CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9038 |
0.9021 |
-0.0017 |
-0.2% |
0.9051 |
| High |
0.9049 |
0.9088 |
0.0039 |
0.4% |
0.9102 |
| Low |
0.8997 |
0.9012 |
0.0015 |
0.2% |
0.8920 |
| Close |
0.9022 |
0.9082 |
0.0060 |
0.7% |
0.9022 |
| Range |
0.0052 |
0.0076 |
0.0024 |
46.2% |
0.0182 |
| ATR |
0.0082 |
0.0081 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
22,943 |
1,212 |
-21,731 |
-94.7% |
443,135 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9289 |
0.9261 |
0.9124 |
|
| R3 |
0.9213 |
0.9185 |
0.9103 |
|
| R2 |
0.9137 |
0.9137 |
0.9096 |
|
| R1 |
0.9109 |
0.9109 |
0.9089 |
0.9123 |
| PP |
0.9061 |
0.9061 |
0.9061 |
0.9068 |
| S1 |
0.9033 |
0.9033 |
0.9075 |
0.9047 |
| S2 |
0.8985 |
0.8985 |
0.9068 |
|
| S3 |
0.8909 |
0.8957 |
0.9061 |
|
| S4 |
0.8833 |
0.8881 |
0.9040 |
|
|
| 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% |
0.0081 |
0.9% |
89% |
False |
False |
72,368 |
| 10 |
0.9134 |
0.8902 |
0.0232 |
2.6% |
0.0082 |
0.9% |
78% |
False |
False |
79,006 |
| 20 |
0.9134 |
0.8882 |
0.0252 |
2.8% |
0.0077 |
0.8% |
79% |
False |
False |
80,382 |
| 40 |
0.9134 |
0.8632 |
0.0502 |
5.5% |
0.0086 |
0.9% |
90% |
False |
False |
84,611 |
| 60 |
0.9134 |
0.8632 |
0.0502 |
5.5% |
0.0084 |
0.9% |
90% |
False |
False |
80,314 |
| 80 |
0.9375 |
0.8632 |
0.0743 |
8.2% |
0.0087 |
1.0% |
61% |
False |
False |
65,962 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.3% |
0.0084 |
0.9% |
44% |
False |
False |
52,818 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.3% |
0.0079 |
0.9% |
44% |
False |
False |
44,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9411 |
|
2.618 |
0.9287 |
|
1.618 |
0.9211 |
|
1.000 |
0.9164 |
|
0.618 |
0.9135 |
|
HIGH |
0.9088 |
|
0.618 |
0.9059 |
|
0.500 |
0.9050 |
|
0.382 |
0.9041 |
|
LOW |
0.9012 |
|
0.618 |
0.8965 |
|
1.000 |
0.8936 |
|
1.618 |
0.8889 |
|
2.618 |
0.8813 |
|
4.250 |
0.8689 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9071 |
0.9069 |
| PP |
0.9061 |
0.9055 |
| S1 |
0.9050 |
0.9042 |
|