CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 11-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8932 |
0.8923 |
-0.0009 |
-0.1% |
0.8737 |
| High |
0.8938 |
0.9027 |
0.0089 |
1.0% |
0.8978 |
| Low |
0.8887 |
0.8923 |
0.0036 |
0.4% |
0.8705 |
| Close |
0.8924 |
0.9016 |
0.0092 |
1.0% |
0.8938 |
| Range |
0.0051 |
0.0104 |
0.0053 |
103.9% |
0.0273 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
0.8% |
0.0000 |
| Volume |
48,526 |
93,655 |
45,129 |
93.0% |
464,753 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9301 |
0.9262 |
0.9073 |
|
| R3 |
0.9197 |
0.9158 |
0.9045 |
|
| R2 |
0.9093 |
0.9093 |
0.9035 |
|
| R1 |
0.9054 |
0.9054 |
0.9026 |
0.9074 |
| PP |
0.8989 |
0.8989 |
0.8989 |
0.8998 |
| S1 |
0.8950 |
0.8950 |
0.9006 |
0.8970 |
| S2 |
0.8885 |
0.8885 |
0.8997 |
|
| S3 |
0.8781 |
0.8846 |
0.8987 |
|
| S4 |
0.8677 |
0.8742 |
0.8959 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9693 |
0.9588 |
0.9088 |
|
| R3 |
0.9420 |
0.9315 |
0.9013 |
|
| R2 |
0.9147 |
0.9147 |
0.8988 |
|
| R1 |
0.9042 |
0.9042 |
0.8963 |
0.9095 |
| PP |
0.8874 |
0.8874 |
0.8874 |
0.8900 |
| S1 |
0.8769 |
0.8769 |
0.8913 |
0.8822 |
| S2 |
0.8601 |
0.8601 |
0.8888 |
|
| S3 |
0.8328 |
0.8496 |
0.8863 |
|
| S4 |
0.8055 |
0.8223 |
0.8788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9027 |
0.8851 |
0.0176 |
2.0% |
0.0072 |
0.8% |
94% |
True |
False |
77,103 |
| 10 |
0.9027 |
0.8670 |
0.0357 |
4.0% |
0.0100 |
1.1% |
97% |
True |
False |
88,304 |
| 20 |
0.9027 |
0.8632 |
0.0395 |
4.4% |
0.0099 |
1.1% |
97% |
True |
False |
93,305 |
| 40 |
0.9049 |
0.8632 |
0.0417 |
4.6% |
0.0086 |
1.0% |
92% |
False |
False |
80,344 |
| 60 |
0.9375 |
0.8632 |
0.0743 |
8.2% |
0.0089 |
1.0% |
52% |
False |
False |
57,545 |
| 80 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0085 |
0.9% |
37% |
False |
False |
43,213 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0079 |
0.9% |
37% |
False |
False |
34,592 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0075 |
0.8% |
37% |
False |
False |
28,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9469 |
|
2.618 |
0.9299 |
|
1.618 |
0.9195 |
|
1.000 |
0.9131 |
|
0.618 |
0.9091 |
|
HIGH |
0.9027 |
|
0.618 |
0.8987 |
|
0.500 |
0.8975 |
|
0.382 |
0.8963 |
|
LOW |
0.8923 |
|
0.618 |
0.8859 |
|
1.000 |
0.8819 |
|
1.618 |
0.8755 |
|
2.618 |
0.8651 |
|
4.250 |
0.8481 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9002 |
0.8996 |
| PP |
0.8989 |
0.8977 |
| S1 |
0.8975 |
0.8957 |
|