CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 24-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8996 |
0.8958 |
-0.0038 |
-0.4% |
0.9033 |
| High |
0.9002 |
0.9037 |
0.0035 |
0.4% |
0.9065 |
| Low |
0.8938 |
0.8925 |
-0.0013 |
-0.1% |
0.8923 |
| Close |
0.8959 |
0.9026 |
0.0067 |
0.7% |
0.8959 |
| Range |
0.0064 |
0.0112 |
0.0048 |
75.0% |
0.0142 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.1% |
0.0000 |
| Volume |
65,265 |
67,678 |
2,413 |
3.7% |
331,031 |
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9332 |
0.9291 |
0.9088 |
|
| R3 |
0.9220 |
0.9179 |
0.9057 |
|
| R2 |
0.9108 |
0.9108 |
0.9047 |
|
| R1 |
0.9067 |
0.9067 |
0.9036 |
0.9088 |
| PP |
0.8996 |
0.8996 |
0.8996 |
0.9006 |
| S1 |
0.8955 |
0.8955 |
0.9016 |
0.8976 |
| S2 |
0.8884 |
0.8884 |
0.9005 |
|
| S3 |
0.8772 |
0.8843 |
0.8995 |
|
| S4 |
0.8660 |
0.8731 |
0.8964 |
|
|
| 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% |
0.0079 |
0.9% |
73% |
False |
False |
79,741 |
| 10 |
0.9065 |
0.8887 |
0.0178 |
2.0% |
0.0080 |
0.9% |
78% |
False |
False |
75,839 |
| 20 |
0.9065 |
0.8649 |
0.0416 |
4.6% |
0.0091 |
1.0% |
91% |
False |
False |
83,202 |
| 40 |
0.9065 |
0.8632 |
0.0433 |
4.8% |
0.0089 |
1.0% |
91% |
False |
False |
82,672 |
| 60 |
0.9136 |
0.8632 |
0.0504 |
5.6% |
0.0088 |
1.0% |
78% |
False |
False |
67,687 |
| 80 |
0.9461 |
0.8632 |
0.0829 |
9.2% |
0.0085 |
0.9% |
48% |
False |
False |
50,903 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0081 |
0.9% |
38% |
False |
False |
40,751 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0078 |
0.9% |
38% |
False |
False |
33,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9513 |
|
2.618 |
0.9330 |
|
1.618 |
0.9218 |
|
1.000 |
0.9149 |
|
0.618 |
0.9106 |
|
HIGH |
0.9037 |
|
0.618 |
0.8994 |
|
0.500 |
0.8981 |
|
0.382 |
0.8968 |
|
LOW |
0.8925 |
|
0.618 |
0.8856 |
|
1.000 |
0.8813 |
|
1.618 |
0.8744 |
|
2.618 |
0.8632 |
|
4.250 |
0.8449 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9011 |
0.9011 |
| PP |
0.8996 |
0.8995 |
| S1 |
0.8981 |
0.8980 |
|