CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 27-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9109 |
0.9172 |
0.0063 |
0.7% |
0.8969 |
| High |
0.9194 |
0.9223 |
0.0029 |
0.3% |
0.9084 |
| Low |
0.9104 |
0.9164 |
0.0060 |
0.7% |
0.8943 |
| Close |
0.9176 |
0.9209 |
0.0033 |
0.4% |
0.9035 |
| Range |
0.0090 |
0.0059 |
-0.0031 |
-34.4% |
0.0141 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
98,232 |
82,138 |
-16,094 |
-16.4% |
380,236 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9376 |
0.9351 |
0.9241 |
|
| R3 |
0.9317 |
0.9292 |
0.9225 |
|
| R2 |
0.9258 |
0.9258 |
0.9220 |
|
| R1 |
0.9233 |
0.9233 |
0.9214 |
0.9246 |
| PP |
0.9199 |
0.9199 |
0.9199 |
0.9205 |
| S1 |
0.9174 |
0.9174 |
0.9204 |
0.9187 |
| S2 |
0.9140 |
0.9140 |
0.9198 |
|
| S3 |
0.9081 |
0.9115 |
0.9193 |
|
| S4 |
0.9022 |
0.9056 |
0.9177 |
|
|
| 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 |
0.9223 |
0.8981 |
0.0242 |
2.6% |
0.0075 |
0.8% |
94% |
True |
False |
82,029 |
| 10 |
0.9223 |
0.8941 |
0.0282 |
3.1% |
0.0076 |
0.8% |
95% |
True |
False |
80,124 |
| 20 |
0.9223 |
0.8829 |
0.0394 |
4.3% |
0.0077 |
0.8% |
96% |
True |
False |
50,545 |
| 40 |
0.9223 |
0.8623 |
0.0600 |
6.5% |
0.0078 |
0.8% |
98% |
True |
False |
25,561 |
| 60 |
0.9223 |
0.8586 |
0.0637 |
6.9% |
0.0078 |
0.8% |
98% |
True |
False |
17,128 |
| 80 |
0.9223 |
0.8586 |
0.0637 |
6.9% |
0.0069 |
0.7% |
98% |
True |
False |
12,853 |
| 100 |
0.9394 |
0.8586 |
0.0808 |
8.8% |
0.0060 |
0.6% |
77% |
False |
False |
10,283 |
| 120 |
0.9557 |
0.8586 |
0.0971 |
10.5% |
0.0050 |
0.5% |
64% |
False |
False |
8,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9474 |
|
2.618 |
0.9377 |
|
1.618 |
0.9318 |
|
1.000 |
0.9282 |
|
0.618 |
0.9259 |
|
HIGH |
0.9223 |
|
0.618 |
0.9200 |
|
0.500 |
0.9194 |
|
0.382 |
0.9187 |
|
LOW |
0.9164 |
|
0.618 |
0.9128 |
|
1.000 |
0.9105 |
|
1.618 |
0.9069 |
|
2.618 |
0.9010 |
|
4.250 |
0.8913 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9204 |
0.9188 |
| PP |
0.9199 |
0.9167 |
| S1 |
0.9194 |
0.9146 |
|