CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 25-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8958 |
0.9022 |
0.0064 |
0.7% |
0.9033 |
| High |
0.9037 |
0.9033 |
-0.0004 |
0.0% |
0.9065 |
| Low |
0.8925 |
0.8992 |
0.0067 |
0.8% |
0.8923 |
| Close |
0.9026 |
0.9005 |
-0.0021 |
-0.2% |
0.8959 |
| Range |
0.0112 |
0.0041 |
-0.0071 |
-63.4% |
0.0142 |
| ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
67,678 |
62,004 |
-5,674 |
-8.4% |
331,031 |
|
| Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9133 |
0.9110 |
0.9028 |
|
| R3 |
0.9092 |
0.9069 |
0.9016 |
|
| R2 |
0.9051 |
0.9051 |
0.9013 |
|
| R1 |
0.9028 |
0.9028 |
0.9009 |
0.9019 |
| PP |
0.9010 |
0.9010 |
0.9010 |
0.9006 |
| S1 |
0.8987 |
0.8987 |
0.9001 |
0.8978 |
| S2 |
0.8969 |
0.8969 |
0.8997 |
|
| S3 |
0.8928 |
0.8946 |
0.8994 |
|
| S4 |
0.8887 |
0.8905 |
0.8982 |
|
|
| 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 |
0.9037 |
0.8923 |
0.0114 |
1.3% |
0.0071 |
0.8% |
72% |
False |
False |
71,702 |
| 10 |
0.9065 |
0.8910 |
0.0155 |
1.7% |
0.0079 |
0.9% |
61% |
False |
False |
77,187 |
| 20 |
0.9065 |
0.8670 |
0.0395 |
4.4% |
0.0089 |
1.0% |
85% |
False |
False |
82,166 |
| 40 |
0.9065 |
0.8632 |
0.0433 |
4.8% |
0.0089 |
1.0% |
86% |
False |
False |
83,909 |
| 60 |
0.9108 |
0.8632 |
0.0476 |
5.3% |
0.0087 |
1.0% |
78% |
False |
False |
68,710 |
| 80 |
0.9454 |
0.8632 |
0.0822 |
9.1% |
0.0085 |
0.9% |
45% |
False |
False |
51,677 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0080 |
0.9% |
36% |
False |
False |
41,370 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.4% |
0.0078 |
0.9% |
36% |
False |
False |
34,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9207 |
|
2.618 |
0.9140 |
|
1.618 |
0.9099 |
|
1.000 |
0.9074 |
|
0.618 |
0.9058 |
|
HIGH |
0.9033 |
|
0.618 |
0.9017 |
|
0.500 |
0.9013 |
|
0.382 |
0.9008 |
|
LOW |
0.8992 |
|
0.618 |
0.8967 |
|
1.000 |
0.8951 |
|
1.618 |
0.8926 |
|
2.618 |
0.8885 |
|
4.250 |
0.8818 |
|
|
| Fisher Pivots for day following 25-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9013 |
0.8997 |
| PP |
0.9010 |
0.8989 |
| S1 |
0.9008 |
0.8981 |
|