CME Australian Dollar Future March 2014
Trading Metrics calculated at close of trading on 28-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.8666 |
0.8706 |
0.0040 |
0.5% |
0.8740 |
High |
0.8733 |
0.8793 |
0.0060 |
0.7% |
0.8858 |
Low |
0.8649 |
0.8699 |
0.0050 |
0.6% |
0.8632 |
Close |
0.8723 |
0.8743 |
0.0020 |
0.2% |
0.8684 |
Range |
0.0084 |
0.0094 |
0.0010 |
11.9% |
0.0226 |
ATR |
0.0089 |
0.0090 |
0.0000 |
0.4% |
0.0000 |
Volume |
82,732 |
82,059 |
-673 |
-0.8% |
440,921 |
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9027 |
0.8979 |
0.8795 |
|
R3 |
0.8933 |
0.8885 |
0.8769 |
|
R2 |
0.8839 |
0.8839 |
0.8760 |
|
R1 |
0.8791 |
0.8791 |
0.8752 |
0.8815 |
PP |
0.8745 |
0.8745 |
0.8745 |
0.8757 |
S1 |
0.8697 |
0.8697 |
0.8734 |
0.8721 |
S2 |
0.8651 |
0.8651 |
0.8726 |
|
S3 |
0.8557 |
0.8603 |
0.8717 |
|
S4 |
0.8463 |
0.8509 |
0.8691 |
|
|
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% |
0.0102 |
1.2% |
49% |
False |
False |
98,657 |
10 |
0.9021 |
0.8632 |
0.0389 |
4.4% |
0.0098 |
1.1% |
29% |
False |
False |
98,307 |
20 |
0.9049 |
0.8632 |
0.0417 |
4.8% |
0.0091 |
1.0% |
27% |
False |
False |
87,365 |
40 |
0.9108 |
0.8632 |
0.0476 |
5.4% |
0.0086 |
1.0% |
23% |
False |
False |
63,996 |
60 |
0.9454 |
0.8632 |
0.0822 |
9.4% |
0.0084 |
1.0% |
14% |
False |
False |
42,877 |
80 |
0.9661 |
0.8632 |
0.1029 |
11.8% |
0.0079 |
0.9% |
11% |
False |
False |
32,196 |
100 |
0.9661 |
0.8632 |
0.1029 |
11.8% |
0.0076 |
0.9% |
11% |
False |
False |
25,766 |
120 |
0.9661 |
0.8632 |
0.1029 |
11.8% |
0.0068 |
0.8% |
11% |
False |
False |
21,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9193 |
2.618 |
0.9039 |
1.618 |
0.8945 |
1.000 |
0.8887 |
0.618 |
0.8851 |
HIGH |
0.8793 |
0.618 |
0.8757 |
0.500 |
0.8746 |
0.382 |
0.8735 |
LOW |
0.8699 |
0.618 |
0.8641 |
1.000 |
0.8605 |
1.618 |
0.8547 |
2.618 |
0.8453 |
4.250 |
0.8300 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8746 |
0.8733 |
PP |
0.8745 |
0.8723 |
S1 |
0.8744 |
0.8713 |
|