CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8956 |
0.9033 |
0.0077 |
0.9% |
0.8932 |
| High |
0.9027 |
0.9065 |
0.0038 |
0.4% |
0.9048 |
| Low |
0.8954 |
0.8985 |
0.0031 |
0.3% |
0.8887 |
| Close |
0.9018 |
0.9017 |
-0.0001 |
0.0% |
0.9018 |
| Range |
0.0073 |
0.0080 |
0.0007 |
9.6% |
0.0161 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
65,176 |
102,203 |
37,027 |
56.8% |
359,686 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9262 |
0.9220 |
0.9061 |
|
| R3 |
0.9182 |
0.9140 |
0.9039 |
|
| R2 |
0.9102 |
0.9102 |
0.9032 |
|
| R1 |
0.9060 |
0.9060 |
0.9024 |
0.9041 |
| PP |
0.9022 |
0.9022 |
0.9022 |
0.9013 |
| S1 |
0.8980 |
0.8980 |
0.9010 |
0.8961 |
| S2 |
0.8942 |
0.8942 |
0.9002 |
|
| S3 |
0.8862 |
0.8900 |
0.8995 |
|
| S4 |
0.8782 |
0.8820 |
0.8973 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9467 |
0.9404 |
0.9107 |
|
| R3 |
0.9306 |
0.9243 |
0.9062 |
|
| R2 |
0.9145 |
0.9145 |
0.9048 |
|
| R1 |
0.9082 |
0.9082 |
0.9033 |
0.9114 |
| PP |
0.8984 |
0.8984 |
0.8984 |
0.9000 |
| S1 |
0.8921 |
0.8921 |
0.9003 |
0.8953 |
| S2 |
0.8823 |
0.8823 |
0.8988 |
|
| S3 |
0.8662 |
0.8760 |
0.8974 |
|
| S4 |
0.8501 |
0.8599 |
0.8929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9065 |
0.8910 |
0.0155 |
1.7% |
0.0086 |
1.0% |
69% |
True |
False |
82,672 |
| 10 |
0.9065 |
0.8705 |
0.0360 |
4.0% |
0.0090 |
1.0% |
87% |
True |
False |
83,551 |
| 20 |
0.9065 |
0.8632 |
0.0433 |
4.8% |
0.0096 |
1.1% |
89% |
True |
False |
90,423 |
| 40 |
0.9065 |
0.8632 |
0.0433 |
4.8% |
0.0087 |
1.0% |
89% |
True |
False |
80,116 |
| 60 |
0.9370 |
0.8632 |
0.0738 |
8.2% |
0.0090 |
1.0% |
52% |
False |
False |
62,850 |
| 80 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0085 |
0.9% |
37% |
False |
False |
47,204 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0080 |
0.9% |
37% |
False |
False |
37,787 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0076 |
0.8% |
37% |
False |
False |
31,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9405 |
|
2.618 |
0.9274 |
|
1.618 |
0.9194 |
|
1.000 |
0.9145 |
|
0.618 |
0.9114 |
|
HIGH |
0.9065 |
|
0.618 |
0.9034 |
|
0.500 |
0.9025 |
|
0.382 |
0.9016 |
|
LOW |
0.8985 |
|
0.618 |
0.8936 |
|
1.000 |
0.8905 |
|
1.618 |
0.8856 |
|
2.618 |
0.8776 |
|
4.250 |
0.8645 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9025 |
0.9007 |
| PP |
0.9022 |
0.8997 |
| S1 |
0.9020 |
0.8988 |
|