CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 04-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9145 |
0.9133 |
-0.0012 |
-0.1% |
0.9140 |
| High |
0.9145 |
0.9201 |
0.0056 |
0.6% |
0.9201 |
| Low |
0.9107 |
0.9133 |
0.0026 |
0.3% |
0.9107 |
| Close |
0.9124 |
0.9183 |
0.0059 |
0.6% |
0.9183 |
| Range |
0.0038 |
0.0068 |
0.0030 |
78.9% |
0.0094 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.2% |
0.0000 |
| Volume |
150 |
103 |
-47 |
-31.3% |
508 |
|
| Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9376 |
0.9348 |
0.9220 |
|
| R3 |
0.9308 |
0.9280 |
0.9202 |
|
| R2 |
0.9240 |
0.9240 |
0.9195 |
|
| R1 |
0.9212 |
0.9212 |
0.9189 |
0.9226 |
| PP |
0.9172 |
0.9172 |
0.9172 |
0.9180 |
| S1 |
0.9144 |
0.9144 |
0.9177 |
0.9158 |
| S2 |
0.9104 |
0.9104 |
0.9171 |
|
| S3 |
0.9036 |
0.9076 |
0.9164 |
|
| S4 |
0.8968 |
0.9008 |
0.9146 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9446 |
0.9408 |
0.9235 |
|
| R3 |
0.9352 |
0.9314 |
0.9209 |
|
| R2 |
0.9258 |
0.9258 |
0.9200 |
|
| R1 |
0.9220 |
0.9220 |
0.9192 |
0.9239 |
| PP |
0.9164 |
0.9164 |
0.9164 |
0.9173 |
| S1 |
0.9126 |
0.9126 |
0.9174 |
0.9145 |
| S2 |
0.9070 |
0.9070 |
0.9166 |
|
| S3 |
0.8976 |
0.9032 |
0.9157 |
|
| S4 |
0.8882 |
0.8938 |
0.9131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9201 |
0.9107 |
0.0094 |
1.0% |
0.0047 |
0.5% |
81% |
True |
False |
101 |
| 10 |
0.9201 |
0.8949 |
0.0252 |
2.7% |
0.0054 |
0.6% |
93% |
True |
False |
102 |
| 20 |
0.9201 |
0.8857 |
0.0344 |
3.7% |
0.0042 |
0.5% |
95% |
True |
False |
55 |
| 40 |
0.9201 |
0.8794 |
0.0407 |
4.4% |
0.0024 |
0.3% |
96% |
True |
False |
28 |
| 60 |
0.9201 |
0.8582 |
0.0619 |
6.7% |
0.0017 |
0.2% |
97% |
True |
False |
19 |
| 80 |
0.9201 |
0.8582 |
0.0619 |
6.7% |
0.0014 |
0.2% |
97% |
True |
False |
14 |
| 100 |
0.9231 |
0.8582 |
0.0649 |
7.1% |
0.0011 |
0.1% |
93% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9490 |
|
2.618 |
0.9379 |
|
1.618 |
0.9311 |
|
1.000 |
0.9269 |
|
0.618 |
0.9243 |
|
HIGH |
0.9201 |
|
0.618 |
0.9175 |
|
0.500 |
0.9167 |
|
0.382 |
0.9159 |
|
LOW |
0.9133 |
|
0.618 |
0.9091 |
|
1.000 |
0.9065 |
|
1.618 |
0.9023 |
|
2.618 |
0.8955 |
|
4.250 |
0.8844 |
|
|
| Fisher Pivots for day following 04-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9178 |
0.9173 |
| PP |
0.9172 |
0.9164 |
| S1 |
0.9167 |
0.9154 |
|