CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8989 |
0.8963 |
-0.0026 |
-0.3% |
0.8846 |
| High |
0.9007 |
0.8992 |
-0.0015 |
-0.2% |
0.9071 |
| Low |
0.8953 |
0.8902 |
-0.0051 |
-0.6% |
0.8829 |
| Close |
0.8956 |
0.8910 |
-0.0046 |
-0.5% |
0.9007 |
| Range |
0.0054 |
0.0090 |
0.0036 |
66.7% |
0.0242 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.5% |
0.0000 |
| Volume |
17,737 |
30,739 |
13,002 |
73.3% |
24,549 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9205 |
0.9147 |
0.8960 |
|
| R3 |
0.9115 |
0.9057 |
0.8935 |
|
| R2 |
0.9025 |
0.9025 |
0.8927 |
|
| R1 |
0.8967 |
0.8967 |
0.8918 |
0.8951 |
| PP |
0.8935 |
0.8935 |
0.8935 |
0.8927 |
| S1 |
0.8877 |
0.8877 |
0.8902 |
0.8861 |
| S2 |
0.8845 |
0.8845 |
0.8894 |
|
| S3 |
0.8755 |
0.8787 |
0.8885 |
|
| S4 |
0.8665 |
0.8697 |
0.8861 |
|
|
| 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 |
0.8878 |
0.0193 |
2.2% |
0.0082 |
0.9% |
17% |
False |
False |
13,887 |
| 10 |
0.9071 |
0.8829 |
0.0242 |
2.7% |
0.0074 |
0.8% |
33% |
False |
False |
7,831 |
| 20 |
0.9071 |
0.8829 |
0.0242 |
2.7% |
0.0072 |
0.8% |
33% |
False |
False |
4,188 |
| 40 |
0.9071 |
0.8586 |
0.0485 |
5.4% |
0.0081 |
0.9% |
67% |
False |
False |
2,252 |
| 60 |
0.9071 |
0.8586 |
0.0485 |
5.4% |
0.0072 |
0.8% |
67% |
False |
False |
1,531 |
| 80 |
0.9296 |
0.8586 |
0.0710 |
8.0% |
0.0062 |
0.7% |
46% |
False |
False |
1,150 |
| 100 |
0.9557 |
0.8586 |
0.0971 |
10.9% |
0.0050 |
0.6% |
33% |
False |
False |
920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9375 |
|
2.618 |
0.9228 |
|
1.618 |
0.9138 |
|
1.000 |
0.9082 |
|
0.618 |
0.9048 |
|
HIGH |
0.8992 |
|
0.618 |
0.8958 |
|
0.500 |
0.8947 |
|
0.382 |
0.8936 |
|
LOW |
0.8902 |
|
0.618 |
0.8846 |
|
1.000 |
0.8812 |
|
1.618 |
0.8756 |
|
2.618 |
0.8666 |
|
4.250 |
0.8520 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8947 |
0.8987 |
| PP |
0.8935 |
0.8961 |
| S1 |
0.8922 |
0.8936 |
|