CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 12-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8923 |
0.9014 |
0.0091 |
1.0% |
0.8737 |
| High |
0.9027 |
0.9048 |
0.0021 |
0.2% |
0.8978 |
| Low |
0.8923 |
0.8987 |
0.0064 |
0.7% |
0.8705 |
| Close |
0.9016 |
0.9012 |
-0.0004 |
0.0% |
0.8938 |
| Range |
0.0104 |
0.0061 |
-0.0043 |
-41.3% |
0.0273 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
93,655 |
71,033 |
-22,622 |
-24.2% |
464,753 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9199 |
0.9166 |
0.9046 |
|
| R3 |
0.9138 |
0.9105 |
0.9029 |
|
| R2 |
0.9077 |
0.9077 |
0.9023 |
|
| R1 |
0.9044 |
0.9044 |
0.9018 |
0.9030 |
| PP |
0.9016 |
0.9016 |
0.9016 |
0.9009 |
| S1 |
0.8983 |
0.8983 |
0.9006 |
0.8969 |
| S2 |
0.8955 |
0.8955 |
0.9001 |
|
| S3 |
0.8894 |
0.8922 |
0.8995 |
|
| S4 |
0.8833 |
0.8861 |
0.8978 |
|
|
| 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 |
0.9048 |
0.8887 |
0.0161 |
1.8% |
0.0071 |
0.8% |
78% |
True |
False |
74,365 |
| 10 |
0.9048 |
0.8670 |
0.0378 |
4.2% |
0.0096 |
1.1% |
90% |
True |
False |
85,109 |
| 20 |
0.9048 |
0.8632 |
0.0416 |
4.6% |
0.0097 |
1.1% |
91% |
True |
False |
92,054 |
| 40 |
0.9049 |
0.8632 |
0.0417 |
4.6% |
0.0086 |
1.0% |
91% |
False |
False |
79,924 |
| 60 |
0.9375 |
0.8632 |
0.0743 |
8.2% |
0.0089 |
1.0% |
51% |
False |
False |
58,725 |
| 80 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0084 |
0.9% |
37% |
False |
False |
44,100 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0079 |
0.9% |
37% |
False |
False |
35,302 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0075 |
0.8% |
37% |
False |
False |
29,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9307 |
|
2.618 |
0.9208 |
|
1.618 |
0.9147 |
|
1.000 |
0.9109 |
|
0.618 |
0.9086 |
|
HIGH |
0.9048 |
|
0.618 |
0.9025 |
|
0.500 |
0.9018 |
|
0.382 |
0.9010 |
|
LOW |
0.8987 |
|
0.618 |
0.8949 |
|
1.000 |
0.8926 |
|
1.618 |
0.8888 |
|
2.618 |
0.8827 |
|
4.250 |
0.8728 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9018 |
0.8997 |
| PP |
0.9016 |
0.8982 |
| S1 |
0.9014 |
0.8968 |
|