CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 14-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8944 |
0.8905 |
-0.0039 |
-0.4% |
0.8879 |
| High |
0.8954 |
0.8971 |
0.0017 |
0.2% |
0.8992 |
| Low |
0.8858 |
0.8905 |
0.0047 |
0.5% |
0.8835 |
| Close |
0.8916 |
0.8963 |
0.0047 |
0.5% |
0.8963 |
| Range |
0.0096 |
0.0066 |
-0.0030 |
-31.3% |
0.0157 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
207 |
566 |
359 |
173.4% |
2,036 |
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9144 |
0.9120 |
0.8999 |
|
| R3 |
0.9078 |
0.9054 |
0.8981 |
|
| R2 |
0.9012 |
0.9012 |
0.8975 |
|
| R1 |
0.8988 |
0.8988 |
0.8969 |
0.9000 |
| PP |
0.8946 |
0.8946 |
0.8946 |
0.8953 |
| S1 |
0.8922 |
0.8922 |
0.8957 |
0.8934 |
| S2 |
0.8880 |
0.8880 |
0.8951 |
|
| S3 |
0.8814 |
0.8856 |
0.8945 |
|
| S4 |
0.8748 |
0.8790 |
0.8927 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9401 |
0.9339 |
0.9049 |
|
| R3 |
0.9244 |
0.9182 |
0.9006 |
|
| R2 |
0.9087 |
0.9087 |
0.8992 |
|
| R1 |
0.9025 |
0.9025 |
0.8977 |
0.9056 |
| PP |
0.8930 |
0.8930 |
0.8930 |
0.8946 |
| S1 |
0.8868 |
0.8868 |
0.8949 |
0.8899 |
| S2 |
0.8773 |
0.8773 |
0.8934 |
|
| S3 |
0.8616 |
0.8711 |
0.8920 |
|
| S4 |
0.8459 |
0.8554 |
0.8877 |
|
|
| 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% |
0.0070 |
0.8% |
82% |
False |
False |
407 |
| 10 |
0.8992 |
0.8656 |
0.0336 |
3.7% |
0.0084 |
0.9% |
91% |
False |
False |
360 |
| 20 |
0.8992 |
0.8586 |
0.0406 |
4.5% |
0.0087 |
1.0% |
93% |
False |
False |
349 |
| 40 |
0.8992 |
0.8586 |
0.0406 |
4.5% |
0.0074 |
0.8% |
93% |
False |
False |
242 |
| 60 |
0.9296 |
0.8586 |
0.0710 |
7.9% |
0.0063 |
0.7% |
53% |
False |
False |
163 |
| 80 |
0.9557 |
0.8586 |
0.0971 |
10.8% |
0.0049 |
0.5% |
39% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9252 |
|
2.618 |
0.9144 |
|
1.618 |
0.9078 |
|
1.000 |
0.9037 |
|
0.618 |
0.9012 |
|
HIGH |
0.8971 |
|
0.618 |
0.8946 |
|
0.500 |
0.8938 |
|
0.382 |
0.8930 |
|
LOW |
0.8905 |
|
0.618 |
0.8864 |
|
1.000 |
0.8839 |
|
1.618 |
0.8798 |
|
2.618 |
0.8732 |
|
4.250 |
0.8625 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8955 |
0.8950 |
| PP |
0.8946 |
0.8938 |
| S1 |
0.8938 |
0.8925 |
|