CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 26-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9076 |
0.9109 |
0.0033 |
0.4% |
0.8969 |
| High |
0.9123 |
0.9194 |
0.0071 |
0.8% |
0.9084 |
| Low |
0.9068 |
0.9104 |
0.0036 |
0.4% |
0.8943 |
| Close |
0.9113 |
0.9176 |
0.0063 |
0.7% |
0.9035 |
| Range |
0.0055 |
0.0090 |
0.0035 |
63.6% |
0.0141 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.2% |
0.0000 |
| Volume |
73,775 |
98,232 |
24,457 |
33.2% |
380,236 |
|
| Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9428 |
0.9392 |
0.9226 |
|
| R3 |
0.9338 |
0.9302 |
0.9201 |
|
| R2 |
0.9248 |
0.9248 |
0.9193 |
|
| R1 |
0.9212 |
0.9212 |
0.9184 |
0.9230 |
| PP |
0.9158 |
0.9158 |
0.9158 |
0.9167 |
| S1 |
0.9122 |
0.9122 |
0.9168 |
0.9140 |
| S2 |
0.9068 |
0.9068 |
0.9160 |
|
| S3 |
0.8978 |
0.9032 |
0.9151 |
|
| S4 |
0.8888 |
0.8942 |
0.9127 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9444 |
0.9380 |
0.9113 |
|
| R3 |
0.9303 |
0.9239 |
0.9074 |
|
| R2 |
0.9162 |
0.9162 |
0.9061 |
|
| R1 |
0.9098 |
0.9098 |
0.9048 |
0.9130 |
| PP |
0.9021 |
0.9021 |
0.9021 |
0.9037 |
| S1 |
0.8957 |
0.8957 |
0.9022 |
0.8989 |
| S2 |
0.8880 |
0.8880 |
0.9009 |
|
| S3 |
0.8739 |
0.8816 |
0.8996 |
|
| S4 |
0.8598 |
0.8675 |
0.8957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9194 |
0.8943 |
0.0251 |
2.7% |
0.0074 |
0.8% |
93% |
True |
False |
80,481 |
| 10 |
0.9194 |
0.8927 |
0.0267 |
2.9% |
0.0082 |
0.9% |
93% |
True |
False |
80,944 |
| 20 |
0.9194 |
0.8829 |
0.0365 |
4.0% |
0.0077 |
0.8% |
95% |
True |
False |
46,558 |
| 40 |
0.9194 |
0.8623 |
0.0571 |
6.2% |
0.0079 |
0.9% |
97% |
True |
False |
23,514 |
| 60 |
0.9194 |
0.8586 |
0.0608 |
6.6% |
0.0079 |
0.9% |
97% |
True |
False |
15,764 |
| 80 |
0.9194 |
0.8586 |
0.0608 |
6.6% |
0.0068 |
0.7% |
97% |
True |
False |
11,826 |
| 100 |
0.9394 |
0.8586 |
0.0808 |
8.8% |
0.0059 |
0.6% |
73% |
False |
False |
9,461 |
| 120 |
0.9557 |
0.8586 |
0.0971 |
10.6% |
0.0050 |
0.5% |
61% |
False |
False |
7,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9577 |
|
2.618 |
0.9430 |
|
1.618 |
0.9340 |
|
1.000 |
0.9284 |
|
0.618 |
0.9250 |
|
HIGH |
0.9194 |
|
0.618 |
0.9160 |
|
0.500 |
0.9149 |
|
0.382 |
0.9138 |
|
LOW |
0.9104 |
|
0.618 |
0.9048 |
|
1.000 |
0.9014 |
|
1.618 |
0.8958 |
|
2.618 |
0.8868 |
|
4.250 |
0.8722 |
|
|
| Fisher Pivots for day following 26-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9167 |
0.9149 |
| PP |
0.9158 |
0.9122 |
| S1 |
0.9149 |
0.9095 |
|