CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 31-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9170 |
0.9140 |
-0.0030 |
-0.3% |
0.8949 |
| High |
0.9183 |
0.9171 |
-0.0012 |
-0.1% |
0.9183 |
| Low |
0.9132 |
0.9122 |
-0.0010 |
-0.1% |
0.8949 |
| Close |
0.9147 |
0.9168 |
0.0021 |
0.2% |
0.9147 |
| Range |
0.0051 |
0.0049 |
-0.0002 |
-3.9% |
0.0234 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
198 |
76 |
-122 |
-61.6% |
516 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9301 |
0.9283 |
0.9195 |
|
| R3 |
0.9252 |
0.9234 |
0.9181 |
|
| R2 |
0.9203 |
0.9203 |
0.9177 |
|
| R1 |
0.9185 |
0.9185 |
0.9172 |
0.9194 |
| PP |
0.9154 |
0.9154 |
0.9154 |
0.9158 |
| S1 |
0.9136 |
0.9136 |
0.9164 |
0.9145 |
| S2 |
0.9105 |
0.9105 |
0.9159 |
|
| S3 |
0.9056 |
0.9087 |
0.9155 |
|
| S4 |
0.9007 |
0.9038 |
0.9141 |
|
|
| 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 |
0.9018 |
0.0165 |
1.8% |
0.0055 |
0.6% |
91% |
False |
False |
112 |
| 10 |
0.9183 |
0.8900 |
0.0283 |
3.1% |
0.0054 |
0.6% |
95% |
False |
False |
65 |
| 20 |
0.9183 |
0.8827 |
0.0356 |
3.9% |
0.0035 |
0.4% |
96% |
False |
False |
34 |
| 40 |
0.9183 |
0.8625 |
0.0558 |
6.1% |
0.0020 |
0.2% |
97% |
False |
False |
17 |
| 60 |
0.9183 |
0.8582 |
0.0601 |
6.6% |
0.0014 |
0.2% |
98% |
False |
False |
12 |
| 80 |
0.9183 |
0.8582 |
0.0601 |
6.6% |
0.0012 |
0.1% |
98% |
False |
False |
9 |
| 100 |
0.9335 |
0.8582 |
0.0753 |
8.2% |
0.0009 |
0.1% |
78% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9379 |
|
2.618 |
0.9299 |
|
1.618 |
0.9250 |
|
1.000 |
0.9220 |
|
0.618 |
0.9201 |
|
HIGH |
0.9171 |
|
0.618 |
0.9152 |
|
0.500 |
0.9147 |
|
0.382 |
0.9141 |
|
LOW |
0.9122 |
|
0.618 |
0.9092 |
|
1.000 |
0.9073 |
|
1.618 |
0.9043 |
|
2.618 |
0.8994 |
|
4.250 |
0.8914 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9161 |
0.9161 |
| PP |
0.9154 |
0.9154 |
| S1 |
0.9147 |
0.9147 |
|