CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8997 |
0.8906 |
-0.0091 |
-1.0% |
0.8902 |
| High |
0.9008 |
0.8931 |
-0.0077 |
-0.9% |
0.8945 |
| Low |
0.8928 |
0.8900 |
-0.0028 |
-0.3% |
0.8857 |
| Close |
0.8940 |
0.8931 |
-0.0009 |
-0.1% |
0.8913 |
| Range |
0.0080 |
0.0031 |
-0.0049 |
-61.3% |
0.0088 |
| ATR |
0.0046 |
0.0045 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
41 |
11 |
-30 |
-73.2% |
14 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9014 |
0.9003 |
0.8948 |
|
| R3 |
0.8983 |
0.8972 |
0.8940 |
|
| R2 |
0.8952 |
0.8952 |
0.8937 |
|
| R1 |
0.8941 |
0.8941 |
0.8934 |
0.8947 |
| PP |
0.8921 |
0.8921 |
0.8921 |
0.8923 |
| S1 |
0.8910 |
0.8910 |
0.8928 |
0.8916 |
| S2 |
0.8890 |
0.8890 |
0.8925 |
|
| S3 |
0.8859 |
0.8879 |
0.8922 |
|
| S4 |
0.8828 |
0.8848 |
0.8914 |
|
|
| 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 |
0.8900 |
0.0119 |
1.3% |
0.0038 |
0.4% |
26% |
False |
True |
12 |
| 10 |
0.9019 |
0.8857 |
0.0162 |
1.8% |
0.0030 |
0.3% |
46% |
False |
False |
7 |
| 20 |
0.9019 |
0.8813 |
0.0206 |
2.3% |
0.0015 |
0.2% |
57% |
False |
False |
4 |
| 40 |
0.9019 |
0.8582 |
0.0437 |
4.9% |
0.0010 |
0.1% |
80% |
False |
False |
3 |
| 60 |
0.9019 |
0.8582 |
0.0437 |
4.9% |
0.0008 |
0.1% |
80% |
False |
False |
2 |
| 80 |
0.9019 |
0.8582 |
0.0437 |
4.9% |
0.0006 |
0.1% |
80% |
False |
False |
1 |
| 100 |
0.9382 |
0.8582 |
0.0800 |
9.0% |
0.0005 |
0.1% |
44% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9063 |
|
2.618 |
0.9012 |
|
1.618 |
0.8981 |
|
1.000 |
0.8962 |
|
0.618 |
0.8950 |
|
HIGH |
0.8931 |
|
0.618 |
0.8919 |
|
0.500 |
0.8916 |
|
0.382 |
0.8912 |
|
LOW |
0.8900 |
|
0.618 |
0.8881 |
|
1.000 |
0.8869 |
|
1.618 |
0.8850 |
|
2.618 |
0.8819 |
|
4.250 |
0.8768 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8926 |
0.8960 |
| PP |
0.8921 |
0.8950 |
| S1 |
0.8916 |
0.8941 |
|