CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 18-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8940 |
0.9003 |
0.0063 |
0.7% |
0.8902 |
High |
0.8976 |
0.9019 |
0.0043 |
0.5% |
0.8945 |
Low |
0.8940 |
0.8998 |
0.0058 |
0.6% |
0.8857 |
Close |
0.8976 |
0.9013 |
0.0037 |
0.4% |
0.8913 |
Range |
0.0036 |
0.0021 |
-0.0015 |
-41.7% |
0.0088 |
ATR |
0.0043 |
0.0043 |
0.0000 |
0.1% |
0.0000 |
Volume |
7 |
2 |
-5 |
-71.4% |
14 |
|
Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9073 |
0.9064 |
0.9025 |
|
R3 |
0.9052 |
0.9043 |
0.9019 |
|
R2 |
0.9031 |
0.9031 |
0.9017 |
|
R1 |
0.9022 |
0.9022 |
0.9015 |
0.9027 |
PP |
0.9010 |
0.9010 |
0.9010 |
0.9012 |
S1 |
0.9001 |
0.9001 |
0.9011 |
0.9006 |
S2 |
0.8989 |
0.8989 |
0.9009 |
|
S3 |
0.8968 |
0.8980 |
0.9007 |
|
S4 |
0.8947 |
0.8959 |
0.9001 |
|
|
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 |
0.9019 |
0.8860 |
0.0159 |
1.8% |
0.0027 |
0.3% |
96% |
True |
False |
3 |
10 |
0.9019 |
0.8857 |
0.0162 |
1.8% |
0.0019 |
0.2% |
96% |
True |
False |
2 |
20 |
0.9019 |
0.8813 |
0.0206 |
2.3% |
0.0010 |
0.1% |
97% |
True |
False |
2 |
40 |
0.9019 |
0.8582 |
0.0437 |
4.8% |
0.0008 |
0.1% |
99% |
True |
False |
1 |
60 |
0.9019 |
0.8582 |
0.0437 |
4.8% |
0.0007 |
0.1% |
99% |
True |
False |
1 |
80 |
0.9146 |
0.8582 |
0.0564 |
6.3% |
0.0005 |
0.1% |
76% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9108 |
2.618 |
0.9074 |
1.618 |
0.9053 |
1.000 |
0.9040 |
0.618 |
0.9032 |
HIGH |
0.9019 |
0.618 |
0.9011 |
0.500 |
0.9009 |
0.382 |
0.9006 |
LOW |
0.8998 |
0.618 |
0.8985 |
1.000 |
0.8977 |
1.618 |
0.8964 |
2.618 |
0.8943 |
4.250 |
0.8909 |
|
|
Fisher Pivots for day following 18-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9012 |
0.8996 |
PP |
0.9010 |
0.8978 |
S1 |
0.9009 |
0.8961 |
|