CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8689 |
0.8679 |
-0.0010 |
-0.1% |
0.8614 |
| High |
0.8762 |
0.8865 |
0.0103 |
1.2% |
0.8744 |
| Low |
0.8668 |
0.8656 |
-0.0012 |
-0.1% |
0.8601 |
| Close |
0.8677 |
0.8854 |
0.0177 |
2.0% |
0.8668 |
| Range |
0.0094 |
0.0209 |
0.0115 |
122.3% |
0.0143 |
| ATR |
0.0082 |
0.0091 |
0.0009 |
11.0% |
0.0000 |
| Volume |
287 |
223 |
-64 |
-22.3% |
1,367 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9419 |
0.9345 |
0.8969 |
|
| R3 |
0.9210 |
0.9136 |
0.8911 |
|
| R2 |
0.9001 |
0.9001 |
0.8892 |
|
| R1 |
0.8927 |
0.8927 |
0.8873 |
0.8964 |
| PP |
0.8792 |
0.8792 |
0.8792 |
0.8810 |
| S1 |
0.8718 |
0.8718 |
0.8835 |
0.8755 |
| S2 |
0.8583 |
0.8583 |
0.8816 |
|
| S3 |
0.8374 |
0.8509 |
0.8797 |
|
| S4 |
0.8165 |
0.8300 |
0.8739 |
|
|
| 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 |
0.8865 |
0.8623 |
0.0242 |
2.7% |
0.0118 |
1.3% |
95% |
True |
False |
225 |
| 10 |
0.8865 |
0.8586 |
0.0279 |
3.2% |
0.0106 |
1.2% |
96% |
True |
False |
331 |
| 20 |
0.8987 |
0.8586 |
0.0401 |
4.5% |
0.0091 |
1.0% |
67% |
False |
False |
263 |
| 40 |
0.9045 |
0.8586 |
0.0459 |
5.2% |
0.0069 |
0.8% |
58% |
False |
False |
166 |
| 60 |
0.9323 |
0.8586 |
0.0737 |
8.3% |
0.0056 |
0.6% |
36% |
False |
False |
112 |
| 80 |
0.9557 |
0.8586 |
0.0971 |
11.0% |
0.0042 |
0.5% |
28% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9753 |
|
2.618 |
0.9412 |
|
1.618 |
0.9203 |
|
1.000 |
0.9074 |
|
0.618 |
0.8994 |
|
HIGH |
0.8865 |
|
0.618 |
0.8785 |
|
0.500 |
0.8761 |
|
0.382 |
0.8736 |
|
LOW |
0.8656 |
|
0.618 |
0.8527 |
|
1.000 |
0.8447 |
|
1.618 |
0.8318 |
|
2.618 |
0.8109 |
|
4.250 |
0.7768 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8823 |
0.8817 |
| PP |
0.8792 |
0.8781 |
| S1 |
0.8761 |
0.8744 |
|