CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8902 |
0.8857 |
-0.0045 |
-0.5% |
0.8813 |
High |
0.8902 |
0.8857 |
-0.0045 |
-0.5% |
0.9005 |
Low |
0.8902 |
0.8857 |
-0.0045 |
-0.5% |
0.8813 |
Close |
0.8902 |
0.8857 |
-0.0045 |
-0.5% |
0.8952 |
Range |
|
|
|
|
|
ATR |
0.0041 |
0.0042 |
0.0000 |
0.6% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8857 |
0.8857 |
0.8857 |
|
R3 |
0.8857 |
0.8857 |
0.8857 |
|
R2 |
0.8857 |
0.8857 |
0.8857 |
|
R1 |
0.8857 |
0.8857 |
0.8857 |
0.8857 |
PP |
0.8857 |
0.8857 |
0.8857 |
0.8857 |
S1 |
0.8857 |
0.8857 |
0.8857 |
0.8857 |
S2 |
0.8857 |
0.8857 |
0.8857 |
|
S3 |
0.8857 |
0.8857 |
0.8857 |
|
S4 |
0.8857 |
0.8857 |
0.8857 |
|
|
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 |
0.8857 |
0.0148 |
1.7% |
0.0011 |
0.1% |
0% |
False |
True |
1 |
10 |
0.9005 |
0.8813 |
0.0192 |
2.2% |
0.0006 |
0.1% |
23% |
False |
False |
1 |
20 |
0.9005 |
0.8813 |
0.0192 |
2.2% |
0.0003 |
0.0% |
23% |
False |
False |
1 |
40 |
0.9005 |
0.8582 |
0.0423 |
4.8% |
0.0005 |
0.1% |
65% |
False |
False |
1 |
60 |
0.9005 |
0.8582 |
0.0423 |
4.8% |
0.0005 |
0.1% |
65% |
False |
False |
1 |
80 |
0.9231 |
0.8582 |
0.0649 |
7.3% |
0.0003 |
0.0% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8857 |
2.618 |
0.8857 |
1.618 |
0.8857 |
1.000 |
0.8857 |
0.618 |
0.8857 |
HIGH |
0.8857 |
0.618 |
0.8857 |
0.500 |
0.8857 |
0.382 |
0.8857 |
LOW |
0.8857 |
0.618 |
0.8857 |
1.000 |
0.8857 |
1.618 |
0.8857 |
2.618 |
0.8857 |
4.250 |
0.8857 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8857 |
0.8931 |
PP |
0.8857 |
0.8906 |
S1 |
0.8857 |
0.8882 |
|