CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8969 |
0.9033 |
0.0064 |
0.7% |
0.8989 |
| High |
0.9042 |
0.9081 |
0.0039 |
0.4% |
0.9047 |
| Low |
0.8955 |
0.9009 |
0.0054 |
0.6% |
0.8866 |
| Close |
0.9031 |
0.9069 |
0.0038 |
0.4% |
0.8967 |
| Range |
0.0087 |
0.0072 |
-0.0015 |
-17.2% |
0.0181 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
60,771 |
78,451 |
17,680 |
29.1% |
266,685 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9269 |
0.9241 |
0.9109 |
|
| R3 |
0.9197 |
0.9169 |
0.9089 |
|
| R2 |
0.9125 |
0.9125 |
0.9082 |
|
| R1 |
0.9097 |
0.9097 |
0.9076 |
0.9111 |
| PP |
0.9053 |
0.9053 |
0.9053 |
0.9060 |
| S1 |
0.9025 |
0.9025 |
0.9062 |
0.9039 |
| S2 |
0.8981 |
0.8981 |
0.9056 |
|
| S3 |
0.8909 |
0.8953 |
0.9049 |
|
| S4 |
0.8837 |
0.8881 |
0.9029 |
|
|
| 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 |
0.9081 |
0.8866 |
0.0215 |
2.4% |
0.0080 |
0.9% |
94% |
True |
False |
71,486 |
| 10 |
0.9081 |
0.8866 |
0.0215 |
2.4% |
0.0081 |
0.9% |
94% |
True |
False |
42,686 |
| 20 |
0.9081 |
0.8829 |
0.0252 |
2.8% |
0.0073 |
0.8% |
95% |
True |
False |
21,964 |
| 40 |
0.9081 |
0.8586 |
0.0495 |
5.5% |
0.0080 |
0.9% |
98% |
True |
False |
11,156 |
| 60 |
0.9081 |
0.8586 |
0.0495 |
5.5% |
0.0073 |
0.8% |
98% |
True |
False |
7,487 |
| 80 |
0.9270 |
0.8586 |
0.0684 |
7.5% |
0.0066 |
0.7% |
71% |
False |
False |
5,617 |
| 100 |
0.9472 |
0.8586 |
0.0886 |
9.8% |
0.0054 |
0.6% |
55% |
False |
False |
4,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9387 |
|
2.618 |
0.9269 |
|
1.618 |
0.9197 |
|
1.000 |
0.9153 |
|
0.618 |
0.9125 |
|
HIGH |
0.9081 |
|
0.618 |
0.9053 |
|
0.500 |
0.9045 |
|
0.382 |
0.9037 |
|
LOW |
0.9009 |
|
0.618 |
0.8965 |
|
1.000 |
0.8937 |
|
1.618 |
0.8893 |
|
2.618 |
0.8821 |
|
4.250 |
0.8703 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9061 |
0.9050 |
| PP |
0.9053 |
0.9030 |
| S1 |
0.9045 |
0.9011 |
|