CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8938 |
0.8949 |
0.0011 |
0.1% |
0.8940 |
High |
0.8989 |
0.9031 |
0.0042 |
0.5% |
0.9019 |
Low |
0.8938 |
0.8949 |
0.0011 |
0.1% |
0.8900 |
Close |
0.8980 |
0.9020 |
0.0040 |
0.4% |
0.8980 |
Range |
0.0051 |
0.0082 |
0.0031 |
60.8% |
0.0119 |
ATR |
0.0046 |
0.0049 |
0.0003 |
5.5% |
0.0000 |
Volume |
9 |
32 |
23 |
255.6% |
70 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9246 |
0.9215 |
0.9065 |
|
R3 |
0.9164 |
0.9133 |
0.9043 |
|
R2 |
0.9082 |
0.9082 |
0.9035 |
|
R1 |
0.9051 |
0.9051 |
0.9028 |
0.9067 |
PP |
0.9000 |
0.9000 |
0.9000 |
0.9008 |
S1 |
0.8969 |
0.8969 |
0.9012 |
0.8985 |
S2 |
0.8918 |
0.8918 |
0.9005 |
|
S3 |
0.8836 |
0.8887 |
0.8997 |
|
S4 |
0.8754 |
0.8805 |
0.8975 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9323 |
0.9271 |
0.9045 |
|
R3 |
0.9204 |
0.9152 |
0.9013 |
|
R2 |
0.9085 |
0.9085 |
0.9002 |
|
R1 |
0.9033 |
0.9033 |
0.8991 |
0.9059 |
PP |
0.8966 |
0.8966 |
0.8966 |
0.8980 |
S1 |
0.8914 |
0.8914 |
0.8969 |
0.8940 |
S2 |
0.8847 |
0.8847 |
0.8958 |
|
S3 |
0.8728 |
0.8795 |
0.8947 |
|
S4 |
0.8609 |
0.8676 |
0.8915 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9031 |
0.8900 |
0.0131 |
1.5% |
0.0053 |
0.6% |
92% |
True |
False |
19 |
10 |
0.9031 |
0.8857 |
0.0174 |
1.9% |
0.0038 |
0.4% |
94% |
True |
False |
11 |
20 |
0.9031 |
0.8813 |
0.0218 |
2.4% |
0.0022 |
0.2% |
95% |
True |
False |
6 |
40 |
0.9031 |
0.8615 |
0.0416 |
4.6% |
0.0014 |
0.1% |
97% |
True |
False |
3 |
60 |
0.9031 |
0.8582 |
0.0449 |
5.0% |
0.0011 |
0.1% |
98% |
True |
False |
2 |
80 |
0.9031 |
0.8582 |
0.0449 |
5.0% |
0.0008 |
0.1% |
98% |
True |
False |
2 |
100 |
0.9335 |
0.8582 |
0.0753 |
8.3% |
0.0007 |
0.1% |
58% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9380 |
2.618 |
0.9246 |
1.618 |
0.9164 |
1.000 |
0.9113 |
0.618 |
0.9082 |
HIGH |
0.9031 |
0.618 |
0.9000 |
0.500 |
0.8990 |
0.382 |
0.8980 |
LOW |
0.8949 |
0.618 |
0.8898 |
1.000 |
0.8867 |
1.618 |
0.8816 |
2.618 |
0.8734 |
4.250 |
0.8601 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9010 |
0.9002 |
PP |
0.9000 |
0.8984 |
S1 |
0.8990 |
0.8966 |
|