CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9005 |
0.8984 |
-0.0021 |
-0.2% |
0.8932 |
| High |
0.9029 |
0.9008 |
-0.0021 |
-0.2% |
0.9048 |
| Low |
0.8974 |
0.8923 |
-0.0051 |
-0.6% |
0.8887 |
| Close |
0.8988 |
0.8984 |
-0.0004 |
0.0% |
0.9018 |
| Range |
0.0055 |
0.0085 |
0.0030 |
54.5% |
0.0161 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
73,283 |
90,280 |
16,997 |
23.2% |
359,686 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9227 |
0.9190 |
0.9031 |
|
| R3 |
0.9142 |
0.9105 |
0.9007 |
|
| R2 |
0.9057 |
0.9057 |
0.9000 |
|
| R1 |
0.9020 |
0.9020 |
0.8992 |
0.9027 |
| PP |
0.8972 |
0.8972 |
0.8972 |
0.8975 |
| S1 |
0.8935 |
0.8935 |
0.8976 |
0.8942 |
| S2 |
0.8887 |
0.8887 |
0.8968 |
|
| S3 |
0.8802 |
0.8850 |
0.8961 |
|
| S4 |
0.8717 |
0.8765 |
0.8937 |
|
|
| 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% |
0.0081 |
0.9% |
48% |
False |
False |
82,447 |
| 10 |
0.9065 |
0.8887 |
0.0178 |
2.0% |
0.0076 |
0.8% |
54% |
False |
False |
78,406 |
| 20 |
0.9065 |
0.8632 |
0.0433 |
4.8% |
0.0094 |
1.0% |
81% |
False |
False |
88,801 |
| 40 |
0.9065 |
0.8632 |
0.0433 |
4.8% |
0.0087 |
1.0% |
81% |
False |
False |
80,797 |
| 60 |
0.9178 |
0.8632 |
0.0546 |
6.1% |
0.0088 |
1.0% |
64% |
False |
False |
65,558 |
| 80 |
0.9527 |
0.8632 |
0.0895 |
10.0% |
0.0084 |
0.9% |
39% |
False |
False |
49,243 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0080 |
0.9% |
34% |
False |
False |
39,422 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0077 |
0.9% |
34% |
False |
False |
32,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9369 |
|
2.618 |
0.9231 |
|
1.618 |
0.9146 |
|
1.000 |
0.9093 |
|
0.618 |
0.9061 |
|
HIGH |
0.9008 |
|
0.618 |
0.8976 |
|
0.500 |
0.8966 |
|
0.382 |
0.8955 |
|
LOW |
0.8923 |
|
0.618 |
0.8870 |
|
1.000 |
0.8838 |
|
1.618 |
0.8785 |
|
2.618 |
0.8700 |
|
4.250 |
0.8562 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8978 |
0.8994 |
| PP |
0.8972 |
0.8991 |
| S1 |
0.8966 |
0.8987 |
|