CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8951 |
0.9019 |
0.0068 |
0.8% |
0.8909 |
| High |
0.9049 |
0.9021 |
-0.0028 |
-0.3% |
0.8967 |
| Low |
0.8948 |
0.8918 |
-0.0030 |
-0.3% |
0.8827 |
| Close |
0.9021 |
0.8921 |
-0.0100 |
-1.1% |
0.8954 |
| Range |
0.0101 |
0.0103 |
0.0002 |
2.0% |
0.0140 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.0% |
0.0000 |
| Volume |
96,372 |
96,059 |
-313 |
-0.3% |
445,397 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9262 |
0.9195 |
0.8978 |
|
| R3 |
0.9159 |
0.9092 |
0.8949 |
|
| R2 |
0.9056 |
0.9056 |
0.8940 |
|
| R1 |
0.8989 |
0.8989 |
0.8930 |
0.8971 |
| PP |
0.8953 |
0.8953 |
0.8953 |
0.8945 |
| S1 |
0.8886 |
0.8886 |
0.8912 |
0.8868 |
| S2 |
0.8850 |
0.8850 |
0.8902 |
|
| S3 |
0.8747 |
0.8783 |
0.8893 |
|
| S4 |
0.8644 |
0.8680 |
0.8864 |
|
|
| 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% |
0.0088 |
1.0% |
42% |
False |
False |
97,124 |
| 10 |
0.9049 |
0.8801 |
0.0248 |
2.8% |
0.0084 |
0.9% |
48% |
False |
False |
81,546 |
| 20 |
0.9049 |
0.8772 |
0.0277 |
3.1% |
0.0075 |
0.8% |
54% |
False |
False |
67,795 |
| 40 |
0.9375 |
0.8772 |
0.0603 |
6.8% |
0.0084 |
0.9% |
25% |
False |
False |
42,060 |
| 60 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0080 |
0.9% |
17% |
False |
False |
28,115 |
| 80 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0074 |
0.8% |
17% |
False |
False |
21,114 |
| 100 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0071 |
0.8% |
17% |
False |
False |
16,896 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.0% |
0.0064 |
0.7% |
17% |
False |
False |
14,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9459 |
|
2.618 |
0.9291 |
|
1.618 |
0.9188 |
|
1.000 |
0.9124 |
|
0.618 |
0.9085 |
|
HIGH |
0.9021 |
|
0.618 |
0.8982 |
|
0.500 |
0.8970 |
|
0.382 |
0.8957 |
|
LOW |
0.8918 |
|
0.618 |
0.8854 |
|
1.000 |
0.8815 |
|
1.618 |
0.8751 |
|
2.618 |
0.8648 |
|
4.250 |
0.8480 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8970 |
0.8944 |
| PP |
0.8953 |
0.8936 |
| S1 |
0.8937 |
0.8929 |
|