CME Australian Dollar Future March 2014
Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.9051 |
0.9018 |
-0.0033 |
-0.4% |
0.8900 |
High |
0.9062 |
0.9047 |
-0.0015 |
-0.2% |
0.9134 |
Low |
0.9008 |
0.8958 |
-0.0050 |
-0.6% |
0.8882 |
Close |
0.9011 |
0.8965 |
-0.0046 |
-0.5% |
0.9062 |
Range |
0.0054 |
0.0089 |
0.0035 |
64.8% |
0.0252 |
ATR |
0.0081 |
0.0082 |
0.0001 |
0.7% |
0.0000 |
Volume |
82,503 |
90,531 |
8,028 |
9.7% |
420,341 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9257 |
0.9200 |
0.9014 |
|
R3 |
0.9168 |
0.9111 |
0.8989 |
|
R2 |
0.9079 |
0.9079 |
0.8981 |
|
R1 |
0.9022 |
0.9022 |
0.8973 |
0.9006 |
PP |
0.8990 |
0.8990 |
0.8990 |
0.8982 |
S1 |
0.8933 |
0.8933 |
0.8957 |
0.8917 |
S2 |
0.8901 |
0.8901 |
0.8949 |
|
S3 |
0.8812 |
0.8844 |
0.8941 |
|
S4 |
0.8723 |
0.8755 |
0.8916 |
|
|
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 |
0.8928 |
0.0206 |
2.3% |
0.0088 |
1.0% |
18% |
False |
False |
89,337 |
10 |
0.9134 |
0.8882 |
0.0252 |
2.8% |
0.0079 |
0.9% |
33% |
False |
False |
87,562 |
20 |
0.9134 |
0.8882 |
0.0252 |
2.8% |
0.0079 |
0.9% |
33% |
False |
False |
82,375 |
40 |
0.9134 |
0.8632 |
0.0502 |
5.6% |
0.0089 |
1.0% |
66% |
False |
False |
87,908 |
60 |
0.9134 |
0.8632 |
0.0502 |
5.6% |
0.0085 |
0.9% |
66% |
False |
False |
80,863 |
80 |
0.9375 |
0.8632 |
0.0743 |
8.3% |
0.0086 |
1.0% |
45% |
False |
False |
62,587 |
100 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0083 |
0.9% |
32% |
False |
False |
50,113 |
120 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0079 |
0.9% |
32% |
False |
False |
41,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9425 |
2.618 |
0.9280 |
1.618 |
0.9191 |
1.000 |
0.9136 |
0.618 |
0.9102 |
HIGH |
0.9047 |
0.618 |
0.9013 |
0.500 |
0.9003 |
0.382 |
0.8992 |
LOW |
0.8958 |
0.618 |
0.8903 |
1.000 |
0.8869 |
1.618 |
0.8814 |
2.618 |
0.8725 |
4.250 |
0.8580 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9003 |
0.9046 |
PP |
0.8990 |
0.9019 |
S1 |
0.8978 |
0.8992 |
|