CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8903 |
0.8940 |
0.0037 |
0.4% |
0.8902 |
| High |
0.8926 |
0.8976 |
0.0050 |
0.6% |
0.8945 |
| Low |
0.8903 |
0.8940 |
0.0037 |
0.4% |
0.8857 |
| Close |
0.8913 |
0.8976 |
0.0063 |
0.7% |
0.8913 |
| Range |
0.0023 |
0.0036 |
0.0013 |
56.5% |
0.0088 |
| ATR |
0.0041 |
0.0043 |
0.0002 |
3.8% |
0.0000 |
| Volume |
2 |
7 |
5 |
250.0% |
14 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9072 |
0.9060 |
0.8996 |
|
| R3 |
0.9036 |
0.9024 |
0.8986 |
|
| R2 |
0.9000 |
0.9000 |
0.8983 |
|
| R1 |
0.8988 |
0.8988 |
0.8979 |
0.8994 |
| PP |
0.8964 |
0.8964 |
0.8964 |
0.8967 |
| S1 |
0.8952 |
0.8952 |
0.8973 |
0.8958 |
| S2 |
0.8928 |
0.8928 |
0.8969 |
|
| S3 |
0.8892 |
0.8916 |
0.8966 |
|
| S4 |
0.8856 |
0.8880 |
0.8956 |
|
|
| 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 |
0.8976 |
0.8857 |
0.0119 |
1.3% |
0.0023 |
0.3% |
100% |
True |
False |
3 |
| 10 |
0.9005 |
0.8827 |
0.0178 |
2.0% |
0.0017 |
0.2% |
84% |
False |
False |
2 |
| 20 |
0.9005 |
0.8813 |
0.0192 |
2.1% |
0.0009 |
0.1% |
85% |
False |
False |
2 |
| 40 |
0.9005 |
0.8582 |
0.0423 |
4.7% |
0.0008 |
0.1% |
93% |
False |
False |
1 |
| 60 |
0.9005 |
0.8582 |
0.0423 |
4.7% |
0.0006 |
0.1% |
93% |
False |
False |
1 |
| 80 |
0.9231 |
0.8582 |
0.0649 |
7.2% |
0.0005 |
0.1% |
61% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9129 |
|
2.618 |
0.9070 |
|
1.618 |
0.9034 |
|
1.000 |
0.9012 |
|
0.618 |
0.8998 |
|
HIGH |
0.8976 |
|
0.618 |
0.8962 |
|
0.500 |
0.8958 |
|
0.382 |
0.8954 |
|
LOW |
0.8940 |
|
0.618 |
0.8918 |
|
1.000 |
0.8904 |
|
1.618 |
0.8882 |
|
2.618 |
0.8846 |
|
4.250 |
0.8787 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8970 |
0.8964 |
| PP |
0.8964 |
0.8952 |
| S1 |
0.8958 |
0.8940 |
|