CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8981 |
0.8969 |
-0.0012 |
-0.1% |
0.8989 |
| High |
0.8993 |
0.9042 |
0.0049 |
0.5% |
0.9047 |
| Low |
0.8941 |
0.8955 |
0.0014 |
0.2% |
0.8866 |
| Close |
0.8967 |
0.9031 |
0.0064 |
0.7% |
0.8967 |
| Range |
0.0052 |
0.0087 |
0.0035 |
67.3% |
0.0181 |
| ATR |
0.0077 |
0.0077 |
0.0001 |
1.0% |
0.0000 |
| Volume |
83,156 |
60,771 |
-22,385 |
-26.9% |
266,685 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9270 |
0.9238 |
0.9079 |
|
| R3 |
0.9183 |
0.9151 |
0.9055 |
|
| R2 |
0.9096 |
0.9096 |
0.9047 |
|
| R1 |
0.9064 |
0.9064 |
0.9039 |
0.9080 |
| PP |
0.9009 |
0.9009 |
0.9009 |
0.9018 |
| S1 |
0.8977 |
0.8977 |
0.9023 |
0.8993 |
| S2 |
0.8922 |
0.8922 |
0.9015 |
|
| S3 |
0.8835 |
0.8890 |
0.9007 |
|
| S4 |
0.8748 |
0.8803 |
0.8983 |
|
|
| 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% |
0.0084 |
0.9% |
91% |
False |
False |
61,943 |
| 10 |
0.9071 |
0.8851 |
0.0220 |
2.4% |
0.0079 |
0.9% |
82% |
False |
False |
35,042 |
| 20 |
0.9071 |
0.8829 |
0.0242 |
2.7% |
0.0073 |
0.8% |
83% |
False |
False |
18,058 |
| 40 |
0.9071 |
0.8586 |
0.0485 |
5.4% |
0.0080 |
0.9% |
92% |
False |
False |
9,204 |
| 60 |
0.9071 |
0.8586 |
0.0485 |
5.4% |
0.0074 |
0.8% |
92% |
False |
False |
6,180 |
| 80 |
0.9296 |
0.8586 |
0.0710 |
7.9% |
0.0066 |
0.7% |
63% |
False |
False |
4,637 |
| 100 |
0.9557 |
0.8586 |
0.0971 |
10.8% |
0.0054 |
0.6% |
46% |
False |
False |
3,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9412 |
|
2.618 |
0.9270 |
|
1.618 |
0.9183 |
|
1.000 |
0.9129 |
|
0.618 |
0.9096 |
|
HIGH |
0.9042 |
|
0.618 |
0.9009 |
|
0.500 |
0.8999 |
|
0.382 |
0.8988 |
|
LOW |
0.8955 |
|
0.618 |
0.8901 |
|
1.000 |
0.8868 |
|
1.618 |
0.8814 |
|
2.618 |
0.8727 |
|
4.250 |
0.8585 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9020 |
0.9016 |
| PP |
0.9009 |
0.9002 |
| S1 |
0.8999 |
0.8987 |
|