CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9033 |
0.9071 |
0.0038 |
0.4% |
0.8989 |
| High |
0.9081 |
0.9084 |
0.0003 |
0.0% |
0.9047 |
| Low |
0.9009 |
0.8965 |
-0.0044 |
-0.5% |
0.8866 |
| Close |
0.9069 |
0.8995 |
-0.0074 |
-0.8% |
0.8967 |
| Range |
0.0072 |
0.0119 |
0.0047 |
65.3% |
0.0181 |
| ATR |
0.0077 |
0.0080 |
0.0003 |
3.9% |
0.0000 |
| Volume |
78,451 |
94,324 |
15,873 |
20.2% |
266,685 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9372 |
0.9302 |
0.9060 |
|
| R3 |
0.9253 |
0.9183 |
0.9028 |
|
| R2 |
0.9134 |
0.9134 |
0.9017 |
|
| R1 |
0.9064 |
0.9064 |
0.9006 |
0.9040 |
| PP |
0.9015 |
0.9015 |
0.9015 |
0.9002 |
| S1 |
0.8945 |
0.8945 |
0.8984 |
0.8921 |
| S2 |
0.8896 |
0.8896 |
0.8973 |
|
| S3 |
0.8777 |
0.8826 |
0.8962 |
|
| S4 |
0.8658 |
0.8707 |
0.8930 |
|
|
| 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 |
0.9084 |
0.8927 |
0.0157 |
1.7% |
0.0090 |
1.0% |
43% |
True |
False |
81,407 |
| 10 |
0.9084 |
0.8866 |
0.0218 |
2.4% |
0.0087 |
1.0% |
59% |
True |
False |
51,698 |
| 20 |
0.9084 |
0.8829 |
0.0255 |
2.8% |
0.0077 |
0.9% |
65% |
True |
False |
26,651 |
| 40 |
0.9084 |
0.8586 |
0.0498 |
5.5% |
0.0081 |
0.9% |
82% |
True |
False |
13,508 |
| 60 |
0.9084 |
0.8586 |
0.0498 |
5.5% |
0.0075 |
0.8% |
82% |
True |
False |
9,059 |
| 80 |
0.9165 |
0.8586 |
0.0579 |
6.4% |
0.0067 |
0.7% |
71% |
False |
False |
6,796 |
| 100 |
0.9466 |
0.8586 |
0.0880 |
9.8% |
0.0055 |
0.6% |
46% |
False |
False |
5,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9590 |
|
2.618 |
0.9396 |
|
1.618 |
0.9277 |
|
1.000 |
0.9203 |
|
0.618 |
0.9158 |
|
HIGH |
0.9084 |
|
0.618 |
0.9039 |
|
0.500 |
0.9025 |
|
0.382 |
0.9010 |
|
LOW |
0.8965 |
|
0.618 |
0.8891 |
|
1.000 |
0.8846 |
|
1.618 |
0.8772 |
|
2.618 |
0.8653 |
|
4.250 |
0.8459 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9025 |
0.9020 |
| PP |
0.9015 |
0.9011 |
| S1 |
0.9005 |
0.9003 |
|