CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8909 |
0.8925 |
0.0016 |
0.2% |
0.8806 |
| High |
0.8942 |
0.8930 |
-0.0012 |
-0.1% |
0.8964 |
| Low |
0.8894 |
0.8853 |
-0.0041 |
-0.5% |
0.8789 |
| Close |
0.8922 |
0.8880 |
-0.0042 |
-0.5% |
0.8933 |
| Range |
0.0048 |
0.0077 |
0.0029 |
60.4% |
0.0175 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
71,229 |
80,976 |
9,747 |
13.7% |
222,470 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9119 |
0.9076 |
0.8922 |
|
| R3 |
0.9042 |
0.8999 |
0.8901 |
|
| R2 |
0.8965 |
0.8965 |
0.8894 |
|
| R1 |
0.8922 |
0.8922 |
0.8887 |
0.8905 |
| PP |
0.8888 |
0.8888 |
0.8888 |
0.8879 |
| S1 |
0.8845 |
0.8845 |
0.8873 |
0.8828 |
| S2 |
0.8811 |
0.8811 |
0.8866 |
|
| S3 |
0.8734 |
0.8768 |
0.8859 |
|
| S4 |
0.8657 |
0.8691 |
0.8838 |
|
|
| 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 |
0.8801 |
0.0163 |
1.8% |
0.0080 |
0.9% |
48% |
False |
False |
65,967 |
| 10 |
0.8964 |
0.8789 |
0.0175 |
2.0% |
0.0068 |
0.8% |
52% |
False |
False |
49,295 |
| 20 |
0.9108 |
0.8772 |
0.0336 |
3.8% |
0.0077 |
0.9% |
32% |
False |
False |
57,883 |
| 40 |
0.9400 |
0.8772 |
0.0628 |
7.1% |
0.0084 |
0.9% |
17% |
False |
False |
29,971 |
| 60 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0078 |
0.9% |
12% |
False |
False |
20,038 |
| 80 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0074 |
0.8% |
12% |
False |
False |
15,047 |
| 100 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0067 |
0.8% |
12% |
False |
False |
12,040 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.1% |
0.0061 |
0.7% |
13% |
False |
False |
10,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9257 |
|
2.618 |
0.9132 |
|
1.618 |
0.9055 |
|
1.000 |
0.9007 |
|
0.618 |
0.8978 |
|
HIGH |
0.8930 |
|
0.618 |
0.8901 |
|
0.500 |
0.8892 |
|
0.382 |
0.8882 |
|
LOW |
0.8853 |
|
0.618 |
0.8805 |
|
1.000 |
0.8776 |
|
1.618 |
0.8728 |
|
2.618 |
0.8651 |
|
4.250 |
0.8526 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8892 |
0.8904 |
| PP |
0.8888 |
0.8896 |
| S1 |
0.8884 |
0.8888 |
|