CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 29-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8706 |
0.8763 |
0.0057 |
0.7% |
0.8740 |
| High |
0.8793 |
0.8800 |
0.0007 |
0.1% |
0.8858 |
| Low |
0.8699 |
0.8696 |
-0.0003 |
0.0% |
0.8632 |
| Close |
0.8743 |
0.8718 |
-0.0025 |
-0.3% |
0.8684 |
| Range |
0.0094 |
0.0104 |
0.0010 |
10.6% |
0.0226 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
1.1% |
0.0000 |
| Volume |
82,059 |
102,991 |
20,932 |
25.5% |
440,921 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9050 |
0.8988 |
0.8775 |
|
| R3 |
0.8946 |
0.8884 |
0.8747 |
|
| R2 |
0.8842 |
0.8842 |
0.8737 |
|
| R1 |
0.8780 |
0.8780 |
0.8728 |
0.8759 |
| PP |
0.8738 |
0.8738 |
0.8738 |
0.8728 |
| S1 |
0.8676 |
0.8676 |
0.8708 |
0.8655 |
| S2 |
0.8634 |
0.8634 |
0.8699 |
|
| S3 |
0.8530 |
0.8572 |
0.8689 |
|
| S4 |
0.8426 |
0.8468 |
0.8661 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9403 |
0.9269 |
0.8808 |
|
| R3 |
0.9177 |
0.9043 |
0.8746 |
|
| R2 |
0.8951 |
0.8951 |
0.8725 |
|
| R1 |
0.8817 |
0.8817 |
0.8705 |
0.8771 |
| PP |
0.8725 |
0.8725 |
0.8725 |
0.8702 |
| S1 |
0.8591 |
0.8591 |
0.8663 |
0.8545 |
| S2 |
0.8499 |
0.8499 |
0.8643 |
|
| S3 |
0.8273 |
0.8365 |
0.8622 |
|
| S4 |
0.8047 |
0.8139 |
0.8560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8820 |
0.8632 |
0.0188 |
2.2% |
0.0103 |
1.2% |
46% |
False |
False |
102,540 |
| 10 |
0.8935 |
0.8632 |
0.0303 |
3.5% |
0.0098 |
1.1% |
28% |
False |
False |
99,000 |
| 20 |
0.9049 |
0.8632 |
0.0417 |
4.8% |
0.0091 |
1.0% |
21% |
False |
False |
90,273 |
| 40 |
0.9108 |
0.8632 |
0.0476 |
5.5% |
0.0087 |
1.0% |
18% |
False |
False |
66,540 |
| 60 |
0.9454 |
0.8632 |
0.0822 |
9.4% |
0.0085 |
1.0% |
10% |
False |
False |
44,591 |
| 80 |
0.9661 |
0.8632 |
0.1029 |
11.8% |
0.0080 |
0.9% |
8% |
False |
False |
33,482 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.8% |
0.0076 |
0.9% |
8% |
False |
False |
26,795 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.8% |
0.0069 |
0.8% |
8% |
False |
False |
22,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9242 |
|
2.618 |
0.9072 |
|
1.618 |
0.8968 |
|
1.000 |
0.8904 |
|
0.618 |
0.8864 |
|
HIGH |
0.8800 |
|
0.618 |
0.8760 |
|
0.500 |
0.8748 |
|
0.382 |
0.8736 |
|
LOW |
0.8696 |
|
0.618 |
0.8632 |
|
1.000 |
0.8592 |
|
1.618 |
0.8528 |
|
2.618 |
0.8424 |
|
4.250 |
0.8254 |
|
|
| Fisher Pivots for day following 29-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8748 |
0.8725 |
| PP |
0.8738 |
0.8722 |
| S1 |
0.8728 |
0.8720 |
|