CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8891 |
0.8916 |
0.0025 |
0.3% |
0.8902 |
| High |
0.8937 |
0.9052 |
0.0115 |
1.3% |
0.8978 |
| Low |
0.8878 |
0.8914 |
0.0036 |
0.4% |
0.8840 |
| Close |
0.8921 |
0.9034 |
0.0113 |
1.3% |
0.8866 |
| Range |
0.0059 |
0.0138 |
0.0079 |
133.9% |
0.0138 |
| ATR |
0.0072 |
0.0077 |
0.0005 |
6.5% |
0.0000 |
| Volume |
4,207 |
7,226 |
3,019 |
71.8% |
7,070 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9414 |
0.9362 |
0.9110 |
|
| R3 |
0.9276 |
0.9224 |
0.9072 |
|
| R2 |
0.9138 |
0.9138 |
0.9059 |
|
| R1 |
0.9086 |
0.9086 |
0.9047 |
0.9112 |
| PP |
0.9000 |
0.9000 |
0.9000 |
0.9013 |
| S1 |
0.8948 |
0.8948 |
0.9021 |
0.8974 |
| S2 |
0.8862 |
0.8862 |
0.9009 |
|
| S3 |
0.8724 |
0.8810 |
0.8996 |
|
| S4 |
0.8586 |
0.8672 |
0.8958 |
|
|
| 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 |
0.9052 |
0.8829 |
0.0223 |
2.5% |
0.0075 |
0.8% |
92% |
True |
False |
3,319 |
| 10 |
0.9052 |
0.8829 |
0.0223 |
2.5% |
0.0072 |
0.8% |
92% |
True |
False |
2,300 |
| 20 |
0.9052 |
0.8829 |
0.0223 |
2.5% |
0.0070 |
0.8% |
92% |
True |
False |
1,341 |
| 40 |
0.9052 |
0.8586 |
0.0466 |
5.2% |
0.0080 |
0.9% |
96% |
True |
False |
808 |
| 60 |
0.9052 |
0.8586 |
0.0466 |
5.2% |
0.0070 |
0.8% |
96% |
True |
False |
565 |
| 80 |
0.9296 |
0.8586 |
0.0710 |
7.9% |
0.0060 |
0.7% |
63% |
False |
False |
425 |
| 100 |
0.9557 |
0.8586 |
0.0971 |
10.7% |
0.0048 |
0.5% |
46% |
False |
False |
340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9639 |
|
2.618 |
0.9413 |
|
1.618 |
0.9275 |
|
1.000 |
0.9190 |
|
0.618 |
0.9137 |
|
HIGH |
0.9052 |
|
0.618 |
0.8999 |
|
0.500 |
0.8983 |
|
0.382 |
0.8967 |
|
LOW |
0.8914 |
|
0.618 |
0.8829 |
|
1.000 |
0.8776 |
|
1.618 |
0.8691 |
|
2.618 |
0.8553 |
|
4.250 |
0.8328 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9017 |
0.9007 |
| PP |
0.9000 |
0.8979 |
| S1 |
0.8983 |
0.8952 |
|