CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8975 |
0.9078 |
0.0103 |
1.1% |
0.8900 |
| High |
0.9108 |
0.9134 |
0.0026 |
0.3% |
0.9134 |
| Low |
0.8967 |
0.9057 |
0.0090 |
1.0% |
0.8882 |
| Close |
0.9090 |
0.9062 |
-0.0028 |
-0.3% |
0.9062 |
| Range |
0.0141 |
0.0077 |
-0.0064 |
-45.4% |
0.0252 |
| ATR |
0.0084 |
0.0084 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
106,402 |
96,405 |
-9,997 |
-9.4% |
420,341 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9315 |
0.9266 |
0.9104 |
|
| R3 |
0.9238 |
0.9189 |
0.9083 |
|
| R2 |
0.9161 |
0.9161 |
0.9076 |
|
| R1 |
0.9112 |
0.9112 |
0.9069 |
0.9098 |
| PP |
0.9084 |
0.9084 |
0.9084 |
0.9078 |
| S1 |
0.9035 |
0.9035 |
0.9055 |
0.9021 |
| S2 |
0.9007 |
0.9007 |
0.9048 |
|
| S3 |
0.8930 |
0.8958 |
0.9041 |
|
| S4 |
0.8853 |
0.8881 |
0.9020 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9782 |
0.9674 |
0.9201 |
|
| R3 |
0.9530 |
0.9422 |
0.9131 |
|
| R2 |
0.9278 |
0.9278 |
0.9108 |
|
| R1 |
0.9170 |
0.9170 |
0.9085 |
0.9224 |
| PP |
0.9026 |
0.9026 |
0.9026 |
0.9053 |
| S1 |
0.8918 |
0.8918 |
0.9039 |
0.8972 |
| S2 |
0.8774 |
0.8774 |
0.9016 |
|
| S3 |
0.8522 |
0.8666 |
0.8993 |
|
| S4 |
0.8270 |
0.8414 |
0.8923 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9134 |
0.8882 |
0.0252 |
2.8% |
0.0084 |
0.9% |
71% |
True |
False |
84,068 |
| 10 |
0.9134 |
0.8882 |
0.0252 |
2.8% |
0.0080 |
0.9% |
71% |
True |
False |
83,227 |
| 20 |
0.9134 |
0.8882 |
0.0252 |
2.8% |
0.0078 |
0.9% |
71% |
True |
False |
80,445 |
| 40 |
0.9134 |
0.8632 |
0.0502 |
5.5% |
0.0090 |
1.0% |
86% |
True |
False |
88,658 |
| 60 |
0.9134 |
0.8632 |
0.0502 |
5.5% |
0.0085 |
0.9% |
86% |
True |
False |
79,723 |
| 80 |
0.9375 |
0.8632 |
0.0743 |
8.2% |
0.0086 |
0.9% |
58% |
False |
False |
60,434 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0083 |
0.9% |
42% |
False |
False |
48,385 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0079 |
0.9% |
42% |
False |
False |
40,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9461 |
|
2.618 |
0.9336 |
|
1.618 |
0.9259 |
|
1.000 |
0.9211 |
|
0.618 |
0.9182 |
|
HIGH |
0.9134 |
|
0.618 |
0.9105 |
|
0.500 |
0.9096 |
|
0.382 |
0.9086 |
|
LOW |
0.9057 |
|
0.618 |
0.9009 |
|
1.000 |
0.8980 |
|
1.618 |
0.8932 |
|
2.618 |
0.8855 |
|
4.250 |
0.8730 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9096 |
0.9052 |
| PP |
0.9084 |
0.9041 |
| S1 |
0.9073 |
0.9031 |
|