CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 31-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8709 |
0.8761 |
0.0052 |
0.6% |
0.8666 |
| High |
0.8775 |
0.8798 |
0.0023 |
0.3% |
0.8800 |
| Low |
0.8683 |
0.8670 |
-0.0013 |
-0.1% |
0.8649 |
| Close |
0.8759 |
0.8721 |
-0.0038 |
-0.4% |
0.8721 |
| Range |
0.0092 |
0.0128 |
0.0036 |
39.1% |
0.0151 |
| ATR |
0.0091 |
0.0093 |
0.0003 |
2.9% |
0.0000 |
| Volume |
81,452 |
91,671 |
10,219 |
12.5% |
440,905 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9114 |
0.9045 |
0.8791 |
|
| R3 |
0.8986 |
0.8917 |
0.8756 |
|
| R2 |
0.8858 |
0.8858 |
0.8744 |
|
| R1 |
0.8789 |
0.8789 |
0.8733 |
0.8760 |
| PP |
0.8730 |
0.8730 |
0.8730 |
0.8715 |
| S1 |
0.8661 |
0.8661 |
0.8709 |
0.8632 |
| S2 |
0.8602 |
0.8602 |
0.8698 |
|
| S3 |
0.8474 |
0.8533 |
0.8686 |
|
| S4 |
0.8346 |
0.8405 |
0.8651 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9176 |
0.9100 |
0.8804 |
|
| R3 |
0.9025 |
0.8949 |
0.8763 |
|
| R2 |
0.8874 |
0.8874 |
0.8749 |
|
| R1 |
0.8798 |
0.8798 |
0.8735 |
0.8836 |
| PP |
0.8723 |
0.8723 |
0.8723 |
0.8743 |
| S1 |
0.8647 |
0.8647 |
0.8707 |
0.8685 |
| S2 |
0.8572 |
0.8572 |
0.8693 |
|
| S3 |
0.8421 |
0.8496 |
0.8679 |
|
| S4 |
0.8270 |
0.8345 |
0.8638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8800 |
0.8649 |
0.0151 |
1.7% |
0.0100 |
1.2% |
48% |
False |
False |
88,181 |
| 10 |
0.8858 |
0.8632 |
0.0226 |
2.6% |
0.0098 |
1.1% |
39% |
False |
False |
95,237 |
| 20 |
0.9049 |
0.8632 |
0.0417 |
4.8% |
0.0094 |
1.1% |
21% |
False |
False |
94,351 |
| 40 |
0.9108 |
0.8632 |
0.0476 |
5.5% |
0.0088 |
1.0% |
19% |
False |
False |
70,743 |
| 60 |
0.9454 |
0.8632 |
0.0822 |
9.4% |
0.0086 |
1.0% |
11% |
False |
False |
47,467 |
| 80 |
0.9661 |
0.8632 |
0.1029 |
11.8% |
0.0081 |
0.9% |
9% |
False |
False |
35,642 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.8% |
0.0077 |
0.9% |
9% |
False |
False |
28,525 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.8% |
0.0070 |
0.8% |
9% |
False |
False |
23,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9342 |
|
2.618 |
0.9133 |
|
1.618 |
0.9005 |
|
1.000 |
0.8926 |
|
0.618 |
0.8877 |
|
HIGH |
0.8798 |
|
0.618 |
0.8749 |
|
0.500 |
0.8734 |
|
0.382 |
0.8719 |
|
LOW |
0.8670 |
|
0.618 |
0.8591 |
|
1.000 |
0.8542 |
|
1.618 |
0.8463 |
|
2.618 |
0.8335 |
|
4.250 |
0.8126 |
|
|
| Fisher Pivots for day following 31-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8734 |
0.8735 |
| PP |
0.8730 |
0.8730 |
| S1 |
0.8725 |
0.8726 |
|