CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8905 |
0.8975 |
0.0070 |
0.8% |
0.8879 |
| High |
0.8971 |
0.9008 |
0.0037 |
0.4% |
0.8992 |
| Low |
0.8905 |
0.8935 |
0.0030 |
0.3% |
0.8835 |
| Close |
0.8963 |
0.8962 |
-0.0001 |
0.0% |
0.8963 |
| Range |
0.0066 |
0.0073 |
0.0007 |
10.6% |
0.0157 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
566 |
329 |
-237 |
-41.9% |
2,036 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9187 |
0.9148 |
0.9002 |
|
| R3 |
0.9114 |
0.9075 |
0.8982 |
|
| R2 |
0.9041 |
0.9041 |
0.8975 |
|
| R1 |
0.9002 |
0.9002 |
0.8969 |
0.8985 |
| PP |
0.8968 |
0.8968 |
0.8968 |
0.8960 |
| S1 |
0.8929 |
0.8929 |
0.8955 |
0.8912 |
| S2 |
0.8895 |
0.8895 |
0.8949 |
|
| S3 |
0.8822 |
0.8856 |
0.8942 |
|
| S4 |
0.8749 |
0.8783 |
0.8922 |
|
|
| 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 |
0.9008 |
0.8858 |
0.0150 |
1.7% |
0.0076 |
0.9% |
69% |
True |
False |
384 |
| 10 |
0.9008 |
0.8656 |
0.0352 |
3.9% |
0.0082 |
0.9% |
87% |
True |
False |
364 |
| 20 |
0.9008 |
0.8586 |
0.0422 |
4.7% |
0.0087 |
1.0% |
89% |
True |
False |
349 |
| 40 |
0.9008 |
0.8586 |
0.0422 |
4.7% |
0.0073 |
0.8% |
89% |
True |
False |
249 |
| 60 |
0.9270 |
0.8586 |
0.0684 |
7.6% |
0.0064 |
0.7% |
55% |
False |
False |
168 |
| 80 |
0.9472 |
0.8586 |
0.0886 |
9.9% |
0.0050 |
0.6% |
42% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9318 |
|
2.618 |
0.9199 |
|
1.618 |
0.9126 |
|
1.000 |
0.9081 |
|
0.618 |
0.9053 |
|
HIGH |
0.9008 |
|
0.618 |
0.8980 |
|
0.500 |
0.8972 |
|
0.382 |
0.8963 |
|
LOW |
0.8935 |
|
0.618 |
0.8890 |
|
1.000 |
0.8862 |
|
1.618 |
0.8817 |
|
2.618 |
0.8744 |
|
4.250 |
0.8625 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8972 |
0.8952 |
| PP |
0.8968 |
0.8943 |
| S1 |
0.8965 |
0.8933 |
|