CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 19-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.9003 |
0.8997 |
-0.0006 |
-0.1% |
0.8902 |
High |
0.9019 |
0.9008 |
-0.0011 |
-0.1% |
0.8945 |
Low |
0.8998 |
0.8928 |
-0.0070 |
-0.8% |
0.8857 |
Close |
0.9013 |
0.8940 |
-0.0073 |
-0.8% |
0.8913 |
Range |
0.0021 |
0.0080 |
0.0059 |
281.0% |
0.0088 |
ATR |
0.0043 |
0.0046 |
0.0003 |
7.1% |
0.0000 |
Volume |
2 |
41 |
39 |
1,950.0% |
14 |
|
Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9199 |
0.9149 |
0.8984 |
|
R3 |
0.9119 |
0.9069 |
0.8962 |
|
R2 |
0.9039 |
0.9039 |
0.8955 |
|
R1 |
0.8989 |
0.8989 |
0.8947 |
0.8974 |
PP |
0.8959 |
0.8959 |
0.8959 |
0.8951 |
S1 |
0.8909 |
0.8909 |
0.8933 |
0.8894 |
S2 |
0.8879 |
0.8879 |
0.8925 |
|
S3 |
0.8799 |
0.8829 |
0.8918 |
|
S4 |
0.8719 |
0.8749 |
0.8896 |
|
|
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 |
0.8903 |
0.0116 |
1.3% |
0.0039 |
0.4% |
32% |
False |
False |
11 |
10 |
0.9019 |
0.8857 |
0.0162 |
1.8% |
0.0027 |
0.3% |
51% |
False |
False |
6 |
20 |
0.9019 |
0.8813 |
0.0206 |
2.3% |
0.0014 |
0.2% |
62% |
False |
False |
4 |
40 |
0.9019 |
0.8582 |
0.0437 |
4.9% |
0.0010 |
0.1% |
82% |
False |
False |
2 |
60 |
0.9019 |
0.8582 |
0.0437 |
4.9% |
0.0008 |
0.1% |
82% |
False |
False |
2 |
80 |
0.9039 |
0.8582 |
0.0457 |
5.1% |
0.0006 |
0.1% |
78% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9348 |
2.618 |
0.9217 |
1.618 |
0.9137 |
1.000 |
0.9088 |
0.618 |
0.9057 |
HIGH |
0.9008 |
0.618 |
0.8977 |
0.500 |
0.8968 |
0.382 |
0.8959 |
LOW |
0.8928 |
0.618 |
0.8879 |
1.000 |
0.8848 |
1.618 |
0.8799 |
2.618 |
0.8719 |
4.250 |
0.8588 |
|
|
Fisher Pivots for day following 19-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8968 |
0.8974 |
PP |
0.8959 |
0.8962 |
S1 |
0.8949 |
0.8951 |
|