CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8945 |
0.8975 |
0.0030 |
0.3% |
0.8958 |
| High |
0.9009 |
0.9108 |
0.0099 |
1.1% |
0.9037 |
| Low |
0.8928 |
0.8967 |
0.0039 |
0.4% |
0.8894 |
| Close |
0.8976 |
0.9090 |
0.0114 |
1.3% |
0.8920 |
| Range |
0.0081 |
0.0141 |
0.0060 |
74.1% |
0.0143 |
| ATR |
0.0080 |
0.0084 |
0.0004 |
5.5% |
0.0000 |
| Volume |
70,845 |
106,402 |
35,557 |
50.2% |
411,934 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9478 |
0.9425 |
0.9168 |
|
| R3 |
0.9337 |
0.9284 |
0.9129 |
|
| R2 |
0.9196 |
0.9196 |
0.9116 |
|
| R1 |
0.9143 |
0.9143 |
0.9103 |
0.9170 |
| PP |
0.9055 |
0.9055 |
0.9055 |
0.9068 |
| S1 |
0.9002 |
0.9002 |
0.9077 |
0.9029 |
| S2 |
0.8914 |
0.8914 |
0.9064 |
|
| S3 |
0.8773 |
0.8861 |
0.9051 |
|
| S4 |
0.8632 |
0.8720 |
0.9012 |
|
|
| 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 |
0.9108 |
0.8882 |
0.0226 |
2.5% |
0.0083 |
0.9% |
92% |
True |
False |
82,849 |
| 10 |
0.9108 |
0.8882 |
0.0226 |
2.5% |
0.0078 |
0.9% |
92% |
True |
False |
80,113 |
| 20 |
0.9108 |
0.8882 |
0.0226 |
2.5% |
0.0077 |
0.8% |
92% |
True |
False |
79,260 |
| 40 |
0.9108 |
0.8632 |
0.0476 |
5.2% |
0.0089 |
1.0% |
96% |
True |
False |
88,502 |
| 60 |
0.9108 |
0.8632 |
0.0476 |
5.2% |
0.0085 |
0.9% |
96% |
True |
False |
78,296 |
| 80 |
0.9400 |
0.8632 |
0.0768 |
8.4% |
0.0086 |
1.0% |
60% |
False |
False |
59,236 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.3% |
0.0082 |
0.9% |
45% |
False |
False |
47,423 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.3% |
0.0079 |
0.9% |
45% |
False |
False |
39,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9707 |
|
2.618 |
0.9477 |
|
1.618 |
0.9336 |
|
1.000 |
0.9249 |
|
0.618 |
0.9195 |
|
HIGH |
0.9108 |
|
0.618 |
0.9054 |
|
0.500 |
0.9038 |
|
0.382 |
0.9021 |
|
LOW |
0.8967 |
|
0.618 |
0.8880 |
|
1.000 |
0.8826 |
|
1.618 |
0.8739 |
|
2.618 |
0.8598 |
|
4.250 |
0.8368 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9073 |
0.9062 |
| PP |
0.9055 |
0.9033 |
| S1 |
0.9038 |
0.9005 |
|