CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8984 |
0.9045 |
0.0061 |
0.7% |
0.8969 |
High |
0.9048 |
0.9098 |
0.0050 |
0.6% |
0.9084 |
Low |
0.8981 |
0.8996 |
0.0015 |
0.2% |
0.8943 |
Close |
0.9035 |
0.9076 |
0.0041 |
0.5% |
0.9035 |
Range |
0.0067 |
0.0102 |
0.0035 |
52.2% |
0.0141 |
ATR |
0.0077 |
0.0079 |
0.0002 |
2.3% |
0.0000 |
Volume |
72,293 |
83,708 |
11,415 |
15.8% |
380,236 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9363 |
0.9321 |
0.9132 |
|
R3 |
0.9261 |
0.9219 |
0.9104 |
|
R2 |
0.9159 |
0.9159 |
0.9095 |
|
R1 |
0.9117 |
0.9117 |
0.9085 |
0.9138 |
PP |
0.9057 |
0.9057 |
0.9057 |
0.9067 |
S1 |
0.9015 |
0.9015 |
0.9067 |
0.9036 |
S2 |
0.8955 |
0.8955 |
0.9057 |
|
S3 |
0.8853 |
0.8913 |
0.9048 |
|
S4 |
0.8751 |
0.8811 |
0.9020 |
|
|
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 |
0.9098 |
0.8943 |
0.0155 |
1.7% |
0.0083 |
0.9% |
86% |
True |
False |
80,634 |
10 |
0.9098 |
0.8866 |
0.0232 |
2.6% |
0.0083 |
0.9% |
91% |
True |
False |
71,289 |
20 |
0.9098 |
0.8829 |
0.0269 |
3.0% |
0.0076 |
0.8% |
92% |
True |
False |
38,052 |
40 |
0.9098 |
0.8601 |
0.0497 |
5.5% |
0.0079 |
0.9% |
96% |
True |
False |
19,232 |
60 |
0.9098 |
0.8586 |
0.0512 |
5.6% |
0.0077 |
0.9% |
96% |
True |
False |
12,898 |
80 |
0.9098 |
0.8586 |
0.0512 |
5.6% |
0.0068 |
0.7% |
96% |
True |
False |
9,676 |
100 |
0.9394 |
0.8586 |
0.0808 |
8.9% |
0.0058 |
0.6% |
61% |
False |
False |
7,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9532 |
2.618 |
0.9365 |
1.618 |
0.9263 |
1.000 |
0.9200 |
0.618 |
0.9161 |
HIGH |
0.9098 |
0.618 |
0.9059 |
0.500 |
0.9047 |
0.382 |
0.9035 |
LOW |
0.8996 |
0.618 |
0.8933 |
1.000 |
0.8894 |
1.618 |
0.8831 |
2.618 |
0.8729 |
4.250 |
0.8563 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9066 |
0.9058 |
PP |
0.9057 |
0.9039 |
S1 |
0.9047 |
0.9021 |
|