CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8761 |
0.8737 |
-0.0024 |
-0.3% |
0.8666 |
| High |
0.8798 |
0.8817 |
0.0019 |
0.2% |
0.8800 |
| Low |
0.8670 |
0.8714 |
0.0044 |
0.5% |
0.8649 |
| Close |
0.8721 |
0.8730 |
0.0009 |
0.1% |
0.8721 |
| Range |
0.0128 |
0.0103 |
-0.0025 |
-19.5% |
0.0151 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
0.7% |
0.0000 |
| Volume |
91,671 |
91,125 |
-546 |
-0.6% |
440,905 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9063 |
0.8999 |
0.8787 |
|
| R3 |
0.8960 |
0.8896 |
0.8758 |
|
| R2 |
0.8857 |
0.8857 |
0.8749 |
|
| R1 |
0.8793 |
0.8793 |
0.8739 |
0.8774 |
| PP |
0.8754 |
0.8754 |
0.8754 |
0.8744 |
| S1 |
0.8690 |
0.8690 |
0.8721 |
0.8671 |
| S2 |
0.8651 |
0.8651 |
0.8711 |
|
| S3 |
0.8548 |
0.8587 |
0.8702 |
|
| S4 |
0.8445 |
0.8484 |
0.8673 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9176 |
0.9100 |
0.8804 |
|
| R3 |
0.9025 |
0.8949 |
0.8763 |
|
| R2 |
0.8874 |
0.8874 |
0.8749 |
|
| R1 |
0.8798 |
0.8798 |
0.8735 |
0.8836 |
| PP |
0.8723 |
0.8723 |
0.8723 |
0.8743 |
| S1 |
0.8647 |
0.8647 |
0.8707 |
0.8685 |
| S2 |
0.8572 |
0.8572 |
0.8693 |
|
| S3 |
0.8421 |
0.8496 |
0.8679 |
|
| S4 |
0.8270 |
0.8345 |
0.8638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8817 |
0.8670 |
0.0147 |
1.7% |
0.0104 |
1.2% |
41% |
True |
False |
89,859 |
| 10 |
0.8858 |
0.8632 |
0.0226 |
2.6% |
0.0102 |
1.2% |
43% |
False |
False |
97,295 |
| 20 |
0.9049 |
0.8632 |
0.0417 |
4.8% |
0.0093 |
1.1% |
24% |
False |
False |
94,603 |
| 40 |
0.9108 |
0.8632 |
0.0476 |
5.5% |
0.0087 |
1.0% |
21% |
False |
False |
72,926 |
| 60 |
0.9454 |
0.8632 |
0.0822 |
9.4% |
0.0087 |
1.0% |
12% |
False |
False |
48,983 |
| 80 |
0.9661 |
0.8632 |
0.1029 |
11.8% |
0.0081 |
0.9% |
10% |
False |
False |
36,781 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.8% |
0.0078 |
0.9% |
10% |
False |
False |
29,437 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.8% |
0.0071 |
0.8% |
10% |
False |
False |
24,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9255 |
|
2.618 |
0.9087 |
|
1.618 |
0.8984 |
|
1.000 |
0.8920 |
|
0.618 |
0.8881 |
|
HIGH |
0.8817 |
|
0.618 |
0.8778 |
|
0.500 |
0.8766 |
|
0.382 |
0.8753 |
|
LOW |
0.8714 |
|
0.618 |
0.8650 |
|
1.000 |
0.8611 |
|
1.618 |
0.8547 |
|
2.618 |
0.8444 |
|
4.250 |
0.8276 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8766 |
0.8744 |
| PP |
0.8754 |
0.8739 |
| S1 |
0.8742 |
0.8735 |
|