CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 27-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9056 |
0.9112 |
0.0056 |
0.6% |
0.8940 |
| High |
0.9132 |
0.9164 |
0.0032 |
0.4% |
0.9019 |
| Low |
0.9049 |
0.9111 |
0.0062 |
0.7% |
0.8900 |
| Close |
0.9119 |
0.9152 |
0.0033 |
0.4% |
0.8980 |
| Range |
0.0083 |
0.0053 |
-0.0030 |
-36.1% |
0.0119 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.3% |
0.0000 |
| Volume |
79 |
146 |
67 |
84.8% |
70 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9301 |
0.9280 |
0.9181 |
|
| R3 |
0.9248 |
0.9227 |
0.9167 |
|
| R2 |
0.9195 |
0.9195 |
0.9162 |
|
| R1 |
0.9174 |
0.9174 |
0.9157 |
0.9185 |
| PP |
0.9142 |
0.9142 |
0.9142 |
0.9148 |
| S1 |
0.9121 |
0.9121 |
0.9147 |
0.9132 |
| S2 |
0.9089 |
0.9089 |
0.9142 |
|
| S3 |
0.9036 |
0.9068 |
0.9137 |
|
| S4 |
0.8983 |
0.9015 |
0.9123 |
|
|
| 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 |
0.9164 |
0.8938 |
0.0226 |
2.5% |
0.0062 |
0.7% |
95% |
True |
False |
65 |
| 10 |
0.9164 |
0.8900 |
0.0264 |
2.9% |
0.0050 |
0.5% |
95% |
True |
False |
39 |
| 20 |
0.9164 |
0.8813 |
0.0351 |
3.8% |
0.0031 |
0.3% |
97% |
True |
False |
20 |
| 40 |
0.9164 |
0.8615 |
0.0549 |
6.0% |
0.0017 |
0.2% |
98% |
True |
False |
11 |
| 60 |
0.9164 |
0.8582 |
0.0582 |
6.4% |
0.0013 |
0.1% |
98% |
True |
False |
7 |
| 80 |
0.9164 |
0.8582 |
0.0582 |
6.4% |
0.0010 |
0.1% |
98% |
True |
False |
5 |
| 100 |
0.9335 |
0.8582 |
0.0753 |
8.2% |
0.0008 |
0.1% |
76% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9389 |
|
2.618 |
0.9303 |
|
1.618 |
0.9250 |
|
1.000 |
0.9217 |
|
0.618 |
0.9197 |
|
HIGH |
0.9164 |
|
0.618 |
0.9144 |
|
0.500 |
0.9138 |
|
0.382 |
0.9131 |
|
LOW |
0.9111 |
|
0.618 |
0.9078 |
|
1.000 |
0.9058 |
|
1.618 |
0.9025 |
|
2.618 |
0.8972 |
|
4.250 |
0.8886 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9147 |
0.9132 |
| PP |
0.9142 |
0.9111 |
| S1 |
0.9138 |
0.9091 |
|