CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8952 |
0.8935 |
-0.0017 |
-0.2% |
0.8879 |
| High |
0.8971 |
0.8953 |
-0.0018 |
-0.2% |
0.8992 |
| Low |
0.8920 |
0.8870 |
-0.0050 |
-0.6% |
0.8835 |
| Close |
0.8933 |
0.8929 |
-0.0004 |
0.0% |
0.8963 |
| Range |
0.0051 |
0.0083 |
0.0032 |
62.7% |
0.0157 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.3% |
0.0000 |
| Volume |
591 |
258 |
-333 |
-56.3% |
2,036 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9166 |
0.9131 |
0.8975 |
|
| R3 |
0.9083 |
0.9048 |
0.8952 |
|
| R2 |
0.9000 |
0.9000 |
0.8944 |
|
| R1 |
0.8965 |
0.8965 |
0.8937 |
0.8941 |
| PP |
0.8917 |
0.8917 |
0.8917 |
0.8906 |
| S1 |
0.8882 |
0.8882 |
0.8921 |
0.8858 |
| S2 |
0.8834 |
0.8834 |
0.8914 |
|
| S3 |
0.8751 |
0.8799 |
0.8906 |
|
| S4 |
0.8668 |
0.8716 |
0.8883 |
|
|
| 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% |
0.0074 |
0.8% |
47% |
False |
False |
390 |
| 10 |
0.9008 |
0.8835 |
0.0173 |
1.9% |
0.0069 |
0.8% |
54% |
False |
False |
383 |
| 20 |
0.9008 |
0.8586 |
0.0422 |
4.7% |
0.0085 |
1.0% |
81% |
False |
False |
348 |
| 40 |
0.9008 |
0.8586 |
0.0422 |
4.7% |
0.0075 |
0.8% |
81% |
False |
False |
269 |
| 60 |
0.9110 |
0.8586 |
0.0524 |
5.9% |
0.0064 |
0.7% |
65% |
False |
False |
182 |
| 80 |
0.9439 |
0.8586 |
0.0853 |
9.6% |
0.0051 |
0.6% |
40% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9306 |
|
2.618 |
0.9170 |
|
1.618 |
0.9087 |
|
1.000 |
0.9036 |
|
0.618 |
0.9004 |
|
HIGH |
0.8953 |
|
0.618 |
0.8921 |
|
0.500 |
0.8912 |
|
0.382 |
0.8902 |
|
LOW |
0.8870 |
|
0.618 |
0.8819 |
|
1.000 |
0.8787 |
|
1.618 |
0.8736 |
|
2.618 |
0.8653 |
|
4.250 |
0.8517 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8923 |
0.8939 |
| PP |
0.8917 |
0.8936 |
| S1 |
0.8912 |
0.8932 |
|