CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8894 |
0.8899 |
0.0005 |
0.1% |
0.8666 |
| High |
0.8915 |
0.8959 |
0.0044 |
0.5% |
0.8800 |
| Low |
0.8851 |
0.8896 |
0.0045 |
0.5% |
0.8649 |
| Close |
0.8884 |
0.8941 |
0.0057 |
0.6% |
0.8721 |
| Range |
0.0064 |
0.0063 |
-0.0001 |
-1.6% |
0.0151 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
84,723 |
72,705 |
-12,018 |
-14.2% |
440,905 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9121 |
0.9094 |
0.8976 |
|
| R3 |
0.9058 |
0.9031 |
0.8958 |
|
| R2 |
0.8995 |
0.8995 |
0.8953 |
|
| R1 |
0.8968 |
0.8968 |
0.8947 |
0.8982 |
| PP |
0.8932 |
0.8932 |
0.8932 |
0.8939 |
| S1 |
0.8905 |
0.8905 |
0.8935 |
0.8919 |
| S2 |
0.8869 |
0.8869 |
0.8929 |
|
| S3 |
0.8806 |
0.8842 |
0.8924 |
|
| S4 |
0.8743 |
0.8779 |
0.8906 |
|
|
| 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 |
0.8959 |
0.8670 |
0.0289 |
3.2% |
0.0114 |
1.3% |
94% |
True |
False |
94,103 |
| 10 |
0.8959 |
0.8632 |
0.0327 |
3.7% |
0.0106 |
1.2% |
94% |
True |
False |
93,933 |
| 20 |
0.9049 |
0.8632 |
0.0417 |
4.7% |
0.0101 |
1.1% |
74% |
False |
False |
96,871 |
| 40 |
0.9108 |
0.8632 |
0.0476 |
5.3% |
0.0089 |
1.0% |
65% |
False |
False |
79,362 |
| 60 |
0.9375 |
0.8632 |
0.0743 |
8.3% |
0.0088 |
1.0% |
42% |
False |
False |
53,764 |
| 80 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0084 |
0.9% |
30% |
False |
False |
40,370 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0080 |
0.9% |
30% |
False |
False |
32,313 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0073 |
0.8% |
30% |
False |
False |
26,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9227 |
|
2.618 |
0.9124 |
|
1.618 |
0.9061 |
|
1.000 |
0.9022 |
|
0.618 |
0.8998 |
|
HIGH |
0.8959 |
|
0.618 |
0.8935 |
|
0.500 |
0.8928 |
|
0.382 |
0.8920 |
|
LOW |
0.8896 |
|
0.618 |
0.8857 |
|
1.000 |
0.8833 |
|
1.618 |
0.8794 |
|
2.618 |
0.8731 |
|
4.250 |
0.8628 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8937 |
0.8905 |
| PP |
0.8932 |
0.8868 |
| S1 |
0.8928 |
0.8832 |
|