CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8989 |
0.9038 |
0.0049 |
0.5% |
0.9051 |
| High |
0.9102 |
0.9049 |
-0.0053 |
-0.6% |
0.9102 |
| Low |
0.8982 |
0.8997 |
0.0015 |
0.2% |
0.8920 |
| Close |
0.9019 |
0.9022 |
0.0003 |
0.0% |
0.9022 |
| Range |
0.0120 |
0.0052 |
-0.0068 |
-56.7% |
0.0182 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
137,157 |
22,943 |
-114,214 |
-83.3% |
443,135 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9179 |
0.9152 |
0.9051 |
|
| R3 |
0.9127 |
0.9100 |
0.9036 |
|
| R2 |
0.9075 |
0.9075 |
0.9032 |
|
| R1 |
0.9048 |
0.9048 |
0.9027 |
0.9036 |
| PP |
0.9023 |
0.9023 |
0.9023 |
0.9016 |
| S1 |
0.8996 |
0.8996 |
0.9017 |
0.8984 |
| S2 |
0.8971 |
0.8971 |
0.9012 |
|
| S3 |
0.8919 |
0.8944 |
0.9008 |
|
| S4 |
0.8867 |
0.8892 |
0.8993 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9561 |
0.9473 |
0.9122 |
|
| R3 |
0.9379 |
0.9291 |
0.9072 |
|
| R2 |
0.9197 |
0.9197 |
0.9055 |
|
| R1 |
0.9109 |
0.9109 |
0.9039 |
0.9062 |
| PP |
0.9015 |
0.9015 |
0.9015 |
0.8991 |
| S1 |
0.8927 |
0.8927 |
0.9005 |
0.8880 |
| S2 |
0.8833 |
0.8833 |
0.8989 |
|
| S3 |
0.8651 |
0.8745 |
0.8972 |
|
| S4 |
0.8469 |
0.8563 |
0.8922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9102 |
0.8920 |
0.0182 |
2.0% |
0.0077 |
0.9% |
56% |
False |
False |
88,627 |
| 10 |
0.9134 |
0.8882 |
0.0252 |
2.8% |
0.0080 |
0.9% |
56% |
False |
False |
86,347 |
| 20 |
0.9134 |
0.8882 |
0.0252 |
2.8% |
0.0077 |
0.9% |
56% |
False |
False |
83,580 |
| 40 |
0.9134 |
0.8632 |
0.0502 |
5.6% |
0.0088 |
1.0% |
78% |
False |
False |
87,592 |
| 60 |
0.9134 |
0.8632 |
0.0502 |
5.6% |
0.0084 |
0.9% |
78% |
False |
False |
81,505 |
| 80 |
0.9375 |
0.8632 |
0.0743 |
8.2% |
0.0086 |
1.0% |
52% |
False |
False |
65,951 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0083 |
0.9% |
38% |
False |
False |
52,808 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0079 |
0.9% |
38% |
False |
False |
44,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9270 |
|
2.618 |
0.9185 |
|
1.618 |
0.9133 |
|
1.000 |
0.9101 |
|
0.618 |
0.9081 |
|
HIGH |
0.9049 |
|
0.618 |
0.9029 |
|
0.500 |
0.9023 |
|
0.382 |
0.9017 |
|
LOW |
0.8997 |
|
0.618 |
0.8965 |
|
1.000 |
0.8945 |
|
1.618 |
0.8913 |
|
2.618 |
0.8861 |
|
4.250 |
0.8776 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9023 |
0.9018 |
| PP |
0.9023 |
0.9015 |
| S1 |
0.9022 |
0.9011 |
|