CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 04-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8846 |
0.8868 |
0.0022 |
0.2% |
0.8902 |
| High |
0.8884 |
0.8905 |
0.0021 |
0.2% |
0.8978 |
| Low |
0.8829 |
0.8851 |
0.0022 |
0.2% |
0.8840 |
| Close |
0.8866 |
0.8881 |
0.0015 |
0.2% |
0.8866 |
| Range |
0.0055 |
0.0054 |
-0.0001 |
-1.8% |
0.0138 |
| ATR |
0.0075 |
0.0073 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
1,580 |
2,007 |
427 |
27.0% |
7,070 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9041 |
0.9015 |
0.8911 |
|
| R3 |
0.8987 |
0.8961 |
0.8896 |
|
| R2 |
0.8933 |
0.8933 |
0.8891 |
|
| R1 |
0.8907 |
0.8907 |
0.8886 |
0.8920 |
| PP |
0.8879 |
0.8879 |
0.8879 |
0.8886 |
| S1 |
0.8853 |
0.8853 |
0.8876 |
0.8866 |
| S2 |
0.8825 |
0.8825 |
0.8871 |
|
| S3 |
0.8771 |
0.8799 |
0.8866 |
|
| S4 |
0.8717 |
0.8745 |
0.8851 |
|
|
| 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 |
0.8959 |
0.8829 |
0.0130 |
1.5% |
0.0065 |
0.7% |
40% |
False |
False |
1,774 |
| 10 |
0.8978 |
0.8829 |
0.0149 |
1.7% |
0.0066 |
0.7% |
35% |
False |
False |
1,241 |
| 20 |
0.9008 |
0.8656 |
0.0352 |
4.0% |
0.0074 |
0.8% |
64% |
False |
False |
803 |
| 40 |
0.9008 |
0.8586 |
0.0422 |
4.8% |
0.0078 |
0.9% |
70% |
False |
False |
537 |
| 60 |
0.9045 |
0.8586 |
0.0459 |
5.2% |
0.0067 |
0.8% |
64% |
False |
False |
374 |
| 80 |
0.9394 |
0.8586 |
0.0808 |
9.1% |
0.0058 |
0.6% |
37% |
False |
False |
282 |
| 100 |
0.9557 |
0.8586 |
0.0971 |
10.9% |
0.0047 |
0.5% |
30% |
False |
False |
226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9135 |
|
2.618 |
0.9046 |
|
1.618 |
0.8992 |
|
1.000 |
0.8959 |
|
0.618 |
0.8938 |
|
HIGH |
0.8905 |
|
0.618 |
0.8884 |
|
0.500 |
0.8878 |
|
0.382 |
0.8872 |
|
LOW |
0.8851 |
|
0.618 |
0.8818 |
|
1.000 |
0.8797 |
|
1.618 |
0.8764 |
|
2.618 |
0.8710 |
|
4.250 |
0.8622 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8880 |
0.8880 |
| PP |
0.8879 |
0.8878 |
| S1 |
0.8878 |
0.8877 |
|