CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 10-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8930 |
0.8932 |
0.0002 |
0.0% |
0.8737 |
| High |
0.8978 |
0.8938 |
-0.0040 |
-0.4% |
0.8978 |
| Low |
0.8901 |
0.8887 |
-0.0014 |
-0.2% |
0.8705 |
| Close |
0.8938 |
0.8924 |
-0.0014 |
-0.2% |
0.8938 |
| Range |
0.0077 |
0.0051 |
-0.0026 |
-33.8% |
0.0273 |
| ATR |
0.0097 |
0.0093 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
85,908 |
48,526 |
-37,382 |
-43.5% |
464,753 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9069 |
0.9048 |
0.8952 |
|
| R3 |
0.9018 |
0.8997 |
0.8938 |
|
| R2 |
0.8967 |
0.8967 |
0.8933 |
|
| R1 |
0.8946 |
0.8946 |
0.8929 |
0.8931 |
| PP |
0.8916 |
0.8916 |
0.8916 |
0.8909 |
| S1 |
0.8895 |
0.8895 |
0.8919 |
0.8880 |
| S2 |
0.8865 |
0.8865 |
0.8915 |
|
| S3 |
0.8814 |
0.8844 |
0.8910 |
|
| S4 |
0.8763 |
0.8793 |
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% |
0.0094 |
1.1% |
80% |
False |
False |
84,430 |
| 10 |
0.8978 |
0.8670 |
0.0308 |
3.5% |
0.0099 |
1.1% |
82% |
False |
False |
87,145 |
| 20 |
0.9049 |
0.8632 |
0.0417 |
4.7% |
0.0099 |
1.1% |
70% |
False |
False |
93,441 |
| 40 |
0.9049 |
0.8632 |
0.0417 |
4.7% |
0.0088 |
1.0% |
70% |
False |
False |
80,107 |
| 60 |
0.9375 |
0.8632 |
0.0743 |
8.3% |
0.0089 |
1.0% |
39% |
False |
False |
55,992 |
| 80 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0084 |
0.9% |
28% |
False |
False |
42,048 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0080 |
0.9% |
28% |
False |
False |
33,656 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0074 |
0.8% |
28% |
False |
False |
28,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9155 |
|
2.618 |
0.9072 |
|
1.618 |
0.9021 |
|
1.000 |
0.8989 |
|
0.618 |
0.8970 |
|
HIGH |
0.8938 |
|
0.618 |
0.8919 |
|
0.500 |
0.8913 |
|
0.382 |
0.8906 |
|
LOW |
0.8887 |
|
0.618 |
0.8855 |
|
1.000 |
0.8836 |
|
1.618 |
0.8804 |
|
2.618 |
0.8753 |
|
4.250 |
0.8670 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8920 |
0.8933 |
| PP |
0.8916 |
0.8930 |
| S1 |
0.8913 |
0.8927 |
|