CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 11-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8879 |
0.8880 |
0.0001 |
0.0% |
0.8689 |
| High |
0.8879 |
0.8972 |
0.0093 |
1.0% |
0.8920 |
| Low |
0.8835 |
0.8880 |
0.0045 |
0.5% |
0.8656 |
| Close |
0.8870 |
0.8961 |
0.0091 |
1.0% |
0.8884 |
| Range |
0.0044 |
0.0092 |
0.0048 |
109.1% |
0.0264 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.5% |
0.0000 |
| Volume |
443 |
184 |
-259 |
-58.5% |
1,568 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9214 |
0.9179 |
0.9012 |
|
| R3 |
0.9122 |
0.9087 |
0.8986 |
|
| R2 |
0.9030 |
0.9030 |
0.8978 |
|
| R1 |
0.8995 |
0.8995 |
0.8969 |
0.9013 |
| PP |
0.8938 |
0.8938 |
0.8938 |
0.8946 |
| S1 |
0.8903 |
0.8903 |
0.8953 |
0.8921 |
| S2 |
0.8846 |
0.8846 |
0.8944 |
|
| S3 |
0.8754 |
0.8811 |
0.8936 |
|
| S4 |
0.8662 |
0.8719 |
0.8910 |
|
|
| 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 |
0.8972 |
0.8799 |
0.0173 |
1.9% |
0.0064 |
0.7% |
94% |
True |
False |
337 |
| 10 |
0.8972 |
0.8623 |
0.0349 |
3.9% |
0.0091 |
1.0% |
97% |
True |
False |
281 |
| 20 |
0.8972 |
0.8586 |
0.0386 |
4.3% |
0.0089 |
1.0% |
97% |
True |
False |
311 |
| 40 |
0.8987 |
0.8586 |
0.0401 |
4.5% |
0.0071 |
0.8% |
94% |
False |
False |
208 |
| 60 |
0.9296 |
0.8586 |
0.0710 |
7.9% |
0.0060 |
0.7% |
53% |
False |
False |
140 |
| 80 |
0.9557 |
0.8586 |
0.0971 |
10.8% |
0.0046 |
0.5% |
39% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9363 |
|
2.618 |
0.9213 |
|
1.618 |
0.9121 |
|
1.000 |
0.9064 |
|
0.618 |
0.9029 |
|
HIGH |
0.8972 |
|
0.618 |
0.8937 |
|
0.500 |
0.8926 |
|
0.382 |
0.8915 |
|
LOW |
0.8880 |
|
0.618 |
0.8823 |
|
1.000 |
0.8788 |
|
1.618 |
0.8731 |
|
2.618 |
0.8639 |
|
4.250 |
0.8489 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8949 |
0.8942 |
| PP |
0.8938 |
0.8923 |
| S1 |
0.8926 |
0.8904 |
|