CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8917 |
0.8932 |
0.0015 |
0.2% |
0.8846 |
| High |
0.8935 |
0.9047 |
0.0112 |
1.3% |
0.9071 |
| Low |
0.8866 |
0.8927 |
0.0061 |
0.7% |
0.8829 |
| Close |
0.8927 |
0.8964 |
0.0037 |
0.4% |
0.9007 |
| Range |
0.0069 |
0.0120 |
0.0051 |
73.9% |
0.0242 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
4.2% |
0.0000 |
| Volume |
44,720 |
90,333 |
45,613 |
102.0% |
24,549 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9339 |
0.9272 |
0.9030 |
|
| R3 |
0.9219 |
0.9152 |
0.8997 |
|
| R2 |
0.9099 |
0.9099 |
0.8986 |
|
| R1 |
0.9032 |
0.9032 |
0.8975 |
0.9066 |
| PP |
0.8979 |
0.8979 |
0.8979 |
0.8996 |
| S1 |
0.8912 |
0.8912 |
0.8953 |
0.8946 |
| S2 |
0.8859 |
0.8859 |
0.8942 |
|
| S3 |
0.8739 |
0.8792 |
0.8931 |
|
| S4 |
0.8619 |
0.8672 |
0.8898 |
|
|
| 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% |
0.0081 |
0.9% |
48% |
False |
False |
38,611 |
| 10 |
0.9071 |
0.8829 |
0.0242 |
2.7% |
0.0078 |
0.9% |
56% |
False |
False |
20,965 |
| 20 |
0.9071 |
0.8829 |
0.0242 |
2.7% |
0.0075 |
0.8% |
56% |
False |
False |
10,900 |
| 40 |
0.9071 |
0.8586 |
0.0485 |
5.4% |
0.0081 |
0.9% |
78% |
False |
False |
5,617 |
| 60 |
0.9071 |
0.8586 |
0.0485 |
5.4% |
0.0072 |
0.8% |
78% |
False |
False |
3,782 |
| 80 |
0.9296 |
0.8586 |
0.0710 |
7.9% |
0.0064 |
0.7% |
53% |
False |
False |
2,838 |
| 100 |
0.9557 |
0.8586 |
0.0971 |
10.8% |
0.0052 |
0.6% |
39% |
False |
False |
2,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9557 |
|
2.618 |
0.9361 |
|
1.618 |
0.9241 |
|
1.000 |
0.9167 |
|
0.618 |
0.9121 |
|
HIGH |
0.9047 |
|
0.618 |
0.9001 |
|
0.500 |
0.8987 |
|
0.382 |
0.8973 |
|
LOW |
0.8927 |
|
0.618 |
0.8853 |
|
1.000 |
0.8807 |
|
1.618 |
0.8733 |
|
2.618 |
0.8613 |
|
4.250 |
0.8417 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8987 |
0.8962 |
| PP |
0.8979 |
0.8959 |
| S1 |
0.8972 |
0.8957 |
|