CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8955 |
0.8900 |
-0.0055 |
-0.6% |
0.8958 |
| High |
0.8981 |
0.8939 |
-0.0042 |
-0.5% |
0.9037 |
| Low |
0.8907 |
0.8882 |
-0.0025 |
-0.3% |
0.8894 |
| Close |
0.8920 |
0.8920 |
0.0000 |
0.0% |
0.8920 |
| Range |
0.0074 |
0.0057 |
-0.0017 |
-23.0% |
0.0143 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
90,311 |
74,622 |
-15,689 |
-17.4% |
411,934 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9085 |
0.9059 |
0.8951 |
|
| R3 |
0.9028 |
0.9002 |
0.8936 |
|
| R2 |
0.8971 |
0.8971 |
0.8930 |
|
| R1 |
0.8945 |
0.8945 |
0.8925 |
0.8958 |
| PP |
0.8914 |
0.8914 |
0.8914 |
0.8920 |
| S1 |
0.8888 |
0.8888 |
0.8915 |
0.8901 |
| S2 |
0.8857 |
0.8857 |
0.8910 |
|
| S3 |
0.8800 |
0.8831 |
0.8904 |
|
| S4 |
0.8743 |
0.8774 |
0.8889 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9379 |
0.9293 |
0.8999 |
|
| R3 |
0.9236 |
0.9150 |
0.8959 |
|
| R2 |
0.9093 |
0.9093 |
0.8946 |
|
| R1 |
0.9007 |
0.9007 |
0.8933 |
0.8979 |
| PP |
0.8950 |
0.8950 |
0.8950 |
0.8936 |
| S1 |
0.8864 |
0.8864 |
0.8907 |
0.8836 |
| S2 |
0.8807 |
0.8807 |
0.8894 |
|
| S3 |
0.8664 |
0.8721 |
0.8881 |
|
| S4 |
0.8521 |
0.8578 |
0.8841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9033 |
0.8882 |
0.0151 |
1.7% |
0.0064 |
0.7% |
25% |
False |
True |
83,775 |
| 10 |
0.9065 |
0.8882 |
0.0183 |
2.1% |
0.0072 |
0.8% |
21% |
False |
True |
81,758 |
| 20 |
0.9065 |
0.8705 |
0.0360 |
4.0% |
0.0082 |
0.9% |
60% |
False |
False |
82,101 |
| 40 |
0.9065 |
0.8632 |
0.0433 |
4.9% |
0.0088 |
1.0% |
67% |
False |
False |
88,226 |
| 60 |
0.9108 |
0.8632 |
0.0476 |
5.3% |
0.0086 |
1.0% |
61% |
False |
False |
74,529 |
| 80 |
0.9454 |
0.8632 |
0.0822 |
9.2% |
0.0085 |
1.0% |
35% |
False |
False |
56,125 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0081 |
0.9% |
28% |
False |
False |
44,934 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0078 |
0.9% |
28% |
False |
False |
37,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9181 |
|
2.618 |
0.9088 |
|
1.618 |
0.9031 |
|
1.000 |
0.8996 |
|
0.618 |
0.8974 |
|
HIGH |
0.8939 |
|
0.618 |
0.8917 |
|
0.500 |
0.8911 |
|
0.382 |
0.8904 |
|
LOW |
0.8882 |
|
0.618 |
0.8847 |
|
1.000 |
0.8825 |
|
1.618 |
0.8790 |
|
2.618 |
0.8733 |
|
4.250 |
0.8640 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8917 |
0.8932 |
| PP |
0.8914 |
0.8928 |
| S1 |
0.8911 |
0.8924 |
|