CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8832 |
0.8850 |
0.0018 |
0.2% |
0.8614 |
| High |
0.8857 |
0.8906 |
0.0049 |
0.6% |
0.8744 |
| Low |
0.8799 |
0.8848 |
0.0049 |
0.6% |
0.8601 |
| Close |
0.8830 |
0.8887 |
0.0057 |
0.6% |
0.8668 |
| Range |
0.0058 |
0.0058 |
0.0000 |
0.0% |
0.0143 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
440 |
128 |
-312 |
-70.9% |
1,367 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9054 |
0.9029 |
0.8919 |
|
| R3 |
0.8996 |
0.8971 |
0.8903 |
|
| R2 |
0.8938 |
0.8938 |
0.8898 |
|
| R1 |
0.8913 |
0.8913 |
0.8892 |
0.8926 |
| PP |
0.8880 |
0.8880 |
0.8880 |
0.8887 |
| S1 |
0.8855 |
0.8855 |
0.8882 |
0.8868 |
| S2 |
0.8822 |
0.8822 |
0.8876 |
|
| S3 |
0.8764 |
0.8797 |
0.8871 |
|
| S4 |
0.8706 |
0.8739 |
0.8855 |
|
|
| 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 |
0.8906 |
0.8623 |
0.0283 |
3.2% |
0.0106 |
1.2% |
93% |
True |
False |
242 |
| 10 |
0.8906 |
0.8586 |
0.0320 |
3.6% |
0.0098 |
1.1% |
94% |
True |
False |
258 |
| 20 |
0.8987 |
0.8586 |
0.0401 |
4.5% |
0.0091 |
1.0% |
75% |
False |
False |
280 |
| 40 |
0.9045 |
0.8586 |
0.0459 |
5.2% |
0.0070 |
0.8% |
66% |
False |
False |
180 |
| 60 |
0.9296 |
0.8586 |
0.0710 |
8.0% |
0.0058 |
0.6% |
42% |
False |
False |
121 |
| 80 |
0.9557 |
0.8586 |
0.0971 |
10.9% |
0.0044 |
0.5% |
31% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9153 |
|
2.618 |
0.9058 |
|
1.618 |
0.9000 |
|
1.000 |
0.8964 |
|
0.618 |
0.8942 |
|
HIGH |
0.8906 |
|
0.618 |
0.8884 |
|
0.500 |
0.8877 |
|
0.382 |
0.8870 |
|
LOW |
0.8848 |
|
0.618 |
0.8812 |
|
1.000 |
0.8790 |
|
1.618 |
0.8754 |
|
2.618 |
0.8696 |
|
4.250 |
0.8602 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8884 |
0.8852 |
| PP |
0.8880 |
0.8816 |
| S1 |
0.8877 |
0.8781 |
|