CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9078 |
0.9051 |
-0.0027 |
-0.3% |
0.8900 |
| High |
0.9134 |
0.9062 |
-0.0072 |
-0.8% |
0.9134 |
| Low |
0.9057 |
0.9008 |
-0.0049 |
-0.5% |
0.8882 |
| Close |
0.9062 |
0.9011 |
-0.0051 |
-0.6% |
0.9062 |
| Range |
0.0077 |
0.0054 |
-0.0023 |
-29.9% |
0.0252 |
| ATR |
0.0084 |
0.0081 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
96,405 |
82,503 |
-13,902 |
-14.4% |
420,341 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9189 |
0.9154 |
0.9041 |
|
| R3 |
0.9135 |
0.9100 |
0.9026 |
|
| R2 |
0.9081 |
0.9081 |
0.9021 |
|
| R1 |
0.9046 |
0.9046 |
0.9016 |
0.9037 |
| PP |
0.9027 |
0.9027 |
0.9027 |
0.9022 |
| S1 |
0.8992 |
0.8992 |
0.9006 |
0.8983 |
| S2 |
0.8973 |
0.8973 |
0.9001 |
|
| S3 |
0.8919 |
0.8938 |
0.8996 |
|
| S4 |
0.8865 |
0.8884 |
0.8981 |
|
|
| 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 |
0.8902 |
0.0232 |
2.6% |
0.0083 |
0.9% |
47% |
False |
False |
85,644 |
| 10 |
0.9134 |
0.8882 |
0.0252 |
2.8% |
0.0074 |
0.8% |
51% |
False |
False |
84,710 |
| 20 |
0.9134 |
0.8882 |
0.0252 |
2.8% |
0.0077 |
0.9% |
51% |
False |
False |
80,274 |
| 40 |
0.9134 |
0.8632 |
0.0502 |
5.6% |
0.0090 |
1.0% |
75% |
False |
False |
88,909 |
| 60 |
0.9134 |
0.8632 |
0.0502 |
5.6% |
0.0085 |
0.9% |
75% |
False |
False |
80,364 |
| 80 |
0.9375 |
0.8632 |
0.0743 |
8.2% |
0.0086 |
1.0% |
51% |
False |
False |
61,460 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0083 |
0.9% |
37% |
False |
False |
49,209 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0079 |
0.9% |
37% |
False |
False |
41,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9292 |
|
2.618 |
0.9203 |
|
1.618 |
0.9149 |
|
1.000 |
0.9116 |
|
0.618 |
0.9095 |
|
HIGH |
0.9062 |
|
0.618 |
0.9041 |
|
0.500 |
0.9035 |
|
0.382 |
0.9029 |
|
LOW |
0.9008 |
|
0.618 |
0.8975 |
|
1.000 |
0.8954 |
|
1.618 |
0.8921 |
|
2.618 |
0.8867 |
|
4.250 |
0.8779 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9035 |
0.9051 |
| PP |
0.9027 |
0.9037 |
| S1 |
0.9019 |
0.9024 |
|