CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8865 |
0.8908 |
0.0043 |
0.5% |
0.8813 |
| High |
0.8879 |
0.8945 |
0.0066 |
0.7% |
0.9005 |
| Low |
0.8860 |
0.8908 |
0.0048 |
0.5% |
0.8813 |
| Close |
0.8872 |
0.8910 |
0.0038 |
0.4% |
0.8952 |
| Range |
0.0019 |
0.0037 |
0.0018 |
94.7% |
0.0192 |
| ATR |
0.0040 |
0.0043 |
0.0002 |
5.8% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9032 |
0.9008 |
0.8930 |
|
| R3 |
0.8995 |
0.8971 |
0.8920 |
|
| R2 |
0.8958 |
0.8958 |
0.8917 |
|
| R1 |
0.8934 |
0.8934 |
0.8913 |
0.8946 |
| PP |
0.8921 |
0.8921 |
0.8921 |
0.8927 |
| S1 |
0.8897 |
0.8897 |
0.8907 |
0.8909 |
| S2 |
0.8884 |
0.8884 |
0.8903 |
|
| S3 |
0.8847 |
0.8860 |
0.8900 |
|
| S4 |
0.8810 |
0.8823 |
0.8890 |
|
|
| 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% |
0.0022 |
0.2% |
36% |
False |
False |
2 |
| 10 |
0.9005 |
0.8813 |
0.0192 |
2.2% |
0.0011 |
0.1% |
51% |
False |
False |
1 |
| 20 |
0.9005 |
0.8813 |
0.0192 |
2.2% |
0.0006 |
0.1% |
51% |
False |
False |
1 |
| 40 |
0.9005 |
0.8582 |
0.0423 |
4.7% |
0.0006 |
0.1% |
78% |
False |
False |
1 |
| 60 |
0.9005 |
0.8582 |
0.0423 |
4.7% |
0.0005 |
0.1% |
78% |
False |
False |
1 |
| 80 |
0.9231 |
0.8582 |
0.0649 |
7.3% |
0.0004 |
0.0% |
51% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9102 |
|
2.618 |
0.9042 |
|
1.618 |
0.9005 |
|
1.000 |
0.8982 |
|
0.618 |
0.8968 |
|
HIGH |
0.8945 |
|
0.618 |
0.8931 |
|
0.500 |
0.8927 |
|
0.382 |
0.8922 |
|
LOW |
0.8908 |
|
0.618 |
0.8885 |
|
1.000 |
0.8871 |
|
1.618 |
0.8848 |
|
2.618 |
0.8811 |
|
4.250 |
0.8751 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8927 |
0.8907 |
| PP |
0.8921 |
0.8904 |
| S1 |
0.8916 |
0.8901 |
|