CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8728 |
0.8666 |
-0.0062 |
-0.7% |
0.8740 |
| High |
0.8746 |
0.8733 |
-0.0013 |
-0.1% |
0.8858 |
| Low |
0.8632 |
0.8649 |
0.0017 |
0.2% |
0.8632 |
| Close |
0.8684 |
0.8723 |
0.0039 |
0.4% |
0.8684 |
| Range |
0.0114 |
0.0084 |
-0.0030 |
-26.3% |
0.0226 |
| ATR |
0.0090 |
0.0089 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
119,582 |
82,732 |
-36,850 |
-30.8% |
440,921 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8954 |
0.8922 |
0.8769 |
|
| R3 |
0.8870 |
0.8838 |
0.8746 |
|
| R2 |
0.8786 |
0.8786 |
0.8738 |
|
| R1 |
0.8754 |
0.8754 |
0.8731 |
0.8770 |
| PP |
0.8702 |
0.8702 |
0.8702 |
0.8710 |
| S1 |
0.8670 |
0.8670 |
0.8715 |
0.8686 |
| S2 |
0.8618 |
0.8618 |
0.8708 |
|
| S3 |
0.8534 |
0.8586 |
0.8700 |
|
| S4 |
0.8450 |
0.8502 |
0.8677 |
|
|
| 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% |
0.0100 |
1.1% |
40% |
False |
False |
104,730 |
| 10 |
0.9049 |
0.8632 |
0.0417 |
4.8% |
0.0099 |
1.1% |
22% |
False |
False |
99,738 |
| 20 |
0.9049 |
0.8632 |
0.0417 |
4.8% |
0.0089 |
1.0% |
22% |
False |
False |
85,653 |
| 40 |
0.9108 |
0.8632 |
0.0476 |
5.5% |
0.0086 |
1.0% |
19% |
False |
False |
61,982 |
| 60 |
0.9454 |
0.8632 |
0.0822 |
9.4% |
0.0084 |
1.0% |
11% |
False |
False |
41,514 |
| 80 |
0.9661 |
0.8632 |
0.1029 |
11.8% |
0.0078 |
0.9% |
9% |
False |
False |
31,171 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.8% |
0.0076 |
0.9% |
9% |
False |
False |
24,945 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.8% |
0.0068 |
0.8% |
9% |
False |
False |
20,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9090 |
|
2.618 |
0.8953 |
|
1.618 |
0.8869 |
|
1.000 |
0.8817 |
|
0.618 |
0.8785 |
|
HIGH |
0.8733 |
|
0.618 |
0.8701 |
|
0.500 |
0.8691 |
|
0.382 |
0.8681 |
|
LOW |
0.8649 |
|
0.618 |
0.8597 |
|
1.000 |
0.8565 |
|
1.618 |
0.8513 |
|
2.618 |
0.8429 |
|
4.250 |
0.8292 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8712 |
0.8726 |
| PP |
0.8702 |
0.8725 |
| S1 |
0.8691 |
0.8724 |
|