CME Australian Dollar Future September 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 |
0.8906 |
0.8902 |
-0.0004 |
0.0% |
0.8625 |
| High |
0.8906 |
0.8902 |
-0.0004 |
0.0% |
0.8855 |
| Low |
0.8906 |
0.8902 |
-0.0004 |
0.0% |
0.8625 |
| Close |
0.8906 |
0.8902 |
-0.0004 |
0.0% |
0.8829 |
| Range |
|
|
|
|
|
| ATR |
0.0051 |
0.0048 |
-0.0003 |
-6.6% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
7 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8902 |
0.8902 |
0.8902 |
|
| R3 |
0.8902 |
0.8902 |
0.8902 |
|
| R2 |
0.8902 |
0.8902 |
0.8902 |
|
| R1 |
0.8902 |
0.8902 |
0.8902 |
0.8902 |
| PP |
0.8902 |
0.8902 |
0.8902 |
0.8902 |
| S1 |
0.8902 |
0.8902 |
0.8902 |
0.8902 |
| S2 |
0.8902 |
0.8902 |
0.8902 |
|
| S3 |
0.8902 |
0.8902 |
0.8902 |
|
| S4 |
0.8902 |
0.8902 |
0.8902 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9460 |
0.9374 |
0.8956 |
|
| R3 |
0.9230 |
0.9144 |
0.8892 |
|
| R2 |
0.9000 |
0.9000 |
0.8871 |
|
| R1 |
0.8914 |
0.8914 |
0.8850 |
0.8957 |
| PP |
0.8770 |
0.8770 |
0.8770 |
0.8791 |
| S1 |
0.8684 |
0.8684 |
0.8808 |
0.8727 |
| S2 |
0.8540 |
0.8540 |
0.8787 |
|
| S3 |
0.8310 |
0.8454 |
0.8766 |
|
| S4 |
0.8080 |
0.8224 |
0.8703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8906 |
0.8794 |
0.0112 |
1.3% |
0.0010 |
0.1% |
96% |
False |
False |
1 |
| 10 |
0.8906 |
0.8615 |
0.0291 |
3.3% |
0.0008 |
0.1% |
99% |
False |
False |
1 |
| 20 |
0.8906 |
0.8582 |
0.0324 |
3.6% |
0.0007 |
0.1% |
99% |
False |
False |
1 |
| 40 |
0.8913 |
0.8582 |
0.0331 |
3.7% |
0.0005 |
0.1% |
97% |
False |
False |
1 |
| 60 |
0.9231 |
0.8582 |
0.0649 |
7.3% |
0.0003 |
0.0% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8902 |
|
2.618 |
0.8902 |
|
1.618 |
0.8902 |
|
1.000 |
0.8902 |
|
0.618 |
0.8902 |
|
HIGH |
0.8902 |
|
0.618 |
0.8902 |
|
0.500 |
0.8902 |
|
0.382 |
0.8902 |
|
LOW |
0.8902 |
|
0.618 |
0.8902 |
|
1.000 |
0.8902 |
|
1.618 |
0.8902 |
|
2.618 |
0.8902 |
|
4.250 |
0.8902 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8902 |
0.8885 |
| PP |
0.8902 |
0.8867 |
| S1 |
0.8902 |
0.8850 |
|