CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 30-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8763 |
0.8709 |
-0.0054 |
-0.6% |
0.8740 |
| High |
0.8800 |
0.8775 |
-0.0025 |
-0.3% |
0.8858 |
| Low |
0.8696 |
0.8683 |
-0.0013 |
-0.1% |
0.8632 |
| Close |
0.8718 |
0.8759 |
0.0041 |
0.5% |
0.8684 |
| Range |
0.0104 |
0.0092 |
-0.0012 |
-11.5% |
0.0226 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.1% |
0.0000 |
| Volume |
102,991 |
81,452 |
-21,539 |
-20.9% |
440,921 |
|
| Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9015 |
0.8979 |
0.8810 |
|
| R3 |
0.8923 |
0.8887 |
0.8784 |
|
| R2 |
0.8831 |
0.8831 |
0.8776 |
|
| R1 |
0.8795 |
0.8795 |
0.8767 |
0.8813 |
| PP |
0.8739 |
0.8739 |
0.8739 |
0.8748 |
| S1 |
0.8703 |
0.8703 |
0.8751 |
0.8721 |
| S2 |
0.8647 |
0.8647 |
0.8742 |
|
| S3 |
0.8555 |
0.8611 |
0.8734 |
|
| S4 |
0.8463 |
0.8519 |
0.8708 |
|
|
| 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 |
0.8800 |
0.8632 |
0.0168 |
1.9% |
0.0098 |
1.1% |
76% |
False |
False |
93,763 |
| 10 |
0.8877 |
0.8632 |
0.0245 |
2.8% |
0.0099 |
1.1% |
52% |
False |
False |
98,113 |
| 20 |
0.9049 |
0.8632 |
0.0417 |
4.8% |
0.0093 |
1.1% |
30% |
False |
False |
92,730 |
| 40 |
0.9108 |
0.8632 |
0.0476 |
5.4% |
0.0087 |
1.0% |
27% |
False |
False |
68,526 |
| 60 |
0.9454 |
0.8632 |
0.0822 |
9.4% |
0.0085 |
1.0% |
15% |
False |
False |
45,941 |
| 80 |
0.9661 |
0.8632 |
0.1029 |
11.7% |
0.0080 |
0.9% |
12% |
False |
False |
34,498 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.7% |
0.0076 |
0.9% |
12% |
False |
False |
27,609 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.7% |
0.0069 |
0.8% |
12% |
False |
False |
23,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9166 |
|
2.618 |
0.9016 |
|
1.618 |
0.8924 |
|
1.000 |
0.8867 |
|
0.618 |
0.8832 |
|
HIGH |
0.8775 |
|
0.618 |
0.8740 |
|
0.500 |
0.8729 |
|
0.382 |
0.8718 |
|
LOW |
0.8683 |
|
0.618 |
0.8626 |
|
1.000 |
0.8591 |
|
1.618 |
0.8534 |
|
2.618 |
0.8442 |
|
4.250 |
0.8292 |
|
|
| Fisher Pivots for day following 30-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8749 |
0.8753 |
| PP |
0.8739 |
0.8747 |
| S1 |
0.8729 |
0.8742 |
|