CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 21-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8981 |
0.8984 |
0.0003 |
0.0% |
0.8969 |
| High |
0.8999 |
0.9048 |
0.0049 |
0.5% |
0.9084 |
| Low |
0.8943 |
0.8981 |
0.0038 |
0.4% |
0.8943 |
| Close |
0.8986 |
0.9035 |
0.0049 |
0.5% |
0.9035 |
| Range |
0.0056 |
0.0067 |
0.0011 |
19.6% |
0.0141 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
74,397 |
72,293 |
-2,104 |
-2.8% |
380,236 |
|
| Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9222 |
0.9196 |
0.9072 |
|
| R3 |
0.9155 |
0.9129 |
0.9053 |
|
| R2 |
0.9088 |
0.9088 |
0.9047 |
|
| R1 |
0.9062 |
0.9062 |
0.9041 |
0.9075 |
| PP |
0.9021 |
0.9021 |
0.9021 |
0.9028 |
| S1 |
0.8995 |
0.8995 |
0.9029 |
0.9008 |
| S2 |
0.8954 |
0.8954 |
0.9023 |
|
| S3 |
0.8887 |
0.8928 |
0.9017 |
|
| S4 |
0.8820 |
0.8861 |
0.8998 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9444 |
0.9380 |
0.9113 |
|
| R3 |
0.9303 |
0.9239 |
0.9074 |
|
| R2 |
0.9162 |
0.9162 |
0.9061 |
|
| R1 |
0.9098 |
0.9098 |
0.9048 |
0.9130 |
| PP |
0.9021 |
0.9021 |
0.9021 |
0.9037 |
| S1 |
0.8957 |
0.8957 |
0.9022 |
0.8989 |
| S2 |
0.8880 |
0.8880 |
0.9009 |
|
| S3 |
0.8739 |
0.8816 |
0.8996 |
|
| S4 |
0.8598 |
0.8675 |
0.8957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9084 |
0.8943 |
0.0141 |
1.6% |
0.0080 |
0.9% |
65% |
False |
False |
76,047 |
| 10 |
0.9084 |
0.8866 |
0.0218 |
2.4% |
0.0079 |
0.9% |
78% |
False |
False |
64,692 |
| 20 |
0.9084 |
0.8829 |
0.0255 |
2.8% |
0.0076 |
0.8% |
81% |
False |
False |
33,927 |
| 40 |
0.9084 |
0.8586 |
0.0498 |
5.5% |
0.0079 |
0.9% |
90% |
False |
False |
17,143 |
| 60 |
0.9084 |
0.8586 |
0.0498 |
5.5% |
0.0076 |
0.8% |
90% |
False |
False |
11,503 |
| 80 |
0.9084 |
0.8586 |
0.0498 |
5.5% |
0.0067 |
0.7% |
90% |
False |
False |
8,630 |
| 100 |
0.9436 |
0.8586 |
0.0850 |
9.4% |
0.0057 |
0.6% |
53% |
False |
False |
6,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9333 |
|
2.618 |
0.9223 |
|
1.618 |
0.9156 |
|
1.000 |
0.9115 |
|
0.618 |
0.9089 |
|
HIGH |
0.9048 |
|
0.618 |
0.9022 |
|
0.500 |
0.9015 |
|
0.382 |
0.9007 |
|
LOW |
0.8981 |
|
0.618 |
0.8940 |
|
1.000 |
0.8914 |
|
1.618 |
0.8873 |
|
2.618 |
0.8806 |
|
4.250 |
0.8696 |
|
|
| Fisher Pivots for day following 21-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9028 |
0.9028 |
| PP |
0.9021 |
0.9021 |
| S1 |
0.9015 |
0.9014 |
|