CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9018 |
0.8973 |
-0.0045 |
-0.5% |
0.8900 |
| High |
0.9047 |
0.8990 |
-0.0057 |
-0.6% |
0.9134 |
| Low |
0.8958 |
0.8920 |
-0.0038 |
-0.4% |
0.8882 |
| Close |
0.8965 |
0.8982 |
0.0017 |
0.2% |
0.9062 |
| Range |
0.0089 |
0.0070 |
-0.0019 |
-21.3% |
0.0252 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
90,531 |
110,001 |
19,470 |
21.5% |
420,341 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9174 |
0.9148 |
0.9021 |
|
| R3 |
0.9104 |
0.9078 |
0.9001 |
|
| R2 |
0.9034 |
0.9034 |
0.8995 |
|
| R1 |
0.9008 |
0.9008 |
0.8988 |
0.9021 |
| PP |
0.8964 |
0.8964 |
0.8964 |
0.8971 |
| S1 |
0.8938 |
0.8938 |
0.8976 |
0.8951 |
| S2 |
0.8894 |
0.8894 |
0.8969 |
|
| S3 |
0.8824 |
0.8868 |
0.8963 |
|
| S4 |
0.8754 |
0.8798 |
0.8944 |
|
|
| 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 |
0.8920 |
0.0214 |
2.4% |
0.0086 |
1.0% |
29% |
False |
True |
97,168 |
| 10 |
0.9134 |
0.8882 |
0.0252 |
2.8% |
0.0077 |
0.9% |
40% |
False |
False |
89,768 |
| 20 |
0.9134 |
0.8882 |
0.0252 |
2.8% |
0.0077 |
0.9% |
40% |
False |
False |
83,192 |
| 40 |
0.9134 |
0.8632 |
0.0502 |
5.6% |
0.0088 |
1.0% |
70% |
False |
False |
88,249 |
| 60 |
0.9134 |
0.8632 |
0.0502 |
5.6% |
0.0083 |
0.9% |
70% |
False |
False |
81,294 |
| 80 |
0.9375 |
0.8632 |
0.0743 |
8.3% |
0.0086 |
1.0% |
47% |
False |
False |
63,957 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0083 |
0.9% |
34% |
False |
False |
51,209 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0078 |
0.9% |
34% |
False |
False |
42,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9288 |
|
2.618 |
0.9173 |
|
1.618 |
0.9103 |
|
1.000 |
0.9060 |
|
0.618 |
0.9033 |
|
HIGH |
0.8990 |
|
0.618 |
0.8963 |
|
0.500 |
0.8955 |
|
0.382 |
0.8947 |
|
LOW |
0.8920 |
|
0.618 |
0.8877 |
|
1.000 |
0.8850 |
|
1.618 |
0.8807 |
|
2.618 |
0.8737 |
|
4.250 |
0.8623 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8973 |
0.8991 |
| PP |
0.8964 |
0.8988 |
| S1 |
0.8955 |
0.8985 |
|