CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 14-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8998 |
0.8956 |
-0.0042 |
-0.5% |
0.8932 |
| High |
0.9023 |
0.9027 |
0.0004 |
0.0% |
0.9048 |
| Low |
0.8910 |
0.8954 |
0.0044 |
0.5% |
0.8887 |
| Close |
0.8971 |
0.9018 |
0.0047 |
0.5% |
0.9018 |
| Range |
0.0113 |
0.0073 |
-0.0040 |
-35.4% |
0.0161 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
81,296 |
65,176 |
-16,120 |
-19.8% |
359,686 |
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9219 |
0.9191 |
0.9058 |
|
| R3 |
0.9146 |
0.9118 |
0.9038 |
|
| R2 |
0.9073 |
0.9073 |
0.9031 |
|
| R1 |
0.9045 |
0.9045 |
0.9025 |
0.9059 |
| PP |
0.9000 |
0.9000 |
0.9000 |
0.9007 |
| S1 |
0.8972 |
0.8972 |
0.9011 |
0.8986 |
| S2 |
0.8927 |
0.8927 |
0.9005 |
|
| S3 |
0.8854 |
0.8899 |
0.8998 |
|
| S4 |
0.8781 |
0.8826 |
0.8978 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9467 |
0.9404 |
0.9107 |
|
| R3 |
0.9306 |
0.9243 |
0.9062 |
|
| R2 |
0.9145 |
0.9145 |
0.9048 |
|
| R1 |
0.9082 |
0.9082 |
0.9033 |
0.9114 |
| PP |
0.8984 |
0.8984 |
0.8984 |
0.9000 |
| S1 |
0.8921 |
0.8921 |
0.9003 |
0.8953 |
| S2 |
0.8823 |
0.8823 |
0.8988 |
|
| S3 |
0.8662 |
0.8760 |
0.8974 |
|
| S4 |
0.8501 |
0.8599 |
0.8929 |
|
|
| 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% |
0.0080 |
0.9% |
81% |
False |
False |
71,937 |
| 10 |
0.9048 |
0.8705 |
0.0343 |
3.8% |
0.0092 |
1.0% |
91% |
False |
False |
82,443 |
| 20 |
0.9048 |
0.8632 |
0.0416 |
4.6% |
0.0095 |
1.1% |
93% |
False |
False |
88,840 |
| 40 |
0.9049 |
0.8632 |
0.0417 |
4.6% |
0.0087 |
1.0% |
93% |
False |
False |
80,279 |
| 60 |
0.9375 |
0.8632 |
0.0743 |
8.2% |
0.0090 |
1.0% |
52% |
False |
False |
61,156 |
| 80 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0085 |
0.9% |
38% |
False |
False |
45,927 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0079 |
0.9% |
38% |
False |
False |
36,765 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0076 |
0.8% |
38% |
False |
False |
30,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9337 |
|
2.618 |
0.9218 |
|
1.618 |
0.9145 |
|
1.000 |
0.9100 |
|
0.618 |
0.9072 |
|
HIGH |
0.9027 |
|
0.618 |
0.8999 |
|
0.500 |
0.8991 |
|
0.382 |
0.8982 |
|
LOW |
0.8954 |
|
0.618 |
0.8909 |
|
1.000 |
0.8881 |
|
1.618 |
0.8836 |
|
2.618 |
0.8763 |
|
4.250 |
0.8644 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9009 |
0.9005 |
| PP |
0.9000 |
0.8992 |
| S1 |
0.8991 |
0.8979 |
|