CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 21-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8782 |
0.8740 |
-0.0042 |
-0.5% |
0.8951 |
| High |
0.8794 |
0.8806 |
0.0012 |
0.1% |
0.9049 |
| Low |
0.8730 |
0.8724 |
-0.0006 |
-0.1% |
0.8730 |
| Close |
0.8737 |
0.8770 |
0.0033 |
0.4% |
0.8737 |
| Range |
0.0064 |
0.0082 |
0.0018 |
28.1% |
0.0319 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
70,544 |
112,424 |
41,880 |
59.4% |
473,730 |
|
| Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9013 |
0.8973 |
0.8815 |
|
| R3 |
0.8931 |
0.8891 |
0.8793 |
|
| R2 |
0.8849 |
0.8849 |
0.8785 |
|
| R1 |
0.8809 |
0.8809 |
0.8778 |
0.8829 |
| PP |
0.8767 |
0.8767 |
0.8767 |
0.8777 |
| S1 |
0.8727 |
0.8727 |
0.8762 |
0.8747 |
| S2 |
0.8685 |
0.8685 |
0.8755 |
|
| S3 |
0.8603 |
0.8645 |
0.8747 |
|
| S4 |
0.8521 |
0.8563 |
0.8725 |
|
|
| 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 |
0.9021 |
0.8724 |
0.0297 |
3.4% |
0.0093 |
1.1% |
15% |
False |
True |
97,956 |
| 10 |
0.9049 |
0.8724 |
0.0325 |
3.7% |
0.0088 |
1.0% |
14% |
False |
True |
96,032 |
| 20 |
0.9049 |
0.8724 |
0.0325 |
3.7% |
0.0078 |
0.9% |
14% |
False |
True |
72,145 |
| 40 |
0.9262 |
0.8724 |
0.0538 |
6.1% |
0.0085 |
1.0% |
9% |
False |
True |
51,857 |
| 60 |
0.9575 |
0.8724 |
0.0851 |
9.7% |
0.0081 |
0.9% |
5% |
False |
True |
34,668 |
| 80 |
0.9661 |
0.8724 |
0.0937 |
10.7% |
0.0077 |
0.9% |
5% |
False |
True |
26,033 |
| 100 |
0.9661 |
0.8724 |
0.0937 |
10.7% |
0.0073 |
0.8% |
5% |
False |
True |
20,833 |
| 120 |
0.9661 |
0.8724 |
0.0937 |
10.7% |
0.0065 |
0.7% |
5% |
False |
True |
17,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9155 |
|
2.618 |
0.9021 |
|
1.618 |
0.8939 |
|
1.000 |
0.8888 |
|
0.618 |
0.8857 |
|
HIGH |
0.8806 |
|
0.618 |
0.8775 |
|
0.500 |
0.8765 |
|
0.382 |
0.8755 |
|
LOW |
0.8724 |
|
0.618 |
0.8673 |
|
1.000 |
0.8642 |
|
1.618 |
0.8591 |
|
2.618 |
0.8509 |
|
4.250 |
0.8376 |
|
|
| Fisher Pivots for day following 21-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8768 |
0.8801 |
| PP |
0.8767 |
0.8790 |
| S1 |
0.8765 |
0.8780 |
|