CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9025 |
0.8989 |
-0.0036 |
-0.4% |
0.8846 |
| High |
0.9071 |
0.9007 |
-0.0064 |
-0.7% |
0.9071 |
| Low |
0.9001 |
0.8953 |
-0.0048 |
-0.5% |
0.8829 |
| Close |
0.9007 |
0.8956 |
-0.0051 |
-0.6% |
0.9007 |
| Range |
0.0070 |
0.0054 |
-0.0016 |
-22.9% |
0.0242 |
| ATR |
0.0076 |
0.0075 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
9,529 |
17,737 |
8,208 |
86.1% |
24,549 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9134 |
0.9099 |
0.8986 |
|
| R3 |
0.9080 |
0.9045 |
0.8971 |
|
| R2 |
0.9026 |
0.9026 |
0.8966 |
|
| R1 |
0.8991 |
0.8991 |
0.8961 |
0.8982 |
| PP |
0.8972 |
0.8972 |
0.8972 |
0.8967 |
| S1 |
0.8937 |
0.8937 |
0.8951 |
0.8928 |
| S2 |
0.8918 |
0.8918 |
0.8946 |
|
| S3 |
0.8864 |
0.8883 |
0.8941 |
|
| S4 |
0.8810 |
0.8829 |
0.8926 |
|
|
| 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 |
0.8851 |
0.0220 |
2.5% |
0.0075 |
0.8% |
48% |
False |
False |
8,141 |
| 10 |
0.9071 |
0.8829 |
0.0242 |
2.7% |
0.0068 |
0.8% |
52% |
False |
False |
4,815 |
| 20 |
0.9071 |
0.8829 |
0.0242 |
2.7% |
0.0070 |
0.8% |
52% |
False |
False |
2,674 |
| 40 |
0.9071 |
0.8586 |
0.0485 |
5.4% |
0.0081 |
0.9% |
76% |
False |
False |
1,487 |
| 60 |
0.9071 |
0.8586 |
0.0485 |
5.4% |
0.0070 |
0.8% |
76% |
False |
False |
1,019 |
| 80 |
0.9296 |
0.8586 |
0.0710 |
7.9% |
0.0062 |
0.7% |
52% |
False |
False |
765 |
| 100 |
0.9557 |
0.8586 |
0.0971 |
10.8% |
0.0050 |
0.6% |
38% |
False |
False |
613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9237 |
|
2.618 |
0.9148 |
|
1.618 |
0.9094 |
|
1.000 |
0.9061 |
|
0.618 |
0.9040 |
|
HIGH |
0.9007 |
|
0.618 |
0.8986 |
|
0.500 |
0.8980 |
|
0.382 |
0.8974 |
|
LOW |
0.8953 |
|
0.618 |
0.8920 |
|
1.000 |
0.8899 |
|
1.618 |
0.8866 |
|
2.618 |
0.8812 |
|
4.250 |
0.8724 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8980 |
0.8993 |
| PP |
0.8972 |
0.8980 |
| S1 |
0.8964 |
0.8968 |
|