CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9004 |
0.8950 |
-0.0054 |
-0.6% |
0.9033 |
| High |
0.9014 |
0.8962 |
-0.0052 |
-0.6% |
0.9065 |
| Low |
0.8932 |
0.8894 |
-0.0038 |
-0.4% |
0.8923 |
| Close |
0.8948 |
0.8953 |
0.0005 |
0.1% |
0.8959 |
| Range |
0.0082 |
0.0068 |
-0.0014 |
-17.1% |
0.0142 |
| ATR |
0.0085 |
0.0083 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
87,947 |
103,994 |
16,047 |
18.2% |
331,031 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9140 |
0.9115 |
0.8990 |
|
| R3 |
0.9072 |
0.9047 |
0.8972 |
|
| R2 |
0.9004 |
0.9004 |
0.8965 |
|
| R1 |
0.8979 |
0.8979 |
0.8959 |
0.8992 |
| PP |
0.8936 |
0.8936 |
0.8936 |
0.8943 |
| S1 |
0.8911 |
0.8911 |
0.8947 |
0.8924 |
| S2 |
0.8868 |
0.8868 |
0.8941 |
|
| S3 |
0.8800 |
0.8843 |
0.8934 |
|
| S4 |
0.8732 |
0.8775 |
0.8916 |
|
|
| 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 |
0.8894 |
0.0143 |
1.6% |
0.0073 |
0.8% |
41% |
False |
True |
77,377 |
| 10 |
0.9065 |
0.8894 |
0.0171 |
1.9% |
0.0077 |
0.9% |
35% |
False |
True |
79,912 |
| 20 |
0.9065 |
0.8670 |
0.0395 |
4.4% |
0.0087 |
1.0% |
72% |
False |
False |
82,510 |
| 40 |
0.9065 |
0.8632 |
0.0433 |
4.8% |
0.0089 |
1.0% |
74% |
False |
False |
86,392 |
| 60 |
0.9108 |
0.8632 |
0.0476 |
5.3% |
0.0087 |
1.0% |
67% |
False |
False |
71,863 |
| 80 |
0.9454 |
0.8632 |
0.0822 |
9.2% |
0.0085 |
1.0% |
39% |
False |
False |
54,071 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0081 |
0.9% |
31% |
False |
False |
43,288 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0078 |
0.9% |
31% |
False |
False |
36,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9251 |
|
2.618 |
0.9140 |
|
1.618 |
0.9072 |
|
1.000 |
0.9030 |
|
0.618 |
0.9004 |
|
HIGH |
0.8962 |
|
0.618 |
0.8936 |
|
0.500 |
0.8928 |
|
0.382 |
0.8920 |
|
LOW |
0.8894 |
|
0.618 |
0.8852 |
|
1.000 |
0.8826 |
|
1.618 |
0.8784 |
|
2.618 |
0.8716 |
|
4.250 |
0.8605 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8945 |
0.8964 |
| PP |
0.8936 |
0.8960 |
| S1 |
0.8928 |
0.8957 |
|