CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 12-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8880 |
0.8945 |
0.0065 |
0.7% |
0.8689 |
| High |
0.8972 |
0.8992 |
0.0020 |
0.2% |
0.8920 |
| Low |
0.8880 |
0.8938 |
0.0058 |
0.7% |
0.8656 |
| Close |
0.8961 |
0.8957 |
-0.0004 |
0.0% |
0.8884 |
| Range |
0.0092 |
0.0054 |
-0.0038 |
-41.3% |
0.0264 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
184 |
636 |
452 |
245.7% |
1,568 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9124 |
0.9095 |
0.8987 |
|
| R3 |
0.9070 |
0.9041 |
0.8972 |
|
| R2 |
0.9016 |
0.9016 |
0.8967 |
|
| R1 |
0.8987 |
0.8987 |
0.8962 |
0.9002 |
| PP |
0.8962 |
0.8962 |
0.8962 |
0.8970 |
| S1 |
0.8933 |
0.8933 |
0.8952 |
0.8948 |
| S2 |
0.8908 |
0.8908 |
0.8947 |
|
| S3 |
0.8854 |
0.8879 |
0.8942 |
|
| S4 |
0.8800 |
0.8825 |
0.8927 |
|
|
| 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 |
0.8992 |
0.8835 |
0.0157 |
1.8% |
0.0063 |
0.7% |
78% |
True |
False |
376 |
| 10 |
0.8992 |
0.8623 |
0.0369 |
4.1% |
0.0087 |
1.0% |
91% |
True |
False |
321 |
| 20 |
0.8992 |
0.8586 |
0.0406 |
4.5% |
0.0087 |
1.0% |
91% |
True |
False |
333 |
| 40 |
0.8992 |
0.8586 |
0.0406 |
4.5% |
0.0071 |
0.8% |
91% |
True |
False |
223 |
| 60 |
0.9296 |
0.8586 |
0.0710 |
7.9% |
0.0061 |
0.7% |
52% |
False |
False |
150 |
| 80 |
0.9557 |
0.8586 |
0.0971 |
10.8% |
0.0047 |
0.5% |
38% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9222 |
|
2.618 |
0.9133 |
|
1.618 |
0.9079 |
|
1.000 |
0.9046 |
|
0.618 |
0.9025 |
|
HIGH |
0.8992 |
|
0.618 |
0.8971 |
|
0.500 |
0.8965 |
|
0.382 |
0.8959 |
|
LOW |
0.8938 |
|
0.618 |
0.8905 |
|
1.000 |
0.8884 |
|
1.618 |
0.8851 |
|
2.618 |
0.8797 |
|
4.250 |
0.8709 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8965 |
0.8943 |
| PP |
0.8962 |
0.8928 |
| S1 |
0.8960 |
0.8914 |
|