CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8899 |
0.8930 |
0.0031 |
0.3% |
0.8737 |
| High |
0.8959 |
0.8978 |
0.0019 |
0.2% |
0.8978 |
| Low |
0.8896 |
0.8901 |
0.0005 |
0.1% |
0.8705 |
| Close |
0.8941 |
0.8938 |
-0.0003 |
0.0% |
0.8938 |
| Range |
0.0063 |
0.0077 |
0.0014 |
22.2% |
0.0273 |
| ATR |
0.0098 |
0.0097 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
72,705 |
85,908 |
13,203 |
18.2% |
464,753 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9170 |
0.9131 |
0.8980 |
|
| R3 |
0.9093 |
0.9054 |
0.8959 |
|
| R2 |
0.9016 |
0.9016 |
0.8952 |
|
| R1 |
0.8977 |
0.8977 |
0.8945 |
0.8997 |
| PP |
0.8939 |
0.8939 |
0.8939 |
0.8949 |
| S1 |
0.8900 |
0.8900 |
0.8931 |
0.8920 |
| S2 |
0.8862 |
0.8862 |
0.8924 |
|
| S3 |
0.8785 |
0.8823 |
0.8917 |
|
| S4 |
0.8708 |
0.8746 |
0.8896 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9693 |
0.9588 |
0.9088 |
|
| R3 |
0.9420 |
0.9315 |
0.9013 |
|
| R2 |
0.9147 |
0.9147 |
0.8988 |
|
| R1 |
0.9042 |
0.9042 |
0.8963 |
0.9095 |
| PP |
0.8874 |
0.8874 |
0.8874 |
0.8900 |
| S1 |
0.8769 |
0.8769 |
0.8913 |
0.8822 |
| S2 |
0.8601 |
0.8601 |
0.8888 |
|
| S3 |
0.8328 |
0.8496 |
0.8863 |
|
| S4 |
0.8055 |
0.8223 |
0.8788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8978 |
0.8705 |
0.0273 |
3.1% |
0.0104 |
1.2% |
85% |
True |
False |
92,950 |
| 10 |
0.8978 |
0.8649 |
0.0329 |
3.7% |
0.0102 |
1.1% |
88% |
True |
False |
90,565 |
| 20 |
0.9049 |
0.8632 |
0.0417 |
4.7% |
0.0103 |
1.1% |
73% |
False |
False |
97,543 |
| 40 |
0.9098 |
0.8632 |
0.0466 |
5.2% |
0.0089 |
1.0% |
66% |
False |
False |
80,409 |
| 60 |
0.9375 |
0.8632 |
0.0743 |
8.3% |
0.0089 |
1.0% |
41% |
False |
False |
55,189 |
| 80 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0084 |
0.9% |
30% |
False |
False |
41,443 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0080 |
0.9% |
30% |
False |
False |
33,172 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0073 |
0.8% |
30% |
False |
False |
27,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9305 |
|
2.618 |
0.9180 |
|
1.618 |
0.9103 |
|
1.000 |
0.9055 |
|
0.618 |
0.9026 |
|
HIGH |
0.8978 |
|
0.618 |
0.8949 |
|
0.500 |
0.8940 |
|
0.382 |
0.8930 |
|
LOW |
0.8901 |
|
0.618 |
0.8853 |
|
1.000 |
0.8824 |
|
1.618 |
0.8776 |
|
2.618 |
0.8699 |
|
4.250 |
0.8574 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8940 |
0.8930 |
| PP |
0.8939 |
0.8922 |
| S1 |
0.8939 |
0.8915 |
|