CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8865 |
0.8909 |
0.0044 |
0.5% |
0.8806 |
| High |
0.8964 |
0.8942 |
-0.0022 |
-0.2% |
0.8964 |
| Low |
0.8843 |
0.8894 |
0.0051 |
0.6% |
0.8789 |
| Close |
0.8933 |
0.8922 |
-0.0011 |
-0.1% |
0.8933 |
| Range |
0.0121 |
0.0048 |
-0.0073 |
-60.3% |
0.0175 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
86,067 |
71,229 |
-14,838 |
-17.2% |
222,470 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9063 |
0.9041 |
0.8948 |
|
| R3 |
0.9015 |
0.8993 |
0.8935 |
|
| R2 |
0.8967 |
0.8967 |
0.8931 |
|
| R1 |
0.8945 |
0.8945 |
0.8926 |
0.8956 |
| PP |
0.8919 |
0.8919 |
0.8919 |
0.8925 |
| S1 |
0.8897 |
0.8897 |
0.8918 |
0.8908 |
| S2 |
0.8871 |
0.8871 |
0.8913 |
|
| S3 |
0.8823 |
0.8849 |
0.8909 |
|
| S4 |
0.8775 |
0.8801 |
0.8896 |
|
|
| 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% |
0.0084 |
0.9% |
76% |
False |
False |
58,739 |
| 10 |
0.8964 |
0.8789 |
0.0175 |
2.0% |
0.0068 |
0.8% |
76% |
False |
False |
48,257 |
| 20 |
0.9108 |
0.8772 |
0.0336 |
3.8% |
0.0080 |
0.9% |
45% |
False |
False |
54,549 |
| 40 |
0.9445 |
0.8772 |
0.0673 |
7.5% |
0.0084 |
0.9% |
22% |
False |
False |
27,948 |
| 60 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0078 |
0.9% |
17% |
False |
False |
18,690 |
| 80 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0074 |
0.8% |
17% |
False |
False |
14,035 |
| 100 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0066 |
0.7% |
17% |
False |
False |
11,230 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.0% |
0.0060 |
0.7% |
18% |
False |
False |
9,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9146 |
|
2.618 |
0.9068 |
|
1.618 |
0.9020 |
|
1.000 |
0.8990 |
|
0.618 |
0.8972 |
|
HIGH |
0.8942 |
|
0.618 |
0.8924 |
|
0.500 |
0.8918 |
|
0.382 |
0.8912 |
|
LOW |
0.8894 |
|
0.618 |
0.8864 |
|
1.000 |
0.8846 |
|
1.618 |
0.8816 |
|
2.618 |
0.8768 |
|
4.250 |
0.8690 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8921 |
0.8909 |
| PP |
0.8919 |
0.8896 |
| S1 |
0.8918 |
0.8883 |
|