CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8870 |
0.8782 |
-0.0088 |
-1.0% |
0.8951 |
| High |
0.8877 |
0.8794 |
-0.0083 |
-0.9% |
0.9049 |
| Low |
0.8743 |
0.8730 |
-0.0013 |
-0.1% |
0.8730 |
| Close |
0.8782 |
0.8737 |
-0.0045 |
-0.5% |
0.8737 |
| Range |
0.0134 |
0.0064 |
-0.0070 |
-52.2% |
0.0319 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
120,435 |
70,544 |
-49,891 |
-41.4% |
473,730 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8946 |
0.8905 |
0.8772 |
|
| R3 |
0.8882 |
0.8841 |
0.8755 |
|
| R2 |
0.8818 |
0.8818 |
0.8749 |
|
| R1 |
0.8777 |
0.8777 |
0.8743 |
0.8766 |
| PP |
0.8754 |
0.8754 |
0.8754 |
0.8748 |
| S1 |
0.8713 |
0.8713 |
0.8731 |
0.8702 |
| S2 |
0.8690 |
0.8690 |
0.8725 |
|
| S3 |
0.8626 |
0.8649 |
0.8719 |
|
| S4 |
0.8562 |
0.8585 |
0.8702 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9796 |
0.9585 |
0.8912 |
|
| R3 |
0.9477 |
0.9266 |
0.8825 |
|
| R2 |
0.9158 |
0.9158 |
0.8795 |
|
| R1 |
0.8947 |
0.8947 |
0.8766 |
0.8893 |
| PP |
0.8839 |
0.8839 |
0.8839 |
0.8812 |
| S1 |
0.8628 |
0.8628 |
0.8708 |
0.8574 |
| S2 |
0.8520 |
0.8520 |
0.8679 |
|
| S3 |
0.8201 |
0.8309 |
0.8649 |
|
| S4 |
0.7882 |
0.7990 |
0.8562 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9049 |
0.8730 |
0.0319 |
3.7% |
0.0097 |
1.1% |
2% |
False |
True |
94,746 |
| 10 |
0.9049 |
0.8730 |
0.0319 |
3.7% |
0.0085 |
1.0% |
2% |
False |
True |
91,912 |
| 20 |
0.9049 |
0.8730 |
0.0319 |
3.7% |
0.0077 |
0.9% |
2% |
False |
True |
69,808 |
| 40 |
0.9370 |
0.8730 |
0.0640 |
7.3% |
0.0086 |
1.0% |
1% |
False |
True |
49,063 |
| 60 |
0.9661 |
0.8730 |
0.0931 |
10.7% |
0.0082 |
0.9% |
1% |
False |
True |
32,797 |
| 80 |
0.9661 |
0.8730 |
0.0931 |
10.7% |
0.0076 |
0.9% |
1% |
False |
True |
24,628 |
| 100 |
0.9661 |
0.8730 |
0.0931 |
10.7% |
0.0072 |
0.8% |
1% |
False |
True |
19,709 |
| 120 |
0.9661 |
0.8730 |
0.0931 |
10.7% |
0.0066 |
0.8% |
1% |
False |
True |
16,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9066 |
|
2.618 |
0.8962 |
|
1.618 |
0.8898 |
|
1.000 |
0.8858 |
|
0.618 |
0.8834 |
|
HIGH |
0.8794 |
|
0.618 |
0.8770 |
|
0.500 |
0.8762 |
|
0.382 |
0.8754 |
|
LOW |
0.8730 |
|
0.618 |
0.8690 |
|
1.000 |
0.8666 |
|
1.618 |
0.8626 |
|
2.618 |
0.8562 |
|
4.250 |
0.8458 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8762 |
0.8833 |
| PP |
0.8754 |
0.8801 |
| S1 |
0.8745 |
0.8769 |
|