CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8950 |
0.8955 |
0.0005 |
0.1% |
0.8958 |
| High |
0.8962 |
0.8981 |
0.0019 |
0.2% |
0.9037 |
| Low |
0.8894 |
0.8907 |
0.0013 |
0.1% |
0.8894 |
| Close |
0.8953 |
0.8920 |
-0.0033 |
-0.4% |
0.8920 |
| Range |
0.0068 |
0.0074 |
0.0006 |
8.8% |
0.0143 |
| ATR |
0.0083 |
0.0083 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
103,994 |
90,311 |
-13,683 |
-13.2% |
411,934 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9158 |
0.9113 |
0.8961 |
|
| R3 |
0.9084 |
0.9039 |
0.8940 |
|
| R2 |
0.9010 |
0.9010 |
0.8934 |
|
| R1 |
0.8965 |
0.8965 |
0.8927 |
0.8951 |
| PP |
0.8936 |
0.8936 |
0.8936 |
0.8929 |
| S1 |
0.8891 |
0.8891 |
0.8913 |
0.8877 |
| S2 |
0.8862 |
0.8862 |
0.8906 |
|
| S3 |
0.8788 |
0.8817 |
0.8900 |
|
| S4 |
0.8714 |
0.8743 |
0.8879 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9379 |
0.9293 |
0.8999 |
|
| R3 |
0.9236 |
0.9150 |
0.8959 |
|
| R2 |
0.9093 |
0.9093 |
0.8946 |
|
| R1 |
0.9007 |
0.9007 |
0.8933 |
0.8979 |
| PP |
0.8950 |
0.8950 |
0.8950 |
0.8936 |
| S1 |
0.8864 |
0.8864 |
0.8907 |
0.8836 |
| S2 |
0.8807 |
0.8807 |
0.8894 |
|
| S3 |
0.8664 |
0.8721 |
0.8881 |
|
| S4 |
0.8521 |
0.8578 |
0.8841 |
|
|
| 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% |
0.0075 |
0.8% |
18% |
False |
False |
82,386 |
| 10 |
0.9065 |
0.8894 |
0.0171 |
1.9% |
0.0073 |
0.8% |
15% |
False |
False |
80,814 |
| 20 |
0.9065 |
0.8670 |
0.0395 |
4.4% |
0.0086 |
1.0% |
63% |
False |
False |
82,953 |
| 40 |
0.9065 |
0.8632 |
0.0433 |
4.9% |
0.0089 |
1.0% |
67% |
False |
False |
87,842 |
| 60 |
0.9108 |
0.8632 |
0.0476 |
5.3% |
0.0087 |
1.0% |
61% |
False |
False |
73,335 |
| 80 |
0.9454 |
0.8632 |
0.0822 |
9.2% |
0.0085 |
1.0% |
35% |
False |
False |
55,194 |
| 100 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0081 |
0.9% |
28% |
False |
False |
44,189 |
| 120 |
0.9661 |
0.8632 |
0.1029 |
11.5% |
0.0078 |
0.9% |
28% |
False |
False |
36,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9296 |
|
2.618 |
0.9175 |
|
1.618 |
0.9101 |
|
1.000 |
0.9055 |
|
0.618 |
0.9027 |
|
HIGH |
0.8981 |
|
0.618 |
0.8953 |
|
0.500 |
0.8944 |
|
0.382 |
0.8935 |
|
LOW |
0.8907 |
|
0.618 |
0.8861 |
|
1.000 |
0.8833 |
|
1.618 |
0.8787 |
|
2.618 |
0.8713 |
|
4.250 |
0.8593 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8944 |
0.8954 |
| PP |
0.8936 |
0.8943 |
| S1 |
0.8928 |
0.8931 |
|