CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8925 |
0.8873 |
-0.0052 |
-0.6% |
0.8806 |
| High |
0.8930 |
0.8915 |
-0.0015 |
-0.2% |
0.8964 |
| Low |
0.8853 |
0.8857 |
0.0004 |
0.0% |
0.8789 |
| Close |
0.8880 |
0.8869 |
-0.0011 |
-0.1% |
0.8933 |
| Range |
0.0077 |
0.0058 |
-0.0019 |
-24.7% |
0.0175 |
| ATR |
0.0079 |
0.0077 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
80,976 |
90,163 |
9,187 |
11.3% |
222,470 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9054 |
0.9020 |
0.8901 |
|
| R3 |
0.8996 |
0.8962 |
0.8885 |
|
| R2 |
0.8938 |
0.8938 |
0.8880 |
|
| R1 |
0.8904 |
0.8904 |
0.8874 |
0.8892 |
| PP |
0.8880 |
0.8880 |
0.8880 |
0.8875 |
| S1 |
0.8846 |
0.8846 |
0.8864 |
0.8834 |
| S2 |
0.8822 |
0.8822 |
0.8858 |
|
| S3 |
0.8764 |
0.8788 |
0.8853 |
|
| S4 |
0.8706 |
0.8730 |
0.8837 |
|
|
| 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% |
0.0081 |
0.9% |
42% |
False |
False |
77,538 |
| 10 |
0.8964 |
0.8789 |
0.0175 |
2.0% |
0.0070 |
0.8% |
46% |
False |
False |
54,570 |
| 20 |
0.9108 |
0.8772 |
0.0336 |
3.8% |
0.0077 |
0.9% |
29% |
False |
False |
61,853 |
| 40 |
0.9375 |
0.8772 |
0.0603 |
6.8% |
0.0082 |
0.9% |
16% |
False |
False |
32,210 |
| 60 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0078 |
0.9% |
11% |
False |
False |
21,537 |
| 80 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0074 |
0.8% |
11% |
False |
False |
16,173 |
| 100 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0067 |
0.8% |
11% |
False |
False |
12,942 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.1% |
0.0061 |
0.7% |
12% |
False |
False |
10,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9162 |
|
2.618 |
0.9067 |
|
1.618 |
0.9009 |
|
1.000 |
0.8973 |
|
0.618 |
0.8951 |
|
HIGH |
0.8915 |
|
0.618 |
0.8893 |
|
0.500 |
0.8886 |
|
0.382 |
0.8879 |
|
LOW |
0.8857 |
|
0.618 |
0.8821 |
|
1.000 |
0.8799 |
|
1.618 |
0.8763 |
|
2.618 |
0.8705 |
|
4.250 |
0.8611 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8886 |
0.8898 |
| PP |
0.8880 |
0.8888 |
| S1 |
0.8875 |
0.8879 |
|