CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 25-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9045 |
0.9076 |
0.0031 |
0.3% |
0.8969 |
| High |
0.9098 |
0.9123 |
0.0025 |
0.3% |
0.9084 |
| Low |
0.8996 |
0.9068 |
0.0072 |
0.8% |
0.8943 |
| Close |
0.9076 |
0.9113 |
0.0037 |
0.4% |
0.9035 |
| Range |
0.0102 |
0.0055 |
-0.0047 |
-46.1% |
0.0141 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
83,708 |
73,775 |
-9,933 |
-11.9% |
380,236 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9266 |
0.9245 |
0.9143 |
|
| R3 |
0.9211 |
0.9190 |
0.9128 |
|
| R2 |
0.9156 |
0.9156 |
0.9123 |
|
| R1 |
0.9135 |
0.9135 |
0.9118 |
0.9146 |
| PP |
0.9101 |
0.9101 |
0.9101 |
0.9107 |
| S1 |
0.9080 |
0.9080 |
0.9108 |
0.9091 |
| S2 |
0.9046 |
0.9046 |
0.9103 |
|
| S3 |
0.8991 |
0.9025 |
0.9098 |
|
| S4 |
0.8936 |
0.8970 |
0.9083 |
|
|
| 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 |
0.9123 |
0.8943 |
0.0180 |
2.0% |
0.0080 |
0.9% |
94% |
True |
False |
79,699 |
| 10 |
0.9123 |
0.8866 |
0.0257 |
2.8% |
0.0080 |
0.9% |
96% |
True |
False |
75,592 |
| 20 |
0.9123 |
0.8829 |
0.0294 |
3.2% |
0.0077 |
0.8% |
97% |
True |
False |
41,711 |
| 40 |
0.9123 |
0.8623 |
0.0500 |
5.5% |
0.0079 |
0.9% |
98% |
True |
False |
21,061 |
| 60 |
0.9123 |
0.8586 |
0.0537 |
5.9% |
0.0078 |
0.9% |
98% |
True |
False |
14,127 |
| 80 |
0.9123 |
0.8586 |
0.0537 |
5.9% |
0.0068 |
0.7% |
98% |
True |
False |
10,598 |
| 100 |
0.9394 |
0.8586 |
0.0808 |
8.9% |
0.0058 |
0.6% |
65% |
False |
False |
8,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9357 |
|
2.618 |
0.9267 |
|
1.618 |
0.9212 |
|
1.000 |
0.9178 |
|
0.618 |
0.9157 |
|
HIGH |
0.9123 |
|
0.618 |
0.9102 |
|
0.500 |
0.9096 |
|
0.382 |
0.9089 |
|
LOW |
0.9068 |
|
0.618 |
0.9034 |
|
1.000 |
0.9013 |
|
1.618 |
0.8979 |
|
2.618 |
0.8924 |
|
4.250 |
0.8834 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9107 |
0.9093 |
| PP |
0.9101 |
0.9072 |
| S1 |
0.9096 |
0.9052 |
|