CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8900 |
0.8846 |
-0.0054 |
-0.6% |
0.8902 |
| High |
0.8924 |
0.8884 |
-0.0040 |
-0.4% |
0.8978 |
| Low |
0.8854 |
0.8829 |
-0.0025 |
-0.3% |
0.8840 |
| Close |
0.8866 |
0.8866 |
0.0000 |
0.0% |
0.8866 |
| Range |
0.0070 |
0.0055 |
-0.0015 |
-21.4% |
0.0138 |
| ATR |
0.0076 |
0.0075 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
1,577 |
1,580 |
3 |
0.2% |
7,070 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9025 |
0.9000 |
0.8896 |
|
| R3 |
0.8970 |
0.8945 |
0.8881 |
|
| R2 |
0.8915 |
0.8915 |
0.8876 |
|
| R1 |
0.8890 |
0.8890 |
0.8871 |
0.8903 |
| PP |
0.8860 |
0.8860 |
0.8860 |
0.8866 |
| S1 |
0.8835 |
0.8835 |
0.8861 |
0.8848 |
| S2 |
0.8805 |
0.8805 |
0.8856 |
|
| S3 |
0.8750 |
0.8780 |
0.8851 |
|
| S4 |
0.8695 |
0.8725 |
0.8836 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9309 |
0.9225 |
0.8942 |
|
| R3 |
0.9171 |
0.9087 |
0.8904 |
|
| R2 |
0.9033 |
0.9033 |
0.8891 |
|
| R1 |
0.8949 |
0.8949 |
0.8879 |
0.8922 |
| PP |
0.8895 |
0.8895 |
0.8895 |
0.8881 |
| S1 |
0.8811 |
0.8811 |
0.8853 |
0.8784 |
| S2 |
0.8757 |
0.8757 |
0.8841 |
|
| S3 |
0.8619 |
0.8673 |
0.8828 |
|
| S4 |
0.8481 |
0.8535 |
0.8790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8975 |
0.8829 |
0.0146 |
1.6% |
0.0062 |
0.7% |
25% |
False |
True |
1,489 |
| 10 |
0.9008 |
0.8829 |
0.0179 |
2.0% |
0.0068 |
0.8% |
21% |
False |
True |
1,074 |
| 20 |
0.9008 |
0.8656 |
0.0352 |
4.0% |
0.0076 |
0.9% |
60% |
False |
False |
717 |
| 40 |
0.9008 |
0.8586 |
0.0422 |
4.8% |
0.0079 |
0.9% |
66% |
False |
False |
491 |
| 60 |
0.9045 |
0.8586 |
0.0459 |
5.2% |
0.0066 |
0.7% |
61% |
False |
False |
341 |
| 80 |
0.9394 |
0.8586 |
0.0808 |
9.1% |
0.0057 |
0.6% |
35% |
False |
False |
257 |
| 100 |
0.9557 |
0.8586 |
0.0971 |
11.0% |
0.0046 |
0.5% |
29% |
False |
False |
206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9118 |
|
2.618 |
0.9028 |
|
1.618 |
0.8973 |
|
1.000 |
0.8939 |
|
0.618 |
0.8918 |
|
HIGH |
0.8884 |
|
0.618 |
0.8863 |
|
0.500 |
0.8857 |
|
0.382 |
0.8850 |
|
LOW |
0.8829 |
|
0.618 |
0.8795 |
|
1.000 |
0.8774 |
|
1.618 |
0.8740 |
|
2.618 |
0.8685 |
|
4.250 |
0.8595 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8863 |
0.8877 |
| PP |
0.8860 |
0.8873 |
| S1 |
0.8857 |
0.8870 |
|