CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 21-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8984 |
0.8996 |
0.0012 |
0.1% |
0.9033 |
| High |
0.9008 |
0.9002 |
-0.0006 |
-0.1% |
0.9065 |
| Low |
0.8923 |
0.8938 |
0.0015 |
0.2% |
0.8923 |
| Close |
0.8984 |
0.8959 |
-0.0025 |
-0.3% |
0.8959 |
| Range |
0.0085 |
0.0064 |
-0.0021 |
-24.7% |
0.0142 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
90,280 |
65,265 |
-25,015 |
-27.7% |
331,031 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9158 |
0.9123 |
0.8994 |
|
| R3 |
0.9094 |
0.9059 |
0.8977 |
|
| R2 |
0.9030 |
0.9030 |
0.8971 |
|
| R1 |
0.8995 |
0.8995 |
0.8965 |
0.8981 |
| PP |
0.8966 |
0.8966 |
0.8966 |
0.8959 |
| S1 |
0.8931 |
0.8931 |
0.8953 |
0.8917 |
| S2 |
0.8902 |
0.8902 |
0.8947 |
|
| S3 |
0.8838 |
0.8867 |
0.8941 |
|
| S4 |
0.8774 |
0.8803 |
0.8924 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9408 |
0.9326 |
0.9037 |
|
| R3 |
0.9266 |
0.9184 |
0.8998 |
|
| R2 |
0.9124 |
0.9124 |
0.8985 |
|
| R1 |
0.9042 |
0.9042 |
0.8972 |
0.9012 |
| PP |
0.8982 |
0.8982 |
0.8982 |
0.8968 |
| S1 |
0.8900 |
0.8900 |
0.8946 |
0.8870 |
| S2 |
0.8840 |
0.8840 |
0.8933 |
|
| S3 |
0.8698 |
0.8758 |
0.8920 |
|
| S4 |
0.8556 |
0.8616 |
0.8881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9065 |
0.8923 |
0.0142 |
1.6% |
0.0071 |
0.8% |
25% |
False |
False |
79,241 |
| 10 |
0.9065 |
0.8887 |
0.0178 |
2.0% |
0.0076 |
0.9% |
40% |
False |
False |
77,662 |
| 20 |
0.9065 |
0.8632 |
0.0433 |
4.8% |
0.0091 |
1.0% |
76% |
False |
False |
85,797 |
| 40 |
0.9065 |
0.8632 |
0.0433 |
4.8% |
0.0087 |
1.0% |
76% |
False |
False |
81,494 |
| 60 |
0.9136 |
0.8632 |
0.0504 |
5.6% |
0.0087 |
1.0% |
65% |
False |
False |
66,583 |
| 80 |
0.9524 |
0.8632 |
0.0892 |
10.0% |
0.0085 |
0.9% |
37% |
False |
False |
50,057 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0081 |
0.9% |
32% |
False |
False |
40,075 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0077 |
0.9% |
32% |
False |
False |
33,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9274 |
|
2.618 |
0.9170 |
|
1.618 |
0.9106 |
|
1.000 |
0.9066 |
|
0.618 |
0.9042 |
|
HIGH |
0.9002 |
|
0.618 |
0.8978 |
|
0.500 |
0.8970 |
|
0.382 |
0.8962 |
|
LOW |
0.8938 |
|
0.618 |
0.8898 |
|
1.000 |
0.8874 |
|
1.618 |
0.8834 |
|
2.618 |
0.8770 |
|
4.250 |
0.8666 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8970 |
0.8976 |
| PP |
0.8966 |
0.8970 |
| S1 |
0.8963 |
0.8965 |
|