CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 31-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9213 |
0.9203 |
-0.0010 |
-0.1% |
0.9045 |
| High |
0.9247 |
0.9230 |
-0.0017 |
-0.2% |
0.9247 |
| Low |
0.9188 |
0.9171 |
-0.0017 |
-0.2% |
0.8996 |
| Close |
0.9204 |
0.9225 |
0.0021 |
0.2% |
0.9204 |
| Range |
0.0059 |
0.0059 |
0.0000 |
0.0% |
0.0251 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
65,368 |
71,009 |
5,641 |
8.6% |
403,221 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9386 |
0.9364 |
0.9257 |
|
| R3 |
0.9327 |
0.9305 |
0.9241 |
|
| R2 |
0.9268 |
0.9268 |
0.9236 |
|
| R1 |
0.9246 |
0.9246 |
0.9230 |
0.9257 |
| PP |
0.9209 |
0.9209 |
0.9209 |
0.9214 |
| S1 |
0.9187 |
0.9187 |
0.9220 |
0.9198 |
| S2 |
0.9150 |
0.9150 |
0.9214 |
|
| S3 |
0.9091 |
0.9128 |
0.9209 |
|
| S4 |
0.9032 |
0.9069 |
0.9193 |
|
|
| 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 |
0.9068 |
0.0179 |
1.9% |
0.0064 |
0.7% |
88% |
False |
False |
78,104 |
| 10 |
0.9247 |
0.8943 |
0.0304 |
3.3% |
0.0074 |
0.8% |
93% |
False |
False |
79,369 |
| 20 |
0.9247 |
0.8851 |
0.0396 |
4.3% |
0.0077 |
0.8% |
94% |
False |
False |
57,206 |
| 40 |
0.9247 |
0.8656 |
0.0591 |
6.4% |
0.0076 |
0.8% |
96% |
False |
False |
28,961 |
| 60 |
0.9247 |
0.8586 |
0.0661 |
7.2% |
0.0078 |
0.8% |
97% |
False |
False |
19,396 |
| 80 |
0.9247 |
0.8586 |
0.0661 |
7.2% |
0.0069 |
0.7% |
97% |
False |
False |
14,557 |
| 100 |
0.9394 |
0.8586 |
0.0808 |
8.8% |
0.0061 |
0.7% |
79% |
False |
False |
11,646 |
| 120 |
0.9557 |
0.8586 |
0.0971 |
10.5% |
0.0051 |
0.6% |
66% |
False |
False |
9,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9481 |
|
2.618 |
0.9384 |
|
1.618 |
0.9325 |
|
1.000 |
0.9289 |
|
0.618 |
0.9266 |
|
HIGH |
0.9230 |
|
0.618 |
0.9207 |
|
0.500 |
0.9201 |
|
0.382 |
0.9194 |
|
LOW |
0.9171 |
|
0.618 |
0.9135 |
|
1.000 |
0.9112 |
|
1.618 |
0.9076 |
|
2.618 |
0.9017 |
|
4.250 |
0.8920 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9217 |
0.9219 |
| PP |
0.9209 |
0.9212 |
| S1 |
0.9201 |
0.9206 |
|