CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 13-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8945 |
0.8944 |
-0.0001 |
0.0% |
0.8689 |
| High |
0.8992 |
0.8954 |
-0.0038 |
-0.4% |
0.8920 |
| Low |
0.8938 |
0.8858 |
-0.0080 |
-0.9% |
0.8656 |
| Close |
0.8957 |
0.8916 |
-0.0041 |
-0.5% |
0.8884 |
| Range |
0.0054 |
0.0096 |
0.0042 |
77.8% |
0.0264 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.4% |
0.0000 |
| Volume |
636 |
207 |
-429 |
-67.5% |
1,568 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9197 |
0.9153 |
0.8969 |
|
| R3 |
0.9101 |
0.9057 |
0.8942 |
|
| R2 |
0.9005 |
0.9005 |
0.8934 |
|
| R1 |
0.8961 |
0.8961 |
0.8925 |
0.8935 |
| PP |
0.8909 |
0.8909 |
0.8909 |
0.8897 |
| S1 |
0.8865 |
0.8865 |
0.8907 |
0.8839 |
| S2 |
0.8813 |
0.8813 |
0.8898 |
|
| S3 |
0.8717 |
0.8769 |
0.8890 |
|
| S4 |
0.8621 |
0.8673 |
0.8863 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9612 |
0.9512 |
0.9029 |
|
| R3 |
0.9348 |
0.9248 |
0.8957 |
|
| R2 |
0.9084 |
0.9084 |
0.8932 |
|
| R1 |
0.8984 |
0.8984 |
0.8908 |
0.9034 |
| PP |
0.8820 |
0.8820 |
0.8820 |
0.8845 |
| S1 |
0.8720 |
0.8720 |
0.8860 |
0.8770 |
| S2 |
0.8556 |
0.8556 |
0.8836 |
|
| S3 |
0.8292 |
0.8456 |
0.8811 |
|
| S4 |
0.8028 |
0.8192 |
0.8739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8992 |
0.8835 |
0.0157 |
1.8% |
0.0071 |
0.8% |
52% |
False |
False |
392 |
| 10 |
0.8992 |
0.8623 |
0.0369 |
4.1% |
0.0089 |
1.0% |
79% |
False |
False |
317 |
| 20 |
0.8992 |
0.8586 |
0.0406 |
4.6% |
0.0089 |
1.0% |
81% |
False |
False |
328 |
| 40 |
0.8992 |
0.8586 |
0.0406 |
4.6% |
0.0073 |
0.8% |
81% |
False |
False |
228 |
| 60 |
0.9296 |
0.8586 |
0.0710 |
8.0% |
0.0062 |
0.7% |
46% |
False |
False |
153 |
| 80 |
0.9557 |
0.8586 |
0.0971 |
10.9% |
0.0048 |
0.5% |
34% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9362 |
|
2.618 |
0.9205 |
|
1.618 |
0.9109 |
|
1.000 |
0.9050 |
|
0.618 |
0.9013 |
|
HIGH |
0.8954 |
|
0.618 |
0.8917 |
|
0.500 |
0.8906 |
|
0.382 |
0.8895 |
|
LOW |
0.8858 |
|
0.618 |
0.8799 |
|
1.000 |
0.8762 |
|
1.618 |
0.8703 |
|
2.618 |
0.8607 |
|
4.250 |
0.8450 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8913 |
0.8925 |
| PP |
0.8909 |
0.8922 |
| S1 |
0.8906 |
0.8919 |
|