CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8925 |
0.8945 |
0.0020 |
0.2% |
0.8958 |
| High |
0.8964 |
0.9009 |
0.0045 |
0.5% |
0.9037 |
| Low |
0.8902 |
0.8928 |
0.0026 |
0.3% |
0.8894 |
| Close |
0.8935 |
0.8976 |
0.0041 |
0.5% |
0.8920 |
| Range |
0.0062 |
0.0081 |
0.0019 |
30.6% |
0.0143 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.1% |
0.0000 |
| Volume |
72,067 |
70,845 |
-1,222 |
-1.7% |
411,934 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9214 |
0.9176 |
0.9021 |
|
| R3 |
0.9133 |
0.9095 |
0.8998 |
|
| R2 |
0.9052 |
0.9052 |
0.8991 |
|
| R1 |
0.9014 |
0.9014 |
0.8983 |
0.9033 |
| PP |
0.8971 |
0.8971 |
0.8971 |
0.8981 |
| S1 |
0.8933 |
0.8933 |
0.8969 |
0.8952 |
| S2 |
0.8890 |
0.8890 |
0.8961 |
|
| S3 |
0.8809 |
0.8852 |
0.8954 |
|
| S4 |
0.8728 |
0.8771 |
0.8931 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9379 |
0.9293 |
0.8999 |
|
| R3 |
0.9236 |
0.9150 |
0.8959 |
|
| R2 |
0.9093 |
0.9093 |
0.8946 |
|
| R1 |
0.9007 |
0.9007 |
0.8933 |
0.8979 |
| PP |
0.8950 |
0.8950 |
0.8950 |
0.8936 |
| S1 |
0.8864 |
0.8864 |
0.8907 |
0.8836 |
| S2 |
0.8807 |
0.8807 |
0.8894 |
|
| S3 |
0.8664 |
0.8721 |
0.8881 |
|
| S4 |
0.8521 |
0.8578 |
0.8841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9009 |
0.8882 |
0.0127 |
1.4% |
0.0068 |
0.8% |
74% |
True |
False |
82,367 |
| 10 |
0.9037 |
0.8882 |
0.0155 |
1.7% |
0.0073 |
0.8% |
61% |
False |
False |
78,501 |
| 20 |
0.9065 |
0.8851 |
0.0214 |
2.4% |
0.0073 |
0.8% |
58% |
False |
False |
78,176 |
| 40 |
0.9065 |
0.8632 |
0.0433 |
4.8% |
0.0088 |
1.0% |
79% |
False |
False |
87,866 |
| 60 |
0.9108 |
0.8632 |
0.0476 |
5.3% |
0.0085 |
0.9% |
72% |
False |
False |
76,760 |
| 80 |
0.9445 |
0.8632 |
0.0813 |
9.1% |
0.0086 |
1.0% |
42% |
False |
False |
57,907 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0082 |
0.9% |
33% |
False |
False |
46,361 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0079 |
0.9% |
33% |
False |
False |
38,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9353 |
|
2.618 |
0.9221 |
|
1.618 |
0.9140 |
|
1.000 |
0.9090 |
|
0.618 |
0.9059 |
|
HIGH |
0.9009 |
|
0.618 |
0.8978 |
|
0.500 |
0.8969 |
|
0.382 |
0.8959 |
|
LOW |
0.8928 |
|
0.618 |
0.8878 |
|
1.000 |
0.8847 |
|
1.618 |
0.8797 |
|
2.618 |
0.8716 |
|
4.250 |
0.8584 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8974 |
0.8966 |
| PP |
0.8971 |
0.8956 |
| S1 |
0.8969 |
0.8946 |
|