CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9071 |
0.8981 |
-0.0090 |
-1.0% |
0.8989 |
| High |
0.9084 |
0.8999 |
-0.0085 |
-0.9% |
0.9047 |
| Low |
0.8965 |
0.8943 |
-0.0022 |
-0.2% |
0.8866 |
| Close |
0.8995 |
0.8986 |
-0.0009 |
-0.1% |
0.8967 |
| Range |
0.0119 |
0.0056 |
-0.0063 |
-52.9% |
0.0181 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
94,324 |
74,397 |
-19,927 |
-21.1% |
266,685 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9144 |
0.9121 |
0.9017 |
|
| R3 |
0.9088 |
0.9065 |
0.9001 |
|
| R2 |
0.9032 |
0.9032 |
0.8996 |
|
| R1 |
0.9009 |
0.9009 |
0.8991 |
0.9021 |
| PP |
0.8976 |
0.8976 |
0.8976 |
0.8982 |
| S1 |
0.8953 |
0.8953 |
0.8981 |
0.8965 |
| S2 |
0.8920 |
0.8920 |
0.8976 |
|
| S3 |
0.8864 |
0.8897 |
0.8971 |
|
| S4 |
0.8808 |
0.8841 |
0.8955 |
|
|
| 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 |
0.8941 |
0.0143 |
1.6% |
0.0077 |
0.9% |
31% |
False |
False |
78,219 |
| 10 |
0.9084 |
0.8866 |
0.0218 |
2.4% |
0.0079 |
0.9% |
55% |
False |
False |
58,415 |
| 20 |
0.9084 |
0.8829 |
0.0255 |
2.8% |
0.0075 |
0.8% |
62% |
False |
False |
30,358 |
| 40 |
0.9084 |
0.8586 |
0.0498 |
5.5% |
0.0080 |
0.9% |
80% |
False |
False |
15,353 |
| 60 |
0.9084 |
0.8586 |
0.0498 |
5.5% |
0.0075 |
0.8% |
80% |
False |
False |
10,299 |
| 80 |
0.9110 |
0.8586 |
0.0524 |
5.8% |
0.0067 |
0.7% |
76% |
False |
False |
7,726 |
| 100 |
0.9439 |
0.8586 |
0.0853 |
9.5% |
0.0056 |
0.6% |
47% |
False |
False |
6,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9237 |
|
2.618 |
0.9146 |
|
1.618 |
0.9090 |
|
1.000 |
0.9055 |
|
0.618 |
0.9034 |
|
HIGH |
0.8999 |
|
0.618 |
0.8978 |
|
0.500 |
0.8971 |
|
0.382 |
0.8964 |
|
LOW |
0.8943 |
|
0.618 |
0.8908 |
|
1.000 |
0.8887 |
|
1.618 |
0.8852 |
|
2.618 |
0.8796 |
|
4.250 |
0.8705 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8981 |
0.9014 |
| PP |
0.8976 |
0.9004 |
| S1 |
0.8971 |
0.8995 |
|