CME Australian Dollar Future June 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 |
0.8679 |
0.8832 |
0.0153 |
1.8% |
0.8614 |
| High |
0.8865 |
0.8857 |
-0.0008 |
-0.1% |
0.8744 |
| Low |
0.8656 |
0.8799 |
0.0143 |
1.7% |
0.8601 |
| Close |
0.8854 |
0.8830 |
-0.0024 |
-0.3% |
0.8668 |
| Range |
0.0209 |
0.0058 |
-0.0151 |
-72.2% |
0.0143 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
223 |
440 |
217 |
97.3% |
1,367 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9003 |
0.8974 |
0.8862 |
|
| R3 |
0.8945 |
0.8916 |
0.8846 |
|
| R2 |
0.8887 |
0.8887 |
0.8841 |
|
| R1 |
0.8858 |
0.8858 |
0.8835 |
0.8844 |
| PP |
0.8829 |
0.8829 |
0.8829 |
0.8821 |
| S1 |
0.8800 |
0.8800 |
0.8825 |
0.8786 |
| S2 |
0.8771 |
0.8771 |
0.8819 |
|
| S3 |
0.8713 |
0.8742 |
0.8814 |
|
| S4 |
0.8655 |
0.8684 |
0.8798 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9100 |
0.9027 |
0.8747 |
|
| R3 |
0.8957 |
0.8884 |
0.8707 |
|
| R2 |
0.8814 |
0.8814 |
0.8694 |
|
| R1 |
0.8741 |
0.8741 |
0.8681 |
0.8778 |
| PP |
0.8671 |
0.8671 |
0.8671 |
0.8689 |
| S1 |
0.8598 |
0.8598 |
0.8655 |
0.8635 |
| S2 |
0.8528 |
0.8528 |
0.8642 |
|
| S3 |
0.8385 |
0.8455 |
0.8629 |
|
| S4 |
0.8242 |
0.8312 |
0.8589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8865 |
0.8623 |
0.0242 |
2.7% |
0.0111 |
1.3% |
86% |
False |
False |
266 |
| 10 |
0.8865 |
0.8586 |
0.0279 |
3.2% |
0.0102 |
1.2% |
87% |
False |
False |
312 |
| 20 |
0.8987 |
0.8586 |
0.0401 |
4.5% |
0.0091 |
1.0% |
61% |
False |
False |
275 |
| 40 |
0.9045 |
0.8586 |
0.0459 |
5.2% |
0.0070 |
0.8% |
53% |
False |
False |
177 |
| 60 |
0.9296 |
0.8586 |
0.0710 |
8.0% |
0.0057 |
0.6% |
34% |
False |
False |
119 |
| 80 |
0.9557 |
0.8586 |
0.0971 |
11.0% |
0.0043 |
0.5% |
25% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9104 |
|
2.618 |
0.9009 |
|
1.618 |
0.8951 |
|
1.000 |
0.8915 |
|
0.618 |
0.8893 |
|
HIGH |
0.8857 |
|
0.618 |
0.8835 |
|
0.500 |
0.8828 |
|
0.382 |
0.8821 |
|
LOW |
0.8799 |
|
0.618 |
0.8763 |
|
1.000 |
0.8741 |
|
1.618 |
0.8705 |
|
2.618 |
0.8647 |
|
4.250 |
0.8553 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8829 |
0.8807 |
| PP |
0.8829 |
0.8784 |
| S1 |
0.8828 |
0.8761 |
|