CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9022 |
0.9004 |
-0.0018 |
-0.2% |
0.9033 |
| High |
0.9033 |
0.9014 |
-0.0019 |
-0.2% |
0.9065 |
| Low |
0.8992 |
0.8932 |
-0.0060 |
-0.7% |
0.8923 |
| Close |
0.9005 |
0.8948 |
-0.0057 |
-0.6% |
0.8959 |
| Range |
0.0041 |
0.0082 |
0.0041 |
100.0% |
0.0142 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
62,004 |
87,947 |
25,943 |
41.8% |
331,031 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9211 |
0.9161 |
0.8993 |
|
| R3 |
0.9129 |
0.9079 |
0.8971 |
|
| R2 |
0.9047 |
0.9047 |
0.8963 |
|
| R1 |
0.8997 |
0.8997 |
0.8956 |
0.8981 |
| PP |
0.8965 |
0.8965 |
0.8965 |
0.8957 |
| S1 |
0.8915 |
0.8915 |
0.8940 |
0.8899 |
| S2 |
0.8883 |
0.8883 |
0.8933 |
|
| S3 |
0.8801 |
0.8833 |
0.8925 |
|
| S4 |
0.8719 |
0.8751 |
0.8903 |
|
|
| 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% |
0.0077 |
0.9% |
22% |
False |
False |
74,634 |
| 10 |
0.9065 |
0.8910 |
0.0155 |
1.7% |
0.0077 |
0.9% |
25% |
False |
False |
76,616 |
| 20 |
0.9065 |
0.8670 |
0.0395 |
4.4% |
0.0088 |
1.0% |
70% |
False |
False |
82,460 |
| 40 |
0.9065 |
0.8632 |
0.0433 |
4.8% |
0.0089 |
1.0% |
73% |
False |
False |
84,913 |
| 60 |
0.9108 |
0.8632 |
0.0476 |
5.3% |
0.0087 |
1.0% |
66% |
False |
False |
70,151 |
| 80 |
0.9454 |
0.8632 |
0.0822 |
9.2% |
0.0085 |
1.0% |
38% |
False |
False |
52,773 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0081 |
0.9% |
31% |
False |
False |
42,248 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0078 |
0.9% |
31% |
False |
False |
35,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9363 |
|
2.618 |
0.9229 |
|
1.618 |
0.9147 |
|
1.000 |
0.9096 |
|
0.618 |
0.9065 |
|
HIGH |
0.9014 |
|
0.618 |
0.8983 |
|
0.500 |
0.8973 |
|
0.382 |
0.8963 |
|
LOW |
0.8932 |
|
0.618 |
0.8881 |
|
1.000 |
0.8850 |
|
1.618 |
0.8799 |
|
2.618 |
0.8717 |
|
4.250 |
0.8584 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8973 |
0.8981 |
| PP |
0.8965 |
0.8970 |
| S1 |
0.8956 |
0.8959 |
|