CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 07-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8979 |
0.9005 |
0.0026 |
0.3% |
0.8813 |
High |
0.8979 |
0.9005 |
0.0026 |
0.3% |
0.9005 |
Low |
0.8979 |
0.8952 |
-0.0027 |
-0.3% |
0.8813 |
Close |
0.8979 |
0.8952 |
-0.0027 |
-0.3% |
0.8952 |
Range |
0.0000 |
0.0053 |
0.0053 |
|
0.0192 |
ATR |
0.0040 |
0.0041 |
0.0001 |
2.4% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9129 |
0.9093 |
0.8981 |
|
R3 |
0.9076 |
0.9040 |
0.8967 |
|
R2 |
0.9023 |
0.9023 |
0.8962 |
|
R1 |
0.8987 |
0.8987 |
0.8957 |
0.8979 |
PP |
0.8970 |
0.8970 |
0.8970 |
0.8965 |
S1 |
0.8934 |
0.8934 |
0.8947 |
0.8926 |
S2 |
0.8917 |
0.8917 |
0.8942 |
|
S3 |
0.8864 |
0.8881 |
0.8937 |
|
S4 |
0.8811 |
0.8828 |
0.8923 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9499 |
0.9418 |
0.9058 |
|
R3 |
0.9307 |
0.9226 |
0.9005 |
|
R2 |
0.9115 |
0.9115 |
0.8987 |
|
R1 |
0.9034 |
0.9034 |
0.8970 |
0.9075 |
PP |
0.8923 |
0.8923 |
0.8923 |
0.8944 |
S1 |
0.8842 |
0.8842 |
0.8934 |
0.8883 |
S2 |
0.8731 |
0.8731 |
0.8917 |
|
S3 |
0.8539 |
0.8650 |
0.8899 |
|
S4 |
0.8347 |
0.8458 |
0.8846 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9005 |
0.8813 |
0.0192 |
2.1% |
0.0011 |
0.1% |
72% |
True |
False |
1 |
10 |
0.9005 |
0.8813 |
0.0192 |
2.1% |
0.0006 |
0.1% |
72% |
True |
False |
1 |
20 |
0.9005 |
0.8794 |
0.0211 |
2.4% |
0.0005 |
0.1% |
75% |
True |
False |
1 |
40 |
0.9005 |
0.8582 |
0.0423 |
4.7% |
0.0005 |
0.1% |
87% |
True |
False |
1 |
60 |
0.9005 |
0.8582 |
0.0423 |
4.7% |
0.0005 |
0.1% |
87% |
True |
False |
1 |
80 |
0.9231 |
0.8582 |
0.0649 |
7.2% |
0.0003 |
0.0% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9230 |
2.618 |
0.9144 |
1.618 |
0.9091 |
1.000 |
0.9058 |
0.618 |
0.9038 |
HIGH |
0.9005 |
0.618 |
0.8985 |
0.500 |
0.8979 |
0.382 |
0.8972 |
LOW |
0.8952 |
0.618 |
0.8919 |
1.000 |
0.8899 |
1.618 |
0.8866 |
2.618 |
0.8813 |
4.250 |
0.8727 |
|
|
Fisher Pivots for day following 07-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8979 |
0.8947 |
PP |
0.8970 |
0.8941 |
S1 |
0.8961 |
0.8936 |
|