CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 26-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.9018 |
0.9056 |
0.0038 |
0.4% |
0.8940 |
High |
0.9057 |
0.9132 |
0.0075 |
0.8% |
0.9019 |
Low |
0.9018 |
0.9049 |
0.0031 |
0.3% |
0.8900 |
Close |
0.9057 |
0.9119 |
0.0062 |
0.7% |
0.8980 |
Range |
0.0039 |
0.0083 |
0.0044 |
112.8% |
0.0119 |
ATR |
0.0048 |
0.0051 |
0.0002 |
5.2% |
0.0000 |
Volume |
61 |
79 |
18 |
29.5% |
70 |
|
Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9349 |
0.9317 |
0.9165 |
|
R3 |
0.9266 |
0.9234 |
0.9142 |
|
R2 |
0.9183 |
0.9183 |
0.9134 |
|
R1 |
0.9151 |
0.9151 |
0.9127 |
0.9167 |
PP |
0.9100 |
0.9100 |
0.9100 |
0.9108 |
S1 |
0.9068 |
0.9068 |
0.9111 |
0.9084 |
S2 |
0.9017 |
0.9017 |
0.9104 |
|
S3 |
0.8934 |
0.8985 |
0.9096 |
|
S4 |
0.8851 |
0.8902 |
0.9073 |
|
|
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 |
0.9132 |
0.8900 |
0.0232 |
2.5% |
0.0057 |
0.6% |
94% |
True |
False |
38 |
10 |
0.9132 |
0.8900 |
0.0232 |
2.5% |
0.0048 |
0.5% |
94% |
True |
False |
24 |
20 |
0.9132 |
0.8813 |
0.0319 |
3.5% |
0.0028 |
0.3% |
96% |
True |
False |
13 |
40 |
0.9132 |
0.8615 |
0.0517 |
5.7% |
0.0016 |
0.2% |
97% |
True |
False |
7 |
60 |
0.9132 |
0.8582 |
0.0550 |
6.0% |
0.0013 |
0.1% |
98% |
True |
False |
5 |
80 |
0.9132 |
0.8582 |
0.0550 |
6.0% |
0.0010 |
0.1% |
98% |
True |
False |
4 |
100 |
0.9335 |
0.8582 |
0.0753 |
8.3% |
0.0008 |
0.1% |
71% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9485 |
2.618 |
0.9349 |
1.618 |
0.9266 |
1.000 |
0.9215 |
0.618 |
0.9183 |
HIGH |
0.9132 |
0.618 |
0.9100 |
0.500 |
0.9091 |
0.382 |
0.9081 |
LOW |
0.9049 |
0.618 |
0.8998 |
1.000 |
0.8966 |
1.618 |
0.8915 |
2.618 |
0.8832 |
4.250 |
0.8696 |
|
|
Fisher Pivots for day following 26-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9110 |
0.9093 |
PP |
0.9100 |
0.9067 |
S1 |
0.9091 |
0.9041 |
|