CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8916 |
0.9025 |
0.0109 |
1.2% |
0.8846 |
| High |
0.9052 |
0.9071 |
0.0019 |
0.2% |
0.9071 |
| Low |
0.8914 |
0.9001 |
0.0087 |
1.0% |
0.8829 |
| Close |
0.9034 |
0.9007 |
-0.0027 |
-0.3% |
0.9007 |
| Range |
0.0138 |
0.0070 |
-0.0068 |
-49.3% |
0.0242 |
| ATR |
0.0077 |
0.0076 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
7,226 |
9,529 |
2,303 |
31.9% |
24,549 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9236 |
0.9192 |
0.9046 |
|
| R3 |
0.9166 |
0.9122 |
0.9026 |
|
| R2 |
0.9096 |
0.9096 |
0.9020 |
|
| R1 |
0.9052 |
0.9052 |
0.9013 |
0.9039 |
| PP |
0.9026 |
0.9026 |
0.9026 |
0.9020 |
| S1 |
0.8982 |
0.8982 |
0.9001 |
0.8969 |
| S2 |
0.8956 |
0.8956 |
0.8994 |
|
| S3 |
0.8886 |
0.8912 |
0.8988 |
|
| S4 |
0.8816 |
0.8842 |
0.8969 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9695 |
0.9593 |
0.9140 |
|
| R3 |
0.9453 |
0.9351 |
0.9074 |
|
| R2 |
0.9211 |
0.9211 |
0.9051 |
|
| R1 |
0.9109 |
0.9109 |
0.9029 |
0.9160 |
| PP |
0.8969 |
0.8969 |
0.8969 |
0.8995 |
| S1 |
0.8867 |
0.8867 |
0.8985 |
0.8918 |
| S2 |
0.8727 |
0.8727 |
0.8963 |
|
| S3 |
0.8485 |
0.8625 |
0.8940 |
|
| S4 |
0.8243 |
0.8383 |
0.8874 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9071 |
0.8829 |
0.0242 |
2.7% |
0.0075 |
0.8% |
74% |
True |
False |
4,909 |
| 10 |
0.9071 |
0.8829 |
0.0242 |
2.7% |
0.0073 |
0.8% |
74% |
True |
False |
3,161 |
| 20 |
0.9071 |
0.8829 |
0.0242 |
2.7% |
0.0071 |
0.8% |
74% |
True |
False |
1,811 |
| 40 |
0.9071 |
0.8586 |
0.0485 |
5.4% |
0.0081 |
0.9% |
87% |
True |
False |
1,045 |
| 60 |
0.9071 |
0.8586 |
0.0485 |
5.4% |
0.0071 |
0.8% |
87% |
True |
False |
724 |
| 80 |
0.9296 |
0.8586 |
0.0710 |
7.9% |
0.0061 |
0.7% |
59% |
False |
False |
544 |
| 100 |
0.9557 |
0.8586 |
0.0971 |
10.8% |
0.0049 |
0.5% |
43% |
False |
False |
435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9369 |
|
2.618 |
0.9254 |
|
1.618 |
0.9184 |
|
1.000 |
0.9141 |
|
0.618 |
0.9114 |
|
HIGH |
0.9071 |
|
0.618 |
0.9044 |
|
0.500 |
0.9036 |
|
0.382 |
0.9028 |
|
LOW |
0.9001 |
|
0.618 |
0.8958 |
|
1.000 |
0.8931 |
|
1.618 |
0.8888 |
|
2.618 |
0.8818 |
|
4.250 |
0.8704 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9036 |
0.8996 |
| PP |
0.9026 |
0.8985 |
| S1 |
0.9017 |
0.8975 |
|