CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8827 |
0.8865 |
0.0038 |
0.4% |
0.8806 |
| High |
0.8902 |
0.8964 |
0.0062 |
0.7% |
0.8964 |
| Low |
0.8801 |
0.8843 |
0.0042 |
0.5% |
0.8789 |
| Close |
0.8864 |
0.8933 |
0.0069 |
0.8% |
0.8933 |
| Range |
0.0101 |
0.0121 |
0.0020 |
19.8% |
0.0175 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
3.9% |
0.0000 |
| Volume |
59,257 |
86,067 |
26,810 |
45.2% |
222,470 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9276 |
0.9226 |
0.9000 |
|
| R3 |
0.9155 |
0.9105 |
0.8966 |
|
| R2 |
0.9034 |
0.9034 |
0.8955 |
|
| R1 |
0.8984 |
0.8984 |
0.8944 |
0.9009 |
| PP |
0.8913 |
0.8913 |
0.8913 |
0.8926 |
| S1 |
0.8863 |
0.8863 |
0.8922 |
0.8888 |
| S2 |
0.8792 |
0.8792 |
0.8911 |
|
| S3 |
0.8671 |
0.8742 |
0.8900 |
|
| S4 |
0.8550 |
0.8621 |
0.8866 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9420 |
0.9352 |
0.9029 |
|
| R3 |
0.9245 |
0.9177 |
0.8981 |
|
| R2 |
0.9070 |
0.9070 |
0.8965 |
|
| R1 |
0.9002 |
0.9002 |
0.8949 |
0.9036 |
| PP |
0.8895 |
0.8895 |
0.8895 |
0.8913 |
| S1 |
0.8827 |
0.8827 |
0.8917 |
0.8861 |
| S2 |
0.8720 |
0.8720 |
0.8901 |
|
| S3 |
0.8545 |
0.8652 |
0.8885 |
|
| S4 |
0.8370 |
0.8477 |
0.8837 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8964 |
0.8789 |
0.0175 |
2.0% |
0.0087 |
1.0% |
82% |
True |
False |
54,056 |
| 10 |
0.8964 |
0.8772 |
0.0192 |
2.1% |
0.0070 |
0.8% |
84% |
True |
False |
47,704 |
| 20 |
0.9108 |
0.8772 |
0.0336 |
3.8% |
0.0081 |
0.9% |
48% |
False |
False |
51,249 |
| 40 |
0.9454 |
0.8772 |
0.0682 |
7.6% |
0.0084 |
0.9% |
24% |
False |
False |
26,173 |
| 60 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0077 |
0.9% |
18% |
False |
False |
17,507 |
| 80 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0074 |
0.8% |
18% |
False |
False |
13,145 |
| 100 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0066 |
0.7% |
18% |
False |
False |
10,518 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.0% |
0.0060 |
0.7% |
19% |
False |
False |
8,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9478 |
|
2.618 |
0.9281 |
|
1.618 |
0.9160 |
|
1.000 |
0.9085 |
|
0.618 |
0.9039 |
|
HIGH |
0.8964 |
|
0.618 |
0.8918 |
|
0.500 |
0.8904 |
|
0.382 |
0.8889 |
|
LOW |
0.8843 |
|
0.618 |
0.8768 |
|
1.000 |
0.8722 |
|
1.618 |
0.8647 |
|
2.618 |
0.8526 |
|
4.250 |
0.8329 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8923 |
0.8916 |
| PP |
0.8913 |
0.8899 |
| S1 |
0.8904 |
0.8883 |
|