CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 05-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8725 |
0.8894 |
0.0169 |
1.9% |
0.8666 |
| High |
0.8919 |
0.8915 |
-0.0004 |
0.0% |
0.8800 |
| Low |
0.8705 |
0.8851 |
0.0146 |
1.7% |
0.8649 |
| Close |
0.8908 |
0.8884 |
-0.0024 |
-0.3% |
0.8721 |
| Range |
0.0214 |
0.0064 |
-0.0150 |
-70.1% |
0.0151 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
130,292 |
84,723 |
-45,569 |
-35.0% |
440,905 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9075 |
0.9044 |
0.8919 |
|
| R3 |
0.9011 |
0.8980 |
0.8902 |
|
| R2 |
0.8947 |
0.8947 |
0.8896 |
|
| R1 |
0.8916 |
0.8916 |
0.8890 |
0.8900 |
| PP |
0.8883 |
0.8883 |
0.8883 |
0.8875 |
| S1 |
0.8852 |
0.8852 |
0.8878 |
0.8836 |
| S2 |
0.8819 |
0.8819 |
0.8872 |
|
| S3 |
0.8755 |
0.8788 |
0.8866 |
|
| S4 |
0.8691 |
0.8724 |
0.8849 |
|
|
| 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% |
0.0120 |
1.4% |
86% |
False |
False |
95,852 |
| 10 |
0.8919 |
0.8632 |
0.0287 |
3.2% |
0.0112 |
1.3% |
88% |
False |
False |
99,196 |
| 20 |
0.9049 |
0.8632 |
0.0417 |
4.7% |
0.0101 |
1.1% |
60% |
False |
False |
97,744 |
| 40 |
0.9108 |
0.8632 |
0.0476 |
5.4% |
0.0089 |
1.0% |
53% |
False |
False |
77,814 |
| 60 |
0.9400 |
0.8632 |
0.0768 |
8.6% |
0.0089 |
1.0% |
33% |
False |
False |
52,562 |
| 80 |
0.9661 |
0.8632 |
0.1029 |
11.6% |
0.0084 |
0.9% |
24% |
False |
False |
39,464 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.6% |
0.0079 |
0.9% |
24% |
False |
False |
31,586 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.6% |
0.0073 |
0.8% |
24% |
False |
False |
26,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9187 |
|
2.618 |
0.9083 |
|
1.618 |
0.9019 |
|
1.000 |
0.8979 |
|
0.618 |
0.8955 |
|
HIGH |
0.8915 |
|
0.618 |
0.8891 |
|
0.500 |
0.8883 |
|
0.382 |
0.8875 |
|
LOW |
0.8851 |
|
0.618 |
0.8811 |
|
1.000 |
0.8787 |
|
1.618 |
0.8747 |
|
2.618 |
0.8683 |
|
4.250 |
0.8579 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8884 |
0.8860 |
| PP |
0.8883 |
0.8836 |
| S1 |
0.8883 |
0.8812 |
|