CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8963 |
0.8917 |
-0.0046 |
-0.5% |
0.8846 |
| High |
0.8992 |
0.8935 |
-0.0057 |
-0.6% |
0.9071 |
| Low |
0.8902 |
0.8866 |
-0.0036 |
-0.4% |
0.8829 |
| Close |
0.8910 |
0.8927 |
0.0017 |
0.2% |
0.9007 |
| Range |
0.0090 |
0.0069 |
-0.0021 |
-23.3% |
0.0242 |
| ATR |
0.0076 |
0.0075 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
30,739 |
44,720 |
13,981 |
45.5% |
24,549 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9116 |
0.9091 |
0.8965 |
|
| R3 |
0.9047 |
0.9022 |
0.8946 |
|
| R2 |
0.8978 |
0.8978 |
0.8940 |
|
| R1 |
0.8953 |
0.8953 |
0.8933 |
0.8966 |
| PP |
0.8909 |
0.8909 |
0.8909 |
0.8916 |
| S1 |
0.8884 |
0.8884 |
0.8921 |
0.8897 |
| S2 |
0.8840 |
0.8840 |
0.8914 |
|
| S3 |
0.8771 |
0.8815 |
0.8908 |
|
| S4 |
0.8702 |
0.8746 |
0.8889 |
|
|
| 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 |
0.8866 |
0.0205 |
2.3% |
0.0084 |
0.9% |
30% |
False |
True |
21,990 |
| 10 |
0.9071 |
0.8829 |
0.0242 |
2.7% |
0.0073 |
0.8% |
40% |
False |
False |
12,173 |
| 20 |
0.9071 |
0.8829 |
0.0242 |
2.7% |
0.0071 |
0.8% |
40% |
False |
False |
6,415 |
| 40 |
0.9071 |
0.8586 |
0.0485 |
5.4% |
0.0080 |
0.9% |
70% |
False |
False |
3,363 |
| 60 |
0.9071 |
0.8586 |
0.0485 |
5.4% |
0.0071 |
0.8% |
70% |
False |
False |
2,277 |
| 80 |
0.9296 |
0.8586 |
0.0710 |
8.0% |
0.0063 |
0.7% |
48% |
False |
False |
1,708 |
| 100 |
0.9557 |
0.8586 |
0.0971 |
10.9% |
0.0051 |
0.6% |
35% |
False |
False |
1,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9228 |
|
2.618 |
0.9116 |
|
1.618 |
0.9047 |
|
1.000 |
0.9004 |
|
0.618 |
0.8978 |
|
HIGH |
0.8935 |
|
0.618 |
0.8909 |
|
0.500 |
0.8901 |
|
0.382 |
0.8892 |
|
LOW |
0.8866 |
|
0.618 |
0.8823 |
|
1.000 |
0.8797 |
|
1.618 |
0.8754 |
|
2.618 |
0.8685 |
|
4.250 |
0.8573 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8918 |
0.8937 |
| PP |
0.8909 |
0.8933 |
| S1 |
0.8901 |
0.8930 |
|