CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8868 |
0.8891 |
0.0023 |
0.3% |
0.8902 |
| High |
0.8905 |
0.8937 |
0.0032 |
0.4% |
0.8978 |
| Low |
0.8851 |
0.8878 |
0.0027 |
0.3% |
0.8840 |
| Close |
0.8881 |
0.8921 |
0.0040 |
0.5% |
0.8866 |
| Range |
0.0054 |
0.0059 |
0.0005 |
9.3% |
0.0138 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
2,007 |
4,207 |
2,200 |
109.6% |
7,070 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9089 |
0.9064 |
0.8953 |
|
| R3 |
0.9030 |
0.9005 |
0.8937 |
|
| R2 |
0.8971 |
0.8971 |
0.8932 |
|
| R1 |
0.8946 |
0.8946 |
0.8926 |
0.8959 |
| PP |
0.8912 |
0.8912 |
0.8912 |
0.8918 |
| S1 |
0.8887 |
0.8887 |
0.8916 |
0.8900 |
| S2 |
0.8853 |
0.8853 |
0.8910 |
|
| S3 |
0.8794 |
0.8828 |
0.8905 |
|
| S4 |
0.8735 |
0.8769 |
0.8889 |
|
|
| 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 |
0.8937 |
0.8829 |
0.0108 |
1.2% |
0.0061 |
0.7% |
85% |
True |
False |
2,357 |
| 10 |
0.8978 |
0.8829 |
0.0149 |
1.7% |
0.0066 |
0.7% |
62% |
False |
False |
1,603 |
| 20 |
0.9008 |
0.8799 |
0.0209 |
2.3% |
0.0066 |
0.7% |
58% |
False |
False |
1,002 |
| 40 |
0.9008 |
0.8586 |
0.0422 |
4.7% |
0.0079 |
0.9% |
79% |
False |
False |
633 |
| 60 |
0.9045 |
0.8586 |
0.0459 |
5.1% |
0.0068 |
0.8% |
73% |
False |
False |
445 |
| 80 |
0.9323 |
0.8586 |
0.0737 |
8.3% |
0.0058 |
0.7% |
45% |
False |
False |
334 |
| 100 |
0.9557 |
0.8586 |
0.0971 |
10.9% |
0.0047 |
0.5% |
35% |
False |
False |
268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9188 |
|
2.618 |
0.9091 |
|
1.618 |
0.9032 |
|
1.000 |
0.8996 |
|
0.618 |
0.8973 |
|
HIGH |
0.8937 |
|
0.618 |
0.8914 |
|
0.500 |
0.8908 |
|
0.382 |
0.8901 |
|
LOW |
0.8878 |
|
0.618 |
0.8842 |
|
1.000 |
0.8819 |
|
1.618 |
0.8783 |
|
2.618 |
0.8724 |
|
4.250 |
0.8627 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8917 |
0.8908 |
| PP |
0.8912 |
0.8896 |
| S1 |
0.8908 |
0.8883 |
|