CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8850 |
0.8871 |
0.0021 |
0.2% |
0.8689 |
| High |
0.8906 |
0.8920 |
0.0014 |
0.2% |
0.8920 |
| Low |
0.8848 |
0.8851 |
0.0003 |
0.0% |
0.8656 |
| Close |
0.8887 |
0.8884 |
-0.0003 |
0.0% |
0.8884 |
| Range |
0.0058 |
0.0069 |
0.0011 |
19.0% |
0.0264 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
128 |
490 |
362 |
282.8% |
1,568 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9092 |
0.9057 |
0.8922 |
|
| R3 |
0.9023 |
0.8988 |
0.8903 |
|
| R2 |
0.8954 |
0.8954 |
0.8897 |
|
| R1 |
0.8919 |
0.8919 |
0.8890 |
0.8937 |
| PP |
0.8885 |
0.8885 |
0.8885 |
0.8894 |
| S1 |
0.8850 |
0.8850 |
0.8878 |
0.8868 |
| S2 |
0.8816 |
0.8816 |
0.8871 |
|
| S3 |
0.8747 |
0.8781 |
0.8865 |
|
| S4 |
0.8678 |
0.8712 |
0.8846 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9612 |
0.9512 |
0.9029 |
|
| R3 |
0.9348 |
0.9248 |
0.8957 |
|
| R2 |
0.9084 |
0.9084 |
0.8932 |
|
| R1 |
0.8984 |
0.8984 |
0.8908 |
0.9034 |
| PP |
0.8820 |
0.8820 |
0.8820 |
0.8845 |
| S1 |
0.8720 |
0.8720 |
0.8860 |
0.8770 |
| S2 |
0.8556 |
0.8556 |
0.8836 |
|
| S3 |
0.8292 |
0.8456 |
0.8811 |
|
| S4 |
0.8028 |
0.8192 |
0.8739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8920 |
0.8656 |
0.0264 |
3.0% |
0.0098 |
1.1% |
86% |
True |
False |
313 |
| 10 |
0.8920 |
0.8601 |
0.0319 |
3.6% |
0.0094 |
1.1% |
89% |
True |
False |
293 |
| 20 |
0.8987 |
0.8586 |
0.0401 |
4.5% |
0.0093 |
1.0% |
74% |
False |
False |
301 |
| 40 |
0.8987 |
0.8586 |
0.0401 |
4.5% |
0.0070 |
0.8% |
74% |
False |
False |
192 |
| 60 |
0.9296 |
0.8586 |
0.0710 |
8.0% |
0.0059 |
0.7% |
42% |
False |
False |
129 |
| 80 |
0.9557 |
0.8586 |
0.0971 |
10.9% |
0.0045 |
0.5% |
31% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9213 |
|
2.618 |
0.9101 |
|
1.618 |
0.9032 |
|
1.000 |
0.8989 |
|
0.618 |
0.8963 |
|
HIGH |
0.8920 |
|
0.618 |
0.8894 |
|
0.500 |
0.8886 |
|
0.382 |
0.8877 |
|
LOW |
0.8851 |
|
0.618 |
0.8808 |
|
1.000 |
0.8782 |
|
1.618 |
0.8739 |
|
2.618 |
0.8670 |
|
4.250 |
0.8558 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8886 |
0.8876 |
| PP |
0.8885 |
0.8868 |
| S1 |
0.8885 |
0.8860 |
|