CME Australian Dollar Future March 2014
Trading Metrics calculated at close of trading on 15-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
0.9344 |
0.9411 |
0.0067 |
0.7% |
0.9337 |
High |
0.9412 |
0.9453 |
0.0041 |
0.4% |
0.9383 |
Low |
0.9343 |
0.9409 |
0.0066 |
0.7% |
0.9295 |
Close |
0.9385 |
0.9414 |
0.0029 |
0.3% |
0.9374 |
Range |
0.0069 |
0.0044 |
-0.0025 |
-36.2% |
0.0088 |
ATR |
0.0062 |
0.0063 |
0.0000 |
0.6% |
0.0000 |
Volume |
92 |
126 |
34 |
37.0% |
769 |
|
Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9557 |
0.9530 |
0.9438 |
|
R3 |
0.9513 |
0.9486 |
0.9426 |
|
R2 |
0.9469 |
0.9469 |
0.9422 |
|
R1 |
0.9442 |
0.9442 |
0.9418 |
0.9456 |
PP |
0.9425 |
0.9425 |
0.9425 |
0.9432 |
S1 |
0.9398 |
0.9398 |
0.9410 |
0.9412 |
S2 |
0.9381 |
0.9381 |
0.9406 |
|
S3 |
0.9337 |
0.9354 |
0.9402 |
|
S4 |
0.9293 |
0.9310 |
0.9390 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9615 |
0.9582 |
0.9422 |
|
R3 |
0.9527 |
0.9494 |
0.9398 |
|
R2 |
0.9439 |
0.9439 |
0.9390 |
|
R1 |
0.9406 |
0.9406 |
0.9382 |
0.9423 |
PP |
0.9351 |
0.9351 |
0.9351 |
0.9359 |
S1 |
0.9318 |
0.9318 |
0.9366 |
0.9335 |
S2 |
0.9263 |
0.9263 |
0.9358 |
|
S3 |
0.9175 |
0.9230 |
0.9350 |
|
S4 |
0.9087 |
0.9142 |
0.9326 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9453 |
0.9301 |
0.0152 |
1.6% |
0.0051 |
0.5% |
74% |
True |
False |
155 |
10 |
0.9453 |
0.9242 |
0.0211 |
2.2% |
0.0051 |
0.5% |
82% |
True |
False |
129 |
20 |
0.9453 |
0.9187 |
0.0266 |
2.8% |
0.0061 |
0.7% |
85% |
True |
False |
90 |
40 |
0.9453 |
0.8791 |
0.0662 |
7.0% |
0.0053 |
0.6% |
94% |
True |
False |
54 |
60 |
0.9453 |
0.8765 |
0.0688 |
7.3% |
0.0046 |
0.5% |
94% |
True |
False |
37 |
80 |
0.9453 |
0.8765 |
0.0688 |
7.3% |
0.0039 |
0.4% |
94% |
True |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9640 |
2.618 |
0.9568 |
1.618 |
0.9524 |
1.000 |
0.9497 |
0.618 |
0.9480 |
HIGH |
0.9453 |
0.618 |
0.9436 |
0.500 |
0.9431 |
0.382 |
0.9426 |
LOW |
0.9409 |
0.618 |
0.9382 |
1.000 |
0.9365 |
1.618 |
0.9338 |
2.618 |
0.9294 |
4.250 |
0.9222 |
|
|
Fisher Pivots for day following 15-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9431 |
0.9409 |
PP |
0.9425 |
0.9403 |
S1 |
0.9420 |
0.9398 |
|