CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 19-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9033 |
0.9005 |
-0.0028 |
-0.3% |
0.8932 |
| High |
0.9065 |
0.9029 |
-0.0036 |
-0.4% |
0.9048 |
| Low |
0.8985 |
0.8974 |
-0.0011 |
-0.1% |
0.8887 |
| Close |
0.9017 |
0.8988 |
-0.0029 |
-0.3% |
0.9018 |
| Range |
0.0080 |
0.0055 |
-0.0025 |
-31.3% |
0.0161 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
102,203 |
73,283 |
-28,920 |
-28.3% |
359,686 |
|
| Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9162 |
0.9130 |
0.9018 |
|
| R3 |
0.9107 |
0.9075 |
0.9003 |
|
| R2 |
0.9052 |
0.9052 |
0.8998 |
|
| R1 |
0.9020 |
0.9020 |
0.8993 |
0.9009 |
| PP |
0.8997 |
0.8997 |
0.8997 |
0.8991 |
| S1 |
0.8965 |
0.8965 |
0.8983 |
0.8954 |
| S2 |
0.8942 |
0.8942 |
0.8978 |
|
| S3 |
0.8887 |
0.8910 |
0.8973 |
|
| S4 |
0.8832 |
0.8855 |
0.8958 |
|
|
| 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 |
0.9065 |
0.8910 |
0.0155 |
1.7% |
0.0076 |
0.9% |
50% |
False |
False |
78,598 |
| 10 |
0.9065 |
0.8851 |
0.0214 |
2.4% |
0.0074 |
0.8% |
64% |
False |
False |
77,850 |
| 20 |
0.9065 |
0.8632 |
0.0433 |
4.8% |
0.0095 |
1.1% |
82% |
False |
False |
88,466 |
| 40 |
0.9065 |
0.8632 |
0.0433 |
4.8% |
0.0086 |
1.0% |
82% |
False |
False |
80,305 |
| 60 |
0.9262 |
0.8632 |
0.0630 |
7.0% |
0.0088 |
1.0% |
57% |
False |
False |
64,060 |
| 80 |
0.9575 |
0.8632 |
0.0943 |
10.5% |
0.0084 |
0.9% |
38% |
False |
False |
48,118 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0080 |
0.9% |
35% |
False |
False |
38,520 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0077 |
0.9% |
35% |
False |
False |
32,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9263 |
|
2.618 |
0.9173 |
|
1.618 |
0.9118 |
|
1.000 |
0.9084 |
|
0.618 |
0.9063 |
|
HIGH |
0.9029 |
|
0.618 |
0.9008 |
|
0.500 |
0.9002 |
|
0.382 |
0.8995 |
|
LOW |
0.8974 |
|
0.618 |
0.8940 |
|
1.000 |
0.8919 |
|
1.618 |
0.8885 |
|
2.618 |
0.8830 |
|
4.250 |
0.8740 |
|
|
| Fisher Pivots for day following 19-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9002 |
0.9010 |
| PP |
0.8997 |
0.9002 |
| S1 |
0.8993 |
0.8995 |
|