CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8859 |
0.8827 |
-0.0032 |
-0.4% |
0.8873 |
| High |
0.8909 |
0.8902 |
-0.0007 |
-0.1% |
0.8911 |
| Low |
0.8858 |
0.8801 |
-0.0057 |
-0.6% |
0.8816 |
| Close |
0.8882 |
0.8864 |
-0.0018 |
-0.2% |
0.8820 |
| Range |
0.0051 |
0.0101 |
0.0050 |
98.0% |
0.0095 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.3% |
0.0000 |
| Volume |
32,310 |
59,257 |
26,947 |
83.4% |
118,276 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9159 |
0.9112 |
0.8920 |
|
| R3 |
0.9058 |
0.9011 |
0.8892 |
|
| R2 |
0.8957 |
0.8957 |
0.8883 |
|
| R1 |
0.8910 |
0.8910 |
0.8873 |
0.8934 |
| PP |
0.8856 |
0.8856 |
0.8856 |
0.8867 |
| S1 |
0.8809 |
0.8809 |
0.8855 |
0.8833 |
| S2 |
0.8755 |
0.8755 |
0.8845 |
|
| S3 |
0.8654 |
0.8708 |
0.8836 |
|
| S4 |
0.8553 |
0.8607 |
0.8808 |
|
|
| 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% |
0.0073 |
0.8% |
63% |
False |
False |
39,348 |
| 10 |
0.8911 |
0.8772 |
0.0139 |
1.6% |
0.0069 |
0.8% |
66% |
False |
False |
49,973 |
| 20 |
0.9108 |
0.8772 |
0.0336 |
3.8% |
0.0082 |
0.9% |
27% |
False |
False |
47,136 |
| 40 |
0.9454 |
0.8772 |
0.0682 |
7.7% |
0.0082 |
0.9% |
13% |
False |
False |
24,025 |
| 60 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0077 |
0.9% |
10% |
False |
False |
16,073 |
| 80 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0073 |
0.8% |
10% |
False |
False |
12,069 |
| 100 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0065 |
0.7% |
10% |
False |
False |
9,657 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.1% |
0.0059 |
0.7% |
11% |
False |
False |
8,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9331 |
|
2.618 |
0.9166 |
|
1.618 |
0.9065 |
|
1.000 |
0.9003 |
|
0.618 |
0.8964 |
|
HIGH |
0.8902 |
|
0.618 |
0.8863 |
|
0.500 |
0.8852 |
|
0.382 |
0.8840 |
|
LOW |
0.8801 |
|
0.618 |
0.8739 |
|
1.000 |
0.8700 |
|
1.618 |
0.8638 |
|
2.618 |
0.8537 |
|
4.250 |
0.8372 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8860 |
0.8859 |
| PP |
0.8856 |
0.8854 |
| S1 |
0.8852 |
0.8849 |
|