CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 28-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9172 |
0.9213 |
0.0041 |
0.4% |
0.9045 |
| High |
0.9223 |
0.9247 |
0.0024 |
0.3% |
0.9247 |
| Low |
0.9164 |
0.9188 |
0.0024 |
0.3% |
0.8996 |
| Close |
0.9209 |
0.9204 |
-0.0005 |
-0.1% |
0.9204 |
| Range |
0.0059 |
0.0059 |
0.0000 |
0.0% |
0.0251 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
82,138 |
65,368 |
-16,770 |
-20.4% |
403,221 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9390 |
0.9356 |
0.9236 |
|
| R3 |
0.9331 |
0.9297 |
0.9220 |
|
| R2 |
0.9272 |
0.9272 |
0.9215 |
|
| R1 |
0.9238 |
0.9238 |
0.9209 |
0.9226 |
| PP |
0.9213 |
0.9213 |
0.9213 |
0.9207 |
| S1 |
0.9179 |
0.9179 |
0.9199 |
0.9167 |
| S2 |
0.9154 |
0.9154 |
0.9193 |
|
| S3 |
0.9095 |
0.9120 |
0.9188 |
|
| S4 |
0.9036 |
0.9061 |
0.9172 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9902 |
0.9804 |
0.9342 |
|
| R3 |
0.9651 |
0.9553 |
0.9273 |
|
| R2 |
0.9400 |
0.9400 |
0.9250 |
|
| R1 |
0.9302 |
0.9302 |
0.9227 |
0.9351 |
| PP |
0.9149 |
0.9149 |
0.9149 |
0.9174 |
| S1 |
0.9051 |
0.9051 |
0.9181 |
0.9100 |
| S2 |
0.8898 |
0.8898 |
0.9158 |
|
| S3 |
0.8647 |
0.8800 |
0.9135 |
|
| S4 |
0.8396 |
0.8549 |
0.9066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9247 |
0.8996 |
0.0251 |
2.7% |
0.0073 |
0.8% |
83% |
True |
False |
80,644 |
| 10 |
0.9247 |
0.8943 |
0.0304 |
3.3% |
0.0077 |
0.8% |
86% |
True |
False |
78,345 |
| 20 |
0.9247 |
0.8829 |
0.0418 |
4.5% |
0.0076 |
0.8% |
90% |
True |
False |
53,734 |
| 40 |
0.9247 |
0.8623 |
0.0624 |
6.8% |
0.0077 |
0.8% |
93% |
True |
False |
27,189 |
| 60 |
0.9247 |
0.8586 |
0.0661 |
7.2% |
0.0079 |
0.9% |
93% |
True |
False |
18,214 |
| 80 |
0.9247 |
0.8586 |
0.0661 |
7.2% |
0.0069 |
0.7% |
93% |
True |
False |
13,670 |
| 100 |
0.9394 |
0.8586 |
0.0808 |
8.8% |
0.0060 |
0.7% |
76% |
False |
False |
10,936 |
| 120 |
0.9557 |
0.8586 |
0.0971 |
10.5% |
0.0051 |
0.5% |
64% |
False |
False |
9,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9498 |
|
2.618 |
0.9401 |
|
1.618 |
0.9342 |
|
1.000 |
0.9306 |
|
0.618 |
0.9283 |
|
HIGH |
0.9247 |
|
0.618 |
0.9224 |
|
0.500 |
0.9218 |
|
0.382 |
0.9211 |
|
LOW |
0.9188 |
|
0.618 |
0.9152 |
|
1.000 |
0.9129 |
|
1.618 |
0.9093 |
|
2.618 |
0.9034 |
|
4.250 |
0.8937 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9218 |
0.9195 |
| PP |
0.9213 |
0.9185 |
| S1 |
0.9209 |
0.9176 |
|