CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 03-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9138 |
0.9145 |
0.0007 |
0.1% |
0.8949 |
High |
0.9159 |
0.9145 |
-0.0014 |
-0.2% |
0.9183 |
Low |
0.9128 |
0.9107 |
-0.0021 |
-0.2% |
0.8949 |
Close |
0.9142 |
0.9124 |
-0.0018 |
-0.2% |
0.9147 |
Range |
0.0031 |
0.0038 |
0.0007 |
22.6% |
0.0234 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
100 |
150 |
50 |
50.0% |
516 |
|
Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9239 |
0.9220 |
0.9145 |
|
R3 |
0.9201 |
0.9182 |
0.9134 |
|
R2 |
0.9163 |
0.9163 |
0.9131 |
|
R1 |
0.9144 |
0.9144 |
0.9127 |
0.9135 |
PP |
0.9125 |
0.9125 |
0.9125 |
0.9121 |
S1 |
0.9106 |
0.9106 |
0.9121 |
0.9097 |
S2 |
0.9087 |
0.9087 |
0.9117 |
|
S3 |
0.9049 |
0.9068 |
0.9114 |
|
S4 |
0.9011 |
0.9030 |
0.9103 |
|
|
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 |
0.9107 |
0.0076 |
0.8% |
0.0044 |
0.5% |
22% |
False |
True |
120 |
10 |
0.9183 |
0.8938 |
0.0245 |
2.7% |
0.0053 |
0.6% |
76% |
False |
False |
93 |
20 |
0.9183 |
0.8857 |
0.0326 |
3.6% |
0.0041 |
0.5% |
82% |
False |
False |
50 |
40 |
0.9183 |
0.8794 |
0.0389 |
4.3% |
0.0022 |
0.2% |
85% |
False |
False |
25 |
60 |
0.9183 |
0.8582 |
0.0601 |
6.6% |
0.0016 |
0.2% |
90% |
False |
False |
17 |
80 |
0.9183 |
0.8582 |
0.0601 |
6.6% |
0.0013 |
0.1% |
90% |
False |
False |
13 |
100 |
0.9231 |
0.8582 |
0.0649 |
7.1% |
0.0010 |
0.1% |
84% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9307 |
2.618 |
0.9244 |
1.618 |
0.9206 |
1.000 |
0.9183 |
0.618 |
0.9168 |
HIGH |
0.9145 |
0.618 |
0.9130 |
0.500 |
0.9126 |
0.382 |
0.9122 |
LOW |
0.9107 |
0.618 |
0.9084 |
1.000 |
0.9069 |
1.618 |
0.9046 |
2.618 |
0.9008 |
4.250 |
0.8946 |
|
|
Fisher Pivots for day following 03-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9126 |
0.9142 |
PP |
0.9125 |
0.9136 |
S1 |
0.9125 |
0.9130 |
|