CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8932 |
0.8981 |
0.0049 |
0.5% |
0.8989 |
| High |
0.9047 |
0.8993 |
-0.0054 |
-0.6% |
0.9047 |
| Low |
0.8927 |
0.8941 |
0.0014 |
0.2% |
0.8866 |
| Close |
0.8964 |
0.8967 |
0.0003 |
0.0% |
0.8967 |
| Range |
0.0120 |
0.0052 |
-0.0068 |
-56.7% |
0.0181 |
| ATR |
0.0078 |
0.0077 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
90,333 |
83,156 |
-7,177 |
-7.9% |
266,685 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9123 |
0.9097 |
0.8996 |
|
| R3 |
0.9071 |
0.9045 |
0.8981 |
|
| R2 |
0.9019 |
0.9019 |
0.8977 |
|
| R1 |
0.8993 |
0.8993 |
0.8972 |
0.8980 |
| PP |
0.8967 |
0.8967 |
0.8967 |
0.8961 |
| S1 |
0.8941 |
0.8941 |
0.8962 |
0.8928 |
| S2 |
0.8915 |
0.8915 |
0.8957 |
|
| S3 |
0.8863 |
0.8889 |
0.8953 |
|
| S4 |
0.8811 |
0.8837 |
0.8938 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9503 |
0.9416 |
0.9067 |
|
| R3 |
0.9322 |
0.9235 |
0.9017 |
|
| R2 |
0.9141 |
0.9141 |
0.9000 |
|
| R1 |
0.9054 |
0.9054 |
0.8984 |
0.9007 |
| PP |
0.8960 |
0.8960 |
0.8960 |
0.8937 |
| S1 |
0.8873 |
0.8873 |
0.8950 |
0.8826 |
| S2 |
0.8779 |
0.8779 |
0.8934 |
|
| S3 |
0.8598 |
0.8692 |
0.8917 |
|
| S4 |
0.8417 |
0.8511 |
0.8867 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9047 |
0.8866 |
0.0181 |
2.0% |
0.0077 |
0.9% |
56% |
False |
False |
53,337 |
| 10 |
0.9071 |
0.8829 |
0.0242 |
2.7% |
0.0076 |
0.8% |
57% |
False |
False |
29,123 |
| 20 |
0.9071 |
0.8829 |
0.0242 |
2.7% |
0.0072 |
0.8% |
57% |
False |
False |
15,048 |
| 40 |
0.9071 |
0.8586 |
0.0485 |
5.4% |
0.0080 |
0.9% |
79% |
False |
False |
7,688 |
| 60 |
0.9071 |
0.8586 |
0.0485 |
5.4% |
0.0073 |
0.8% |
79% |
False |
False |
5,168 |
| 80 |
0.9296 |
0.8586 |
0.0710 |
7.9% |
0.0065 |
0.7% |
54% |
False |
False |
3,877 |
| 100 |
0.9557 |
0.8586 |
0.0971 |
10.8% |
0.0053 |
0.6% |
39% |
False |
False |
3,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9214 |
|
2.618 |
0.9129 |
|
1.618 |
0.9077 |
|
1.000 |
0.9045 |
|
0.618 |
0.9025 |
|
HIGH |
0.8993 |
|
0.618 |
0.8973 |
|
0.500 |
0.8967 |
|
0.382 |
0.8961 |
|
LOW |
0.8941 |
|
0.618 |
0.8909 |
|
1.000 |
0.8889 |
|
1.618 |
0.8857 |
|
2.618 |
0.8805 |
|
4.250 |
0.8720 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8967 |
0.8964 |
| PP |
0.8967 |
0.8960 |
| S1 |
0.8967 |
0.8957 |
|