CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 22-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8740 |
0.8771 |
0.0031 |
0.4% |
0.8951 |
| High |
0.8806 |
0.8858 |
0.0052 |
0.6% |
0.9049 |
| Low |
0.8724 |
0.8756 |
0.0032 |
0.4% |
0.8730 |
| Close |
0.8770 |
0.8814 |
0.0044 |
0.5% |
0.8737 |
| Range |
0.0082 |
0.0102 |
0.0020 |
24.4% |
0.0319 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.5% |
0.0000 |
| Volume |
112,424 |
83,576 |
-28,848 |
-25.7% |
473,730 |
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9115 |
0.9067 |
0.8870 |
|
| R3 |
0.9013 |
0.8965 |
0.8842 |
|
| R2 |
0.8911 |
0.8911 |
0.8833 |
|
| R1 |
0.8863 |
0.8863 |
0.8823 |
0.8887 |
| PP |
0.8809 |
0.8809 |
0.8809 |
0.8822 |
| S1 |
0.8761 |
0.8761 |
0.8805 |
0.8785 |
| S2 |
0.8707 |
0.8707 |
0.8795 |
|
| S3 |
0.8605 |
0.8659 |
0.8786 |
|
| S4 |
0.8503 |
0.8557 |
0.8758 |
|
|
| 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 |
0.8935 |
0.8724 |
0.0211 |
2.4% |
0.0093 |
1.1% |
43% |
False |
False |
95,459 |
| 10 |
0.9049 |
0.8724 |
0.0325 |
3.7% |
0.0091 |
1.0% |
28% |
False |
False |
96,292 |
| 20 |
0.9049 |
0.8724 |
0.0325 |
3.7% |
0.0079 |
0.9% |
28% |
False |
False |
72,793 |
| 40 |
0.9178 |
0.8724 |
0.0454 |
5.2% |
0.0085 |
1.0% |
20% |
False |
False |
53,937 |
| 60 |
0.9527 |
0.8724 |
0.0803 |
9.1% |
0.0081 |
0.9% |
11% |
False |
False |
36,057 |
| 80 |
0.9661 |
0.8724 |
0.0937 |
10.6% |
0.0077 |
0.9% |
10% |
False |
False |
27,077 |
| 100 |
0.9661 |
0.8724 |
0.0937 |
10.6% |
0.0073 |
0.8% |
10% |
False |
False |
21,669 |
| 120 |
0.9661 |
0.8724 |
0.0937 |
10.6% |
0.0066 |
0.7% |
10% |
False |
False |
18,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9292 |
|
2.618 |
0.9125 |
|
1.618 |
0.9023 |
|
1.000 |
0.8960 |
|
0.618 |
0.8921 |
|
HIGH |
0.8858 |
|
0.618 |
0.8819 |
|
0.500 |
0.8807 |
|
0.382 |
0.8795 |
|
LOW |
0.8756 |
|
0.618 |
0.8693 |
|
1.000 |
0.8654 |
|
1.618 |
0.8591 |
|
2.618 |
0.8489 |
|
4.250 |
0.8323 |
|
|
| Fisher Pivots for day following 22-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8812 |
0.8806 |
| PP |
0.8809 |
0.8799 |
| S1 |
0.8807 |
0.8791 |
|