CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 19-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8975 |
0.8952 |
-0.0023 |
-0.3% |
0.8879 |
| High |
0.9008 |
0.8971 |
-0.0037 |
-0.4% |
0.8992 |
| Low |
0.8935 |
0.8920 |
-0.0015 |
-0.2% |
0.8835 |
| Close |
0.8962 |
0.8933 |
-0.0029 |
-0.3% |
0.8963 |
| Range |
0.0073 |
0.0051 |
-0.0022 |
-30.1% |
0.0157 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
329 |
591 |
262 |
79.6% |
2,036 |
|
| Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9094 |
0.9065 |
0.8961 |
|
| R3 |
0.9043 |
0.9014 |
0.8947 |
|
| R2 |
0.8992 |
0.8992 |
0.8942 |
|
| R1 |
0.8963 |
0.8963 |
0.8938 |
0.8952 |
| PP |
0.8941 |
0.8941 |
0.8941 |
0.8936 |
| S1 |
0.8912 |
0.8912 |
0.8928 |
0.8901 |
| S2 |
0.8890 |
0.8890 |
0.8924 |
|
| S3 |
0.8839 |
0.8861 |
0.8919 |
|
| S4 |
0.8788 |
0.8810 |
0.8905 |
|
|
| 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% |
0.0068 |
0.8% |
50% |
False |
False |
465 |
| 10 |
0.9008 |
0.8799 |
0.0209 |
2.3% |
0.0066 |
0.7% |
64% |
False |
False |
401 |
| 20 |
0.9008 |
0.8586 |
0.0422 |
4.7% |
0.0086 |
1.0% |
82% |
False |
False |
366 |
| 40 |
0.9008 |
0.8586 |
0.0422 |
4.7% |
0.0074 |
0.8% |
82% |
False |
False |
263 |
| 60 |
0.9165 |
0.8586 |
0.0579 |
6.5% |
0.0064 |
0.7% |
60% |
False |
False |
178 |
| 80 |
0.9466 |
0.8586 |
0.0880 |
9.9% |
0.0050 |
0.6% |
39% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9188 |
|
2.618 |
0.9105 |
|
1.618 |
0.9054 |
|
1.000 |
0.9022 |
|
0.618 |
0.9003 |
|
HIGH |
0.8971 |
|
0.618 |
0.8952 |
|
0.500 |
0.8946 |
|
0.382 |
0.8939 |
|
LOW |
0.8920 |
|
0.618 |
0.8888 |
|
1.000 |
0.8869 |
|
1.618 |
0.8837 |
|
2.618 |
0.8786 |
|
4.250 |
0.8703 |
|
|
| Fisher Pivots for day following 19-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8946 |
0.8957 |
| PP |
0.8941 |
0.8949 |
| S1 |
0.8937 |
0.8941 |
|