CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8873 |
0.8850 |
-0.0023 |
-0.3% |
0.8806 |
| High |
0.8915 |
0.8875 |
-0.0040 |
-0.4% |
0.8964 |
| Low |
0.8857 |
0.8827 |
-0.0030 |
-0.3% |
0.8789 |
| Close |
0.8869 |
0.8851 |
-0.0018 |
-0.2% |
0.8933 |
| Range |
0.0058 |
0.0048 |
-0.0010 |
-17.2% |
0.0175 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
90,163 |
72,467 |
-17,696 |
-19.6% |
222,470 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8995 |
0.8971 |
0.8877 |
|
| R3 |
0.8947 |
0.8923 |
0.8864 |
|
| R2 |
0.8899 |
0.8899 |
0.8860 |
|
| R1 |
0.8875 |
0.8875 |
0.8855 |
0.8887 |
| PP |
0.8851 |
0.8851 |
0.8851 |
0.8857 |
| S1 |
0.8827 |
0.8827 |
0.8847 |
0.8839 |
| S2 |
0.8803 |
0.8803 |
0.8842 |
|
| S3 |
0.8755 |
0.8779 |
0.8838 |
|
| S4 |
0.8707 |
0.8731 |
0.8825 |
|
|
| 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 |
0.8827 |
0.0137 |
1.5% |
0.0070 |
0.8% |
18% |
False |
True |
80,180 |
| 10 |
0.8964 |
0.8789 |
0.0175 |
2.0% |
0.0072 |
0.8% |
35% |
False |
False |
59,764 |
| 20 |
0.9098 |
0.8772 |
0.0326 |
3.7% |
0.0075 |
0.9% |
24% |
False |
False |
63,275 |
| 40 |
0.9375 |
0.8772 |
0.0603 |
6.8% |
0.0082 |
0.9% |
13% |
False |
False |
34,012 |
| 60 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0078 |
0.9% |
9% |
False |
False |
22,743 |
| 80 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0074 |
0.8% |
9% |
False |
False |
17,079 |
| 100 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0068 |
0.8% |
9% |
False |
False |
13,666 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.1% |
0.0061 |
0.7% |
10% |
False |
False |
11,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9079 |
|
2.618 |
0.9001 |
|
1.618 |
0.8953 |
|
1.000 |
0.8923 |
|
0.618 |
0.8905 |
|
HIGH |
0.8875 |
|
0.618 |
0.8857 |
|
0.500 |
0.8851 |
|
0.382 |
0.8845 |
|
LOW |
0.8827 |
|
0.618 |
0.8797 |
|
1.000 |
0.8779 |
|
1.618 |
0.8749 |
|
2.618 |
0.8701 |
|
4.250 |
0.8623 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8851 |
0.8879 |
| PP |
0.8851 |
0.8869 |
| S1 |
0.8851 |
0.8860 |
|