CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9019 |
0.8920 |
-0.0099 |
-1.1% |
0.8909 |
| High |
0.9021 |
0.8935 |
-0.0086 |
-1.0% |
0.8967 |
| Low |
0.8918 |
0.8851 |
-0.0067 |
-0.8% |
0.8827 |
| Close |
0.8921 |
0.8873 |
-0.0048 |
-0.5% |
0.8954 |
| Range |
0.0103 |
0.0084 |
-0.0019 |
-18.4% |
0.0140 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.2% |
0.0000 |
| Volume |
96,059 |
90,320 |
-5,739 |
-6.0% |
445,397 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9138 |
0.9090 |
0.8919 |
|
| R3 |
0.9054 |
0.9006 |
0.8896 |
|
| R2 |
0.8970 |
0.8970 |
0.8888 |
|
| R1 |
0.8922 |
0.8922 |
0.8881 |
0.8904 |
| PP |
0.8886 |
0.8886 |
0.8886 |
0.8878 |
| S1 |
0.8838 |
0.8838 |
0.8865 |
0.8820 |
| S2 |
0.8802 |
0.8802 |
0.8858 |
|
| S3 |
0.8718 |
0.8754 |
0.8850 |
|
| S4 |
0.8634 |
0.8670 |
0.8827 |
|
|
| 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% |
0.0093 |
1.0% |
21% |
False |
False |
97,156 |
| 10 |
0.9049 |
0.8801 |
0.0248 |
2.8% |
0.0087 |
1.0% |
29% |
False |
False |
87,347 |
| 20 |
0.9049 |
0.8772 |
0.0277 |
3.1% |
0.0077 |
0.9% |
36% |
False |
False |
69,331 |
| 40 |
0.9375 |
0.8772 |
0.0603 |
6.8% |
0.0085 |
1.0% |
17% |
False |
False |
44,311 |
| 60 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0080 |
0.9% |
11% |
False |
False |
29,619 |
| 80 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0074 |
0.8% |
11% |
False |
False |
22,242 |
| 100 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0071 |
0.8% |
11% |
False |
False |
17,799 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.1% |
0.0065 |
0.7% |
12% |
False |
False |
14,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9292 |
|
2.618 |
0.9155 |
|
1.618 |
0.9071 |
|
1.000 |
0.9019 |
|
0.618 |
0.8987 |
|
HIGH |
0.8935 |
|
0.618 |
0.8903 |
|
0.500 |
0.8893 |
|
0.382 |
0.8883 |
|
LOW |
0.8851 |
|
0.618 |
0.8799 |
|
1.000 |
0.8767 |
|
1.618 |
0.8715 |
|
2.618 |
0.8631 |
|
4.250 |
0.8494 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8893 |
0.8950 |
| PP |
0.8886 |
0.8924 |
| S1 |
0.8880 |
0.8899 |
|