CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8850 |
0.8855 |
0.0005 |
0.1% |
0.8909 |
| High |
0.8875 |
0.8967 |
0.0092 |
1.0% |
0.8967 |
| Low |
0.8827 |
0.8838 |
0.0011 |
0.1% |
0.8827 |
| Close |
0.8851 |
0.8954 |
0.0103 |
1.2% |
0.8954 |
| Range |
0.0048 |
0.0129 |
0.0081 |
168.8% |
0.0140 |
| ATR |
0.0075 |
0.0079 |
0.0004 |
5.1% |
0.0000 |
| Volume |
72,467 |
130,562 |
58,095 |
80.2% |
445,397 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9307 |
0.9259 |
0.9025 |
|
| R3 |
0.9178 |
0.9130 |
0.8989 |
|
| R2 |
0.9049 |
0.9049 |
0.8978 |
|
| R1 |
0.9001 |
0.9001 |
0.8966 |
0.9025 |
| PP |
0.8920 |
0.8920 |
0.8920 |
0.8932 |
| S1 |
0.8872 |
0.8872 |
0.8942 |
0.8896 |
| S2 |
0.8791 |
0.8791 |
0.8930 |
|
| S3 |
0.8662 |
0.8743 |
0.8919 |
|
| S4 |
0.8533 |
0.8614 |
0.8883 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9336 |
0.9285 |
0.9031 |
|
| R3 |
0.9196 |
0.9145 |
0.8993 |
|
| R2 |
0.9056 |
0.9056 |
0.8980 |
|
| R1 |
0.9005 |
0.9005 |
0.8967 |
0.9031 |
| PP |
0.8916 |
0.8916 |
0.8916 |
0.8929 |
| S1 |
0.8865 |
0.8865 |
0.8941 |
0.8891 |
| S2 |
0.8776 |
0.8776 |
0.8928 |
|
| S3 |
0.8636 |
0.8725 |
0.8916 |
|
| S4 |
0.8496 |
0.8585 |
0.8877 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8967 |
0.8827 |
0.0140 |
1.6% |
0.0072 |
0.8% |
91% |
True |
False |
89,079 |
| 10 |
0.8967 |
0.8789 |
0.0178 |
2.0% |
0.0080 |
0.9% |
93% |
True |
False |
71,567 |
| 20 |
0.9028 |
0.8772 |
0.0256 |
2.9% |
0.0076 |
0.9% |
71% |
False |
False |
66,773 |
| 40 |
0.9375 |
0.8772 |
0.0603 |
6.7% |
0.0084 |
0.9% |
30% |
False |
False |
37,267 |
| 60 |
0.9661 |
0.8772 |
0.0889 |
9.9% |
0.0079 |
0.9% |
20% |
False |
False |
24,917 |
| 80 |
0.9661 |
0.8772 |
0.0889 |
9.9% |
0.0075 |
0.8% |
20% |
False |
False |
18,710 |
| 100 |
0.9661 |
0.8772 |
0.0889 |
9.9% |
0.0069 |
0.8% |
20% |
False |
False |
14,972 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.0% |
0.0063 |
0.7% |
21% |
False |
False |
12,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9515 |
|
2.618 |
0.9305 |
|
1.618 |
0.9176 |
|
1.000 |
0.9096 |
|
0.618 |
0.9047 |
|
HIGH |
0.8967 |
|
0.618 |
0.8918 |
|
0.500 |
0.8903 |
|
0.382 |
0.8887 |
|
LOW |
0.8838 |
|
0.618 |
0.8758 |
|
1.000 |
0.8709 |
|
1.618 |
0.8629 |
|
2.618 |
0.8500 |
|
4.250 |
0.8290 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8937 |
0.8935 |
| PP |
0.8920 |
0.8916 |
| S1 |
0.8903 |
0.8897 |
|