CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 23-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8771 |
0.8815 |
0.0044 |
0.5% |
0.8951 |
| High |
0.8858 |
0.8820 |
-0.0038 |
-0.4% |
0.9049 |
| Low |
0.8756 |
0.8702 |
-0.0054 |
-0.6% |
0.8730 |
| Close |
0.8814 |
0.8731 |
-0.0083 |
-0.9% |
0.8737 |
| Range |
0.0102 |
0.0118 |
0.0016 |
15.7% |
0.0319 |
| ATR |
0.0085 |
0.0088 |
0.0002 |
2.7% |
0.0000 |
| Volume |
83,576 |
125,339 |
41,763 |
50.0% |
473,730 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9105 |
0.9036 |
0.8796 |
|
| R3 |
0.8987 |
0.8918 |
0.8763 |
|
| R2 |
0.8869 |
0.8869 |
0.8753 |
|
| R1 |
0.8800 |
0.8800 |
0.8742 |
0.8776 |
| PP |
0.8751 |
0.8751 |
0.8751 |
0.8739 |
| S1 |
0.8682 |
0.8682 |
0.8720 |
0.8658 |
| S2 |
0.8633 |
0.8633 |
0.8709 |
|
| S3 |
0.8515 |
0.8564 |
0.8699 |
|
| S4 |
0.8397 |
0.8446 |
0.8666 |
|
|
| 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 |
0.8877 |
0.8702 |
0.0175 |
2.0% |
0.0100 |
1.1% |
17% |
False |
True |
102,463 |
| 10 |
0.9049 |
0.8702 |
0.0347 |
4.0% |
0.0097 |
1.1% |
8% |
False |
True |
99,809 |
| 20 |
0.9049 |
0.8702 |
0.0347 |
4.0% |
0.0083 |
1.0% |
8% |
False |
True |
77,190 |
| 40 |
0.9136 |
0.8702 |
0.0434 |
5.0% |
0.0085 |
1.0% |
7% |
False |
True |
56,976 |
| 60 |
0.9524 |
0.8702 |
0.0822 |
9.4% |
0.0082 |
0.9% |
4% |
False |
True |
38,144 |
| 80 |
0.9661 |
0.8702 |
0.0959 |
11.0% |
0.0078 |
0.9% |
3% |
False |
True |
28,644 |
| 100 |
0.9661 |
0.8702 |
0.0959 |
11.0% |
0.0075 |
0.9% |
3% |
False |
True |
22,922 |
| 120 |
0.9661 |
0.8702 |
0.0959 |
11.0% |
0.0067 |
0.8% |
3% |
False |
True |
19,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9322 |
|
2.618 |
0.9129 |
|
1.618 |
0.9011 |
|
1.000 |
0.8938 |
|
0.618 |
0.8893 |
|
HIGH |
0.8820 |
|
0.618 |
0.8775 |
|
0.500 |
0.8761 |
|
0.382 |
0.8747 |
|
LOW |
0.8702 |
|
0.618 |
0.8629 |
|
1.000 |
0.8584 |
|
1.618 |
0.8511 |
|
2.618 |
0.8393 |
|
4.250 |
0.8201 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8761 |
0.8780 |
| PP |
0.8751 |
0.8764 |
| S1 |
0.8741 |
0.8747 |
|