CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 24-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8815 |
0.8728 |
-0.0087 |
-1.0% |
0.8740 |
| High |
0.8820 |
0.8746 |
-0.0074 |
-0.8% |
0.8858 |
| Low |
0.8702 |
0.8632 |
-0.0070 |
-0.8% |
0.8632 |
| Close |
0.8731 |
0.8684 |
-0.0047 |
-0.5% |
0.8684 |
| Range |
0.0118 |
0.0114 |
-0.0004 |
-3.4% |
0.0226 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.1% |
0.0000 |
| Volume |
125,339 |
119,582 |
-5,757 |
-4.6% |
440,921 |
|
| Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9029 |
0.8971 |
0.8747 |
|
| R3 |
0.8915 |
0.8857 |
0.8715 |
|
| R2 |
0.8801 |
0.8801 |
0.8705 |
|
| R1 |
0.8743 |
0.8743 |
0.8694 |
0.8715 |
| PP |
0.8687 |
0.8687 |
0.8687 |
0.8674 |
| S1 |
0.8629 |
0.8629 |
0.8674 |
0.8601 |
| S2 |
0.8573 |
0.8573 |
0.8663 |
|
| S3 |
0.8459 |
0.8515 |
0.8653 |
|
| S4 |
0.8345 |
0.8401 |
0.8621 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9403 |
0.9269 |
0.8808 |
|
| R3 |
0.9177 |
0.9043 |
0.8746 |
|
| R2 |
0.8951 |
0.8951 |
0.8725 |
|
| R1 |
0.8817 |
0.8817 |
0.8705 |
0.8771 |
| PP |
0.8725 |
0.8725 |
0.8725 |
0.8702 |
| S1 |
0.8591 |
0.8591 |
0.8663 |
0.8545 |
| S2 |
0.8499 |
0.8499 |
0.8643 |
|
| S3 |
0.8273 |
0.8365 |
0.8622 |
|
| S4 |
0.8047 |
0.8139 |
0.8560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8858 |
0.8632 |
0.0226 |
2.6% |
0.0096 |
1.1% |
23% |
False |
True |
102,293 |
| 10 |
0.9049 |
0.8632 |
0.0417 |
4.8% |
0.0103 |
1.2% |
12% |
False |
True |
104,521 |
| 20 |
0.9049 |
0.8632 |
0.0417 |
4.8% |
0.0087 |
1.0% |
12% |
False |
True |
82,142 |
| 40 |
0.9136 |
0.8632 |
0.0504 |
5.8% |
0.0086 |
1.0% |
10% |
False |
True |
59,930 |
| 60 |
0.9461 |
0.8632 |
0.0829 |
9.5% |
0.0083 |
1.0% |
6% |
False |
True |
40,137 |
| 80 |
0.9661 |
0.8632 |
0.1029 |
11.8% |
0.0079 |
0.9% |
5% |
False |
True |
30,138 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.8% |
0.0076 |
0.9% |
5% |
False |
True |
24,118 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.8% |
0.0067 |
0.8% |
5% |
False |
True |
20,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9231 |
|
2.618 |
0.9044 |
|
1.618 |
0.8930 |
|
1.000 |
0.8860 |
|
0.618 |
0.8816 |
|
HIGH |
0.8746 |
|
0.618 |
0.8702 |
|
0.500 |
0.8689 |
|
0.382 |
0.8676 |
|
LOW |
0.8632 |
|
0.618 |
0.8562 |
|
1.000 |
0.8518 |
|
1.618 |
0.8448 |
|
2.618 |
0.8334 |
|
4.250 |
0.8148 |
|
|
| Fisher Pivots for day following 24-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8689 |
0.8745 |
| PP |
0.8687 |
0.8725 |
| S1 |
0.8686 |
0.8704 |
|