CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 13-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9014 |
0.8998 |
-0.0016 |
-0.2% |
0.8737 |
| High |
0.9048 |
0.9023 |
-0.0025 |
-0.3% |
0.8978 |
| Low |
0.8987 |
0.8910 |
-0.0077 |
-0.9% |
0.8705 |
| Close |
0.9012 |
0.8971 |
-0.0041 |
-0.5% |
0.8938 |
| Range |
0.0061 |
0.0113 |
0.0052 |
85.2% |
0.0273 |
| ATR |
0.0092 |
0.0093 |
0.0002 |
1.7% |
0.0000 |
| Volume |
71,033 |
81,296 |
10,263 |
14.4% |
464,753 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9307 |
0.9252 |
0.9033 |
|
| R3 |
0.9194 |
0.9139 |
0.9002 |
|
| R2 |
0.9081 |
0.9081 |
0.8992 |
|
| R1 |
0.9026 |
0.9026 |
0.8981 |
0.8997 |
| PP |
0.8968 |
0.8968 |
0.8968 |
0.8954 |
| S1 |
0.8913 |
0.8913 |
0.8961 |
0.8884 |
| S2 |
0.8855 |
0.8855 |
0.8950 |
|
| S3 |
0.8742 |
0.8800 |
0.8940 |
|
| S4 |
0.8629 |
0.8687 |
0.8909 |
|
|
| 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 |
0.9048 |
0.8887 |
0.0161 |
1.8% |
0.0081 |
0.9% |
52% |
False |
False |
76,083 |
| 10 |
0.9048 |
0.8670 |
0.0378 |
4.2% |
0.0098 |
1.1% |
80% |
False |
False |
85,093 |
| 20 |
0.9048 |
0.8632 |
0.0416 |
4.6% |
0.0098 |
1.1% |
81% |
False |
False |
91,603 |
| 40 |
0.9049 |
0.8632 |
0.0417 |
4.6% |
0.0088 |
1.0% |
81% |
False |
False |
80,467 |
| 60 |
0.9375 |
0.8632 |
0.0743 |
8.3% |
0.0089 |
1.0% |
46% |
False |
False |
60,075 |
| 80 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0085 |
0.9% |
33% |
False |
False |
45,115 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0079 |
0.9% |
33% |
False |
False |
36,114 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0076 |
0.8% |
33% |
False |
False |
30,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9503 |
|
2.618 |
0.9319 |
|
1.618 |
0.9206 |
|
1.000 |
0.9136 |
|
0.618 |
0.9093 |
|
HIGH |
0.9023 |
|
0.618 |
0.8980 |
|
0.500 |
0.8967 |
|
0.382 |
0.8953 |
|
LOW |
0.8910 |
|
0.618 |
0.8840 |
|
1.000 |
0.8797 |
|
1.618 |
0.8727 |
|
2.618 |
0.8614 |
|
4.250 |
0.8430 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8970 |
0.8979 |
| PP |
0.8968 |
0.8976 |
| S1 |
0.8967 |
0.8974 |
|