CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8855 |
0.8951 |
0.0096 |
1.1% |
0.8909 |
| High |
0.8967 |
0.9049 |
0.0082 |
0.9% |
0.8967 |
| Low |
0.8838 |
0.8948 |
0.0110 |
1.2% |
0.8827 |
| Close |
0.8954 |
0.9021 |
0.0067 |
0.7% |
0.8954 |
| Range |
0.0129 |
0.0101 |
-0.0028 |
-21.7% |
0.0140 |
| ATR |
0.0079 |
0.0080 |
0.0002 |
2.0% |
0.0000 |
| Volume |
130,562 |
96,372 |
-34,190 |
-26.2% |
445,397 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9309 |
0.9266 |
0.9077 |
|
| R3 |
0.9208 |
0.9165 |
0.9049 |
|
| R2 |
0.9107 |
0.9107 |
0.9040 |
|
| R1 |
0.9064 |
0.9064 |
0.9030 |
0.9086 |
| PP |
0.9006 |
0.9006 |
0.9006 |
0.9017 |
| S1 |
0.8963 |
0.8963 |
0.9012 |
0.8985 |
| S2 |
0.8905 |
0.8905 |
0.9002 |
|
| S3 |
0.8804 |
0.8862 |
0.8993 |
|
| S4 |
0.8703 |
0.8761 |
0.8965 |
|
|
| 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 |
0.9049 |
0.8827 |
0.0222 |
2.5% |
0.0083 |
0.9% |
87% |
True |
False |
94,108 |
| 10 |
0.9049 |
0.8789 |
0.0260 |
2.9% |
0.0083 |
0.9% |
89% |
True |
False |
76,423 |
| 20 |
0.9049 |
0.8772 |
0.0277 |
3.1% |
0.0073 |
0.8% |
90% |
True |
False |
67,383 |
| 40 |
0.9375 |
0.8772 |
0.0603 |
6.7% |
0.0084 |
0.9% |
41% |
False |
False |
39,664 |
| 60 |
0.9661 |
0.8772 |
0.0889 |
9.9% |
0.0080 |
0.9% |
28% |
False |
False |
26,516 |
| 80 |
0.9661 |
0.8772 |
0.0889 |
9.9% |
0.0074 |
0.8% |
28% |
False |
False |
19,914 |
| 100 |
0.9661 |
0.8772 |
0.0889 |
9.9% |
0.0070 |
0.8% |
28% |
False |
False |
15,936 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
9.9% |
0.0063 |
0.7% |
29% |
False |
False |
13,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9478 |
|
2.618 |
0.9313 |
|
1.618 |
0.9212 |
|
1.000 |
0.9150 |
|
0.618 |
0.9111 |
|
HIGH |
0.9049 |
|
0.618 |
0.9010 |
|
0.500 |
0.8999 |
|
0.382 |
0.8987 |
|
LOW |
0.8948 |
|
0.618 |
0.8886 |
|
1.000 |
0.8847 |
|
1.618 |
0.8785 |
|
2.618 |
0.8684 |
|
4.250 |
0.8519 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9014 |
0.8993 |
| PP |
0.9006 |
0.8966 |
| S1 |
0.8999 |
0.8938 |
|