CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 28-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9112 |
0.9170 |
0.0058 |
0.6% |
0.8949 |
| High |
0.9164 |
0.9183 |
0.0019 |
0.2% |
0.9183 |
| Low |
0.9111 |
0.9132 |
0.0021 |
0.2% |
0.8949 |
| Close |
0.9152 |
0.9147 |
-0.0005 |
-0.1% |
0.9147 |
| Range |
0.0053 |
0.0051 |
-0.0002 |
-3.8% |
0.0234 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.0% |
0.0000 |
| Volume |
146 |
198 |
52 |
35.6% |
516 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9307 |
0.9278 |
0.9175 |
|
| R3 |
0.9256 |
0.9227 |
0.9161 |
|
| R2 |
0.9205 |
0.9205 |
0.9156 |
|
| R1 |
0.9176 |
0.9176 |
0.9152 |
0.9165 |
| PP |
0.9154 |
0.9154 |
0.9154 |
0.9149 |
| S1 |
0.9125 |
0.9125 |
0.9142 |
0.9114 |
| S2 |
0.9103 |
0.9103 |
0.9138 |
|
| S3 |
0.9052 |
0.9074 |
0.9133 |
|
| S4 |
0.9001 |
0.9023 |
0.9119 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9795 |
0.9705 |
0.9276 |
|
| R3 |
0.9561 |
0.9471 |
0.9211 |
|
| R2 |
0.9327 |
0.9327 |
0.9190 |
|
| R1 |
0.9237 |
0.9237 |
0.9168 |
0.9282 |
| PP |
0.9093 |
0.9093 |
0.9093 |
0.9116 |
| S1 |
0.9003 |
0.9003 |
0.9126 |
0.9048 |
| S2 |
0.8859 |
0.8859 |
0.9104 |
|
| S3 |
0.8625 |
0.8769 |
0.9083 |
|
| S4 |
0.8391 |
0.8535 |
0.9018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9183 |
0.8949 |
0.0234 |
2.6% |
0.0062 |
0.7% |
85% |
True |
False |
103 |
| 10 |
0.9183 |
0.8900 |
0.0283 |
3.1% |
0.0053 |
0.6% |
87% |
True |
False |
58 |
| 20 |
0.9183 |
0.8813 |
0.0370 |
4.0% |
0.0033 |
0.4% |
90% |
True |
False |
30 |
| 40 |
0.9183 |
0.8615 |
0.0568 |
6.2% |
0.0019 |
0.2% |
94% |
True |
False |
15 |
| 60 |
0.9183 |
0.8582 |
0.0601 |
6.6% |
0.0013 |
0.1% |
94% |
True |
False |
10 |
| 80 |
0.9183 |
0.8582 |
0.0601 |
6.6% |
0.0011 |
0.1% |
94% |
True |
False |
8 |
| 100 |
0.9335 |
0.8582 |
0.0753 |
8.2% |
0.0009 |
0.1% |
75% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9400 |
|
2.618 |
0.9317 |
|
1.618 |
0.9266 |
|
1.000 |
0.9234 |
|
0.618 |
0.9215 |
|
HIGH |
0.9183 |
|
0.618 |
0.9164 |
|
0.500 |
0.9158 |
|
0.382 |
0.9151 |
|
LOW |
0.9132 |
|
0.618 |
0.9100 |
|
1.000 |
0.9081 |
|
1.618 |
0.9049 |
|
2.618 |
0.8998 |
|
4.250 |
0.8915 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9158 |
0.9137 |
| PP |
0.9154 |
0.9126 |
| S1 |
0.9151 |
0.9116 |
|