CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8706 |
0.8689 |
-0.0017 |
-0.2% |
0.8614 |
| High |
0.8735 |
0.8762 |
0.0027 |
0.3% |
0.8744 |
| Low |
0.8623 |
0.8668 |
0.0045 |
0.5% |
0.8601 |
| Close |
0.8668 |
0.8677 |
0.0009 |
0.1% |
0.8668 |
| Range |
0.0112 |
0.0094 |
-0.0018 |
-16.1% |
0.0143 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.1% |
0.0000 |
| Volume |
133 |
287 |
154 |
115.8% |
1,367 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8984 |
0.8925 |
0.8729 |
|
| R3 |
0.8890 |
0.8831 |
0.8703 |
|
| R2 |
0.8796 |
0.8796 |
0.8694 |
|
| R1 |
0.8737 |
0.8737 |
0.8686 |
0.8720 |
| PP |
0.8702 |
0.8702 |
0.8702 |
0.8694 |
| S1 |
0.8643 |
0.8643 |
0.8668 |
0.8626 |
| S2 |
0.8608 |
0.8608 |
0.8660 |
|
| S3 |
0.8514 |
0.8549 |
0.8651 |
|
| S4 |
0.8420 |
0.8455 |
0.8625 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9100 |
0.9027 |
0.8747 |
|
| R3 |
0.8957 |
0.8884 |
0.8707 |
|
| R2 |
0.8814 |
0.8814 |
0.8694 |
|
| R1 |
0.8741 |
0.8741 |
0.8681 |
0.8778 |
| PP |
0.8671 |
0.8671 |
0.8671 |
0.8689 |
| S1 |
0.8598 |
0.8598 |
0.8655 |
0.8635 |
| S2 |
0.8528 |
0.8528 |
0.8642 |
|
| S3 |
0.8385 |
0.8455 |
0.8629 |
|
| S4 |
0.8242 |
0.8312 |
0.8589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8762 |
0.8623 |
0.0139 |
1.6% |
0.0093 |
1.1% |
39% |
True |
False |
205 |
| 10 |
0.8804 |
0.8586 |
0.0218 |
2.5% |
0.0093 |
1.1% |
42% |
False |
False |
334 |
| 20 |
0.8987 |
0.8586 |
0.0401 |
4.6% |
0.0082 |
0.9% |
23% |
False |
False |
271 |
| 40 |
0.9045 |
0.8586 |
0.0459 |
5.3% |
0.0063 |
0.7% |
20% |
False |
False |
160 |
| 60 |
0.9394 |
0.8586 |
0.0808 |
9.3% |
0.0052 |
0.6% |
11% |
False |
False |
108 |
| 80 |
0.9557 |
0.8586 |
0.0971 |
11.2% |
0.0040 |
0.5% |
9% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9162 |
|
2.618 |
0.9008 |
|
1.618 |
0.8914 |
|
1.000 |
0.8856 |
|
0.618 |
0.8820 |
|
HIGH |
0.8762 |
|
0.618 |
0.8726 |
|
0.500 |
0.8715 |
|
0.382 |
0.8704 |
|
LOW |
0.8668 |
|
0.618 |
0.8610 |
|
1.000 |
0.8574 |
|
1.618 |
0.8516 |
|
2.618 |
0.8422 |
|
4.250 |
0.8269 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8715 |
0.8693 |
| PP |
0.8702 |
0.8687 |
| S1 |
0.8690 |
0.8682 |
|