CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 25-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8949 |
0.9018 |
0.0069 |
0.8% |
0.8940 |
High |
0.9031 |
0.9057 |
0.0026 |
0.3% |
0.9019 |
Low |
0.8949 |
0.9018 |
0.0069 |
0.8% |
0.8900 |
Close |
0.9020 |
0.9057 |
0.0037 |
0.4% |
0.8980 |
Range |
0.0082 |
0.0039 |
-0.0043 |
-52.4% |
0.0119 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
32 |
61 |
29 |
90.6% |
70 |
|
Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9161 |
0.9148 |
0.9078 |
|
R3 |
0.9122 |
0.9109 |
0.9068 |
|
R2 |
0.9083 |
0.9083 |
0.9064 |
|
R1 |
0.9070 |
0.9070 |
0.9061 |
0.9077 |
PP |
0.9044 |
0.9044 |
0.9044 |
0.9047 |
S1 |
0.9031 |
0.9031 |
0.9053 |
0.9038 |
S2 |
0.9005 |
0.9005 |
0.9050 |
|
S3 |
0.8966 |
0.8992 |
0.9046 |
|
S4 |
0.8927 |
0.8953 |
0.9036 |
|
|
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 |
0.9057 |
0.8900 |
0.0157 |
1.7% |
0.0057 |
0.6% |
100% |
True |
False |
30 |
10 |
0.9057 |
0.8860 |
0.0197 |
2.2% |
0.0042 |
0.5% |
100% |
True |
False |
17 |
20 |
0.9057 |
0.8813 |
0.0244 |
2.7% |
0.0024 |
0.3% |
100% |
True |
False |
9 |
40 |
0.9057 |
0.8615 |
0.0442 |
4.9% |
0.0014 |
0.2% |
100% |
True |
False |
5 |
60 |
0.9057 |
0.8582 |
0.0475 |
5.2% |
0.0011 |
0.1% |
100% |
True |
False |
3 |
80 |
0.9057 |
0.8582 |
0.0475 |
5.2% |
0.0009 |
0.1% |
100% |
True |
False |
3 |
100 |
0.9335 |
0.8582 |
0.0753 |
8.3% |
0.0007 |
0.1% |
63% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9223 |
2.618 |
0.9159 |
1.618 |
0.9120 |
1.000 |
0.9096 |
0.618 |
0.9081 |
HIGH |
0.9057 |
0.618 |
0.9042 |
0.500 |
0.9038 |
0.382 |
0.9033 |
LOW |
0.9018 |
0.618 |
0.8994 |
1.000 |
0.8979 |
1.618 |
0.8955 |
2.618 |
0.8916 |
4.250 |
0.8852 |
|
|
Fisher Pivots for day following 25-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9051 |
0.9037 |
PP |
0.9044 |
0.9017 |
S1 |
0.9038 |
0.8998 |
|