CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 14-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8908 |
0.8903 |
-0.0005 |
-0.1% |
0.8902 |
High |
0.8945 |
0.8926 |
-0.0019 |
-0.2% |
0.8945 |
Low |
0.8908 |
0.8903 |
-0.0005 |
-0.1% |
0.8857 |
Close |
0.8910 |
0.8913 |
0.0003 |
0.0% |
0.8913 |
Range |
0.0037 |
0.0023 |
-0.0014 |
-37.8% |
0.0088 |
ATR |
0.0043 |
0.0041 |
-0.0001 |
-3.3% |
0.0000 |
Volume |
3 |
2 |
-1 |
-33.3% |
14 |
|
Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8983 |
0.8971 |
0.8926 |
|
R3 |
0.8960 |
0.8948 |
0.8919 |
|
R2 |
0.8937 |
0.8937 |
0.8917 |
|
R1 |
0.8925 |
0.8925 |
0.8915 |
0.8931 |
PP |
0.8914 |
0.8914 |
0.8914 |
0.8917 |
S1 |
0.8902 |
0.8902 |
0.8911 |
0.8908 |
S2 |
0.8891 |
0.8891 |
0.8909 |
|
S3 |
0.8868 |
0.8879 |
0.8907 |
|
S4 |
0.8845 |
0.8856 |
0.8900 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9169 |
0.9129 |
0.8961 |
|
R3 |
0.9081 |
0.9041 |
0.8937 |
|
R2 |
0.8993 |
0.8993 |
0.8929 |
|
R1 |
0.8953 |
0.8953 |
0.8921 |
0.8973 |
PP |
0.8905 |
0.8905 |
0.8905 |
0.8915 |
S1 |
0.8865 |
0.8865 |
0.8905 |
0.8885 |
S2 |
0.8817 |
0.8817 |
0.8897 |
|
S3 |
0.8729 |
0.8777 |
0.8889 |
|
S4 |
0.8641 |
0.8689 |
0.8865 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8945 |
0.8857 |
0.0088 |
1.0% |
0.0016 |
0.2% |
64% |
False |
False |
2 |
10 |
0.9005 |
0.8813 |
0.0192 |
2.2% |
0.0013 |
0.1% |
52% |
False |
False |
1 |
20 |
0.9005 |
0.8813 |
0.0192 |
2.2% |
0.0007 |
0.1% |
52% |
False |
False |
1 |
40 |
0.9005 |
0.8582 |
0.0423 |
4.7% |
0.0007 |
0.1% |
78% |
False |
False |
1 |
60 |
0.9005 |
0.8582 |
0.0423 |
4.7% |
0.0006 |
0.1% |
78% |
False |
False |
1 |
80 |
0.9231 |
0.8582 |
0.0649 |
7.3% |
0.0004 |
0.0% |
51% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9024 |
2.618 |
0.8986 |
1.618 |
0.8963 |
1.000 |
0.8949 |
0.618 |
0.8940 |
HIGH |
0.8926 |
0.618 |
0.8917 |
0.500 |
0.8915 |
0.382 |
0.8912 |
LOW |
0.8903 |
0.618 |
0.8889 |
1.000 |
0.8880 |
1.618 |
0.8866 |
2.618 |
0.8843 |
4.250 |
0.8805 |
|
|
Fisher Pivots for day following 14-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8915 |
0.8910 |
PP |
0.8914 |
0.8906 |
S1 |
0.8914 |
0.8903 |
|