CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 10-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8871 |
0.8879 |
0.0008 |
0.1% |
0.8689 |
| High |
0.8920 |
0.8879 |
-0.0041 |
-0.5% |
0.8920 |
| Low |
0.8851 |
0.8835 |
-0.0016 |
-0.2% |
0.8656 |
| Close |
0.8884 |
0.8870 |
-0.0014 |
-0.2% |
0.8884 |
| Range |
0.0069 |
0.0044 |
-0.0025 |
-36.2% |
0.0264 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
490 |
443 |
-47 |
-9.6% |
1,568 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8993 |
0.8976 |
0.8894 |
|
| R3 |
0.8949 |
0.8932 |
0.8882 |
|
| R2 |
0.8905 |
0.8905 |
0.8878 |
|
| R1 |
0.8888 |
0.8888 |
0.8874 |
0.8875 |
| PP |
0.8861 |
0.8861 |
0.8861 |
0.8855 |
| S1 |
0.8844 |
0.8844 |
0.8866 |
0.8831 |
| S2 |
0.8817 |
0.8817 |
0.8862 |
|
| S3 |
0.8773 |
0.8800 |
0.8858 |
|
| S4 |
0.8729 |
0.8756 |
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% |
0.0088 |
1.0% |
81% |
False |
False |
344 |
| 10 |
0.8920 |
0.8623 |
0.0297 |
3.3% |
0.0091 |
1.0% |
83% |
False |
False |
275 |
| 20 |
0.8987 |
0.8586 |
0.0401 |
4.5% |
0.0089 |
1.0% |
71% |
False |
False |
316 |
| 40 |
0.8987 |
0.8586 |
0.0401 |
4.5% |
0.0071 |
0.8% |
71% |
False |
False |
203 |
| 60 |
0.9296 |
0.8586 |
0.0710 |
8.0% |
0.0059 |
0.7% |
40% |
False |
False |
137 |
| 80 |
0.9557 |
0.8586 |
0.0971 |
10.9% |
0.0045 |
0.5% |
29% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9066 |
|
2.618 |
0.8994 |
|
1.618 |
0.8950 |
|
1.000 |
0.8923 |
|
0.618 |
0.8906 |
|
HIGH |
0.8879 |
|
0.618 |
0.8862 |
|
0.500 |
0.8857 |
|
0.382 |
0.8852 |
|
LOW |
0.8835 |
|
0.618 |
0.8808 |
|
1.000 |
0.8791 |
|
1.618 |
0.8764 |
|
2.618 |
0.8720 |
|
4.250 |
0.8648 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8866 |
0.8878 |
| PP |
0.8861 |
0.8875 |
| S1 |
0.8857 |
0.8873 |
|