CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 02-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9168 |
0.9138 |
-0.0030 |
-0.3% |
0.8949 |
| High |
0.9177 |
0.9159 |
-0.0018 |
-0.2% |
0.9183 |
| Low |
0.9127 |
0.9128 |
0.0001 |
0.0% |
0.8949 |
| Close |
0.9140 |
0.9142 |
0.0002 |
0.0% |
0.9147 |
| Range |
0.0050 |
0.0031 |
-0.0019 |
-38.0% |
0.0234 |
| ATR |
0.0051 |
0.0049 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
79 |
100 |
21 |
26.6% |
516 |
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9236 |
0.9220 |
0.9159 |
|
| R3 |
0.9205 |
0.9189 |
0.9151 |
|
| R2 |
0.9174 |
0.9174 |
0.9148 |
|
| R1 |
0.9158 |
0.9158 |
0.9145 |
0.9166 |
| PP |
0.9143 |
0.9143 |
0.9143 |
0.9147 |
| S1 |
0.9127 |
0.9127 |
0.9139 |
0.9135 |
| S2 |
0.9112 |
0.9112 |
0.9136 |
|
| S3 |
0.9081 |
0.9096 |
0.9133 |
|
| S4 |
0.9050 |
0.9065 |
0.9125 |
|
|
| 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 |
0.9111 |
0.0072 |
0.8% |
0.0047 |
0.5% |
43% |
False |
False |
119 |
| 10 |
0.9183 |
0.8900 |
0.0283 |
3.1% |
0.0052 |
0.6% |
86% |
False |
False |
79 |
| 20 |
0.9183 |
0.8857 |
0.0326 |
3.6% |
0.0039 |
0.4% |
87% |
False |
False |
42 |
| 40 |
0.9183 |
0.8776 |
0.0407 |
4.5% |
0.0021 |
0.2% |
90% |
False |
False |
22 |
| 60 |
0.9183 |
0.8582 |
0.0601 |
6.6% |
0.0016 |
0.2% |
93% |
False |
False |
15 |
| 80 |
0.9183 |
0.8582 |
0.0601 |
6.6% |
0.0013 |
0.1% |
93% |
False |
False |
11 |
| 100 |
0.9266 |
0.8582 |
0.0684 |
7.5% |
0.0010 |
0.1% |
82% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9291 |
|
2.618 |
0.9240 |
|
1.618 |
0.9209 |
|
1.000 |
0.9190 |
|
0.618 |
0.9178 |
|
HIGH |
0.9159 |
|
0.618 |
0.9147 |
|
0.500 |
0.9144 |
|
0.382 |
0.9140 |
|
LOW |
0.9128 |
|
0.618 |
0.9109 |
|
1.000 |
0.9097 |
|
1.618 |
0.9078 |
|
2.618 |
0.9047 |
|
4.250 |
0.8996 |
|
|
| Fisher Pivots for day following 02-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9144 |
0.9150 |
| PP |
0.9143 |
0.9147 |
| S1 |
0.9143 |
0.9145 |
|