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8806 |
0.8859 |
0.0053 |
0.6% |
0.8873 |
| High |
0.8886 |
0.8909 |
0.0023 |
0.3% |
0.8911 |
| Low |
0.8789 |
0.8858 |
0.0069 |
0.8% |
0.8816 |
| Close |
0.8867 |
0.8882 |
0.0015 |
0.2% |
0.8820 |
| Range |
0.0097 |
0.0051 |
-0.0046 |
-47.4% |
0.0095 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
44,836 |
32,310 |
-12,526 |
-27.9% |
118,276 |
|
| Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9036 |
0.9010 |
0.8910 |
|
| R3 |
0.8985 |
0.8959 |
0.8896 |
|
| R2 |
0.8934 |
0.8934 |
0.8891 |
|
| R1 |
0.8908 |
0.8908 |
0.8887 |
0.8921 |
| PP |
0.8883 |
0.8883 |
0.8883 |
0.8890 |
| S1 |
0.8857 |
0.8857 |
0.8877 |
0.8870 |
| S2 |
0.8832 |
0.8832 |
0.8873 |
|
| S3 |
0.8781 |
0.8806 |
0.8868 |
|
| S4 |
0.8730 |
0.8755 |
0.8854 |
|
|
| 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 |
0.8909 |
0.8789 |
0.0120 |
1.4% |
0.0058 |
0.7% |
78% |
True |
False |
31,602 |
| 10 |
0.8911 |
0.8772 |
0.0139 |
1.6% |
0.0067 |
0.7% |
79% |
False |
False |
51,315 |
| 20 |
0.9108 |
0.8772 |
0.0336 |
3.8% |
0.0081 |
0.9% |
33% |
False |
False |
44,322 |
| 40 |
0.9454 |
0.8772 |
0.0682 |
7.7% |
0.0082 |
0.9% |
16% |
False |
False |
22,546 |
| 60 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0076 |
0.9% |
12% |
False |
False |
15,088 |
| 80 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0072 |
0.8% |
12% |
False |
False |
11,329 |
| 100 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0065 |
0.7% |
12% |
False |
False |
9,065 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.1% |
0.0058 |
0.7% |
13% |
False |
False |
7,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9126 |
|
2.618 |
0.9043 |
|
1.618 |
0.8992 |
|
1.000 |
0.8960 |
|
0.618 |
0.8941 |
|
HIGH |
0.8909 |
|
0.618 |
0.8890 |
|
0.500 |
0.8884 |
|
0.382 |
0.8877 |
|
LOW |
0.8858 |
|
0.618 |
0.8826 |
|
1.000 |
0.8807 |
|
1.618 |
0.8775 |
|
2.618 |
0.8724 |
|
4.250 |
0.8641 |
|
|
| Fisher Pivots for day following 31-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8884 |
0.8871 |
| PP |
0.8883 |
0.8860 |
| S1 |
0.8883 |
0.8849 |
|