CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8737 |
0.8725 |
-0.0012 |
-0.1% |
0.8666 |
| High |
0.8817 |
0.8919 |
0.0102 |
1.2% |
0.8800 |
| Low |
0.8714 |
0.8705 |
-0.0009 |
-0.1% |
0.8649 |
| Close |
0.8730 |
0.8908 |
0.0178 |
2.0% |
0.8721 |
| Range |
0.0103 |
0.0214 |
0.0111 |
107.8% |
0.0151 |
| ATR |
0.0094 |
0.0103 |
0.0009 |
9.1% |
0.0000 |
| Volume |
91,125 |
130,292 |
39,167 |
43.0% |
440,905 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9486 |
0.9411 |
0.9026 |
|
| R3 |
0.9272 |
0.9197 |
0.8967 |
|
| R2 |
0.9058 |
0.9058 |
0.8947 |
|
| R1 |
0.8983 |
0.8983 |
0.8928 |
0.9021 |
| PP |
0.8844 |
0.8844 |
0.8844 |
0.8863 |
| S1 |
0.8769 |
0.8769 |
0.8888 |
0.8807 |
| S2 |
0.8630 |
0.8630 |
0.8869 |
|
| S3 |
0.8416 |
0.8555 |
0.8849 |
|
| S4 |
0.8202 |
0.8341 |
0.8790 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9176 |
0.9100 |
0.8804 |
|
| R3 |
0.9025 |
0.8949 |
0.8763 |
|
| R2 |
0.8874 |
0.8874 |
0.8749 |
|
| R1 |
0.8798 |
0.8798 |
0.8735 |
0.8836 |
| PP |
0.8723 |
0.8723 |
0.8723 |
0.8743 |
| S1 |
0.8647 |
0.8647 |
0.8707 |
0.8685 |
| S2 |
0.8572 |
0.8572 |
0.8693 |
|
| S3 |
0.8421 |
0.8496 |
0.8679 |
|
| S4 |
0.8270 |
0.8345 |
0.8638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8919 |
0.8670 |
0.0249 |
2.8% |
0.0128 |
1.4% |
96% |
True |
False |
99,506 |
| 10 |
0.8919 |
0.8632 |
0.0287 |
3.2% |
0.0115 |
1.3% |
96% |
True |
False |
99,081 |
| 20 |
0.9049 |
0.8632 |
0.0417 |
4.7% |
0.0102 |
1.1% |
66% |
False |
False |
97,557 |
| 40 |
0.9108 |
0.8632 |
0.0476 |
5.3% |
0.0091 |
1.0% |
58% |
False |
False |
76,053 |
| 60 |
0.9445 |
0.8632 |
0.0813 |
9.1% |
0.0090 |
1.0% |
34% |
False |
False |
51,151 |
| 80 |
0.9661 |
0.8632 |
0.1029 |
11.6% |
0.0084 |
0.9% |
27% |
False |
False |
38,407 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.6% |
0.0080 |
0.9% |
27% |
False |
False |
30,739 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.6% |
0.0072 |
0.8% |
27% |
False |
False |
25,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9829 |
|
2.618 |
0.9479 |
|
1.618 |
0.9265 |
|
1.000 |
0.9133 |
|
0.618 |
0.9051 |
|
HIGH |
0.8919 |
|
0.618 |
0.8837 |
|
0.500 |
0.8812 |
|
0.382 |
0.8787 |
|
LOW |
0.8705 |
|
0.618 |
0.8573 |
|
1.000 |
0.8491 |
|
1.618 |
0.8359 |
|
2.618 |
0.8145 |
|
4.250 |
0.7796 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8876 |
0.8870 |
| PP |
0.8844 |
0.8832 |
| S1 |
0.8812 |
0.8795 |
|