CME Australian Dollar Future March 2014
Trading Metrics calculated at close of trading on 16-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.8920 |
0.8870 |
-0.0050 |
-0.6% |
0.8909 |
High |
0.8935 |
0.8877 |
-0.0058 |
-0.6% |
0.8967 |
Low |
0.8851 |
0.8743 |
-0.0108 |
-1.2% |
0.8827 |
Close |
0.8873 |
0.8782 |
-0.0091 |
-1.0% |
0.8954 |
Range |
0.0084 |
0.0134 |
0.0050 |
59.5% |
0.0140 |
ATR |
0.0082 |
0.0086 |
0.0004 |
4.5% |
0.0000 |
Volume |
90,320 |
120,435 |
30,115 |
33.3% |
445,397 |
|
Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9203 |
0.9126 |
0.8856 |
|
R3 |
0.9069 |
0.8992 |
0.8819 |
|
R2 |
0.8935 |
0.8935 |
0.8807 |
|
R1 |
0.8858 |
0.8858 |
0.8794 |
0.8830 |
PP |
0.8801 |
0.8801 |
0.8801 |
0.8786 |
S1 |
0.8724 |
0.8724 |
0.8770 |
0.8696 |
S2 |
0.8667 |
0.8667 |
0.8757 |
|
S3 |
0.8533 |
0.8590 |
0.8745 |
|
S4 |
0.8399 |
0.8456 |
0.8708 |
|
|
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 |
0.8743 |
0.0306 |
3.5% |
0.0110 |
1.3% |
13% |
False |
True |
106,749 |
10 |
0.9049 |
0.8743 |
0.0306 |
3.5% |
0.0090 |
1.0% |
13% |
False |
True |
93,465 |
20 |
0.9049 |
0.8743 |
0.0306 |
3.5% |
0.0080 |
0.9% |
13% |
False |
True |
71,719 |
40 |
0.9375 |
0.8743 |
0.0632 |
7.2% |
0.0087 |
1.0% |
6% |
False |
True |
47,313 |
60 |
0.9661 |
0.8743 |
0.0918 |
10.5% |
0.0082 |
0.9% |
4% |
False |
True |
31,622 |
80 |
0.9661 |
0.8743 |
0.0918 |
10.5% |
0.0076 |
0.9% |
4% |
False |
True |
23,747 |
100 |
0.9661 |
0.8743 |
0.0918 |
10.5% |
0.0072 |
0.8% |
4% |
False |
True |
19,004 |
120 |
0.9661 |
0.8743 |
0.0918 |
10.5% |
0.0066 |
0.7% |
4% |
False |
True |
15,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9447 |
2.618 |
0.9228 |
1.618 |
0.9094 |
1.000 |
0.9011 |
0.618 |
0.8960 |
HIGH |
0.8877 |
0.618 |
0.8826 |
0.500 |
0.8810 |
0.382 |
0.8794 |
LOW |
0.8743 |
0.618 |
0.8660 |
1.000 |
0.8609 |
1.618 |
0.8526 |
2.618 |
0.8392 |
4.250 |
0.8174 |
|
|
Fisher Pivots for day following 16-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8810 |
0.8882 |
PP |
0.8801 |
0.8849 |
S1 |
0.8791 |
0.8815 |
|