CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 21-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8935 |
0.8943 |
0.0008 |
0.1% |
0.8975 |
| High |
0.8953 |
0.8944 |
-0.0009 |
-0.1% |
0.9008 |
| Low |
0.8870 |
0.8885 |
0.0015 |
0.2% |
0.8870 |
| Close |
0.8929 |
0.8905 |
-0.0024 |
-0.3% |
0.8905 |
| Range |
0.0083 |
0.0059 |
-0.0024 |
-28.9% |
0.0138 |
| ATR |
0.0080 |
0.0079 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
258 |
913 |
655 |
253.9% |
2,091 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9088 |
0.9056 |
0.8937 |
|
| R3 |
0.9029 |
0.8997 |
0.8921 |
|
| R2 |
0.8970 |
0.8970 |
0.8916 |
|
| R1 |
0.8938 |
0.8938 |
0.8910 |
0.8925 |
| PP |
0.8911 |
0.8911 |
0.8911 |
0.8905 |
| S1 |
0.8879 |
0.8879 |
0.8900 |
0.8866 |
| S2 |
0.8852 |
0.8852 |
0.8894 |
|
| S3 |
0.8793 |
0.8820 |
0.8889 |
|
| S4 |
0.8734 |
0.8761 |
0.8873 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9342 |
0.9261 |
0.8981 |
|
| R3 |
0.9204 |
0.9123 |
0.8943 |
|
| R2 |
0.9066 |
0.9066 |
0.8930 |
|
| R1 |
0.8985 |
0.8985 |
0.8918 |
0.8957 |
| PP |
0.8928 |
0.8928 |
0.8928 |
0.8913 |
| S1 |
0.8847 |
0.8847 |
0.8892 |
0.8819 |
| S2 |
0.8790 |
0.8790 |
0.8880 |
|
| S3 |
0.8652 |
0.8709 |
0.8867 |
|
| S4 |
0.8514 |
0.8571 |
0.8829 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9008 |
0.8870 |
0.0138 |
1.5% |
0.0066 |
0.7% |
25% |
False |
False |
531 |
| 10 |
0.9008 |
0.8835 |
0.0173 |
1.9% |
0.0069 |
0.8% |
40% |
False |
False |
461 |
| 20 |
0.9008 |
0.8586 |
0.0422 |
4.7% |
0.0083 |
0.9% |
76% |
False |
False |
360 |
| 40 |
0.9008 |
0.8586 |
0.0422 |
4.7% |
0.0076 |
0.9% |
76% |
False |
False |
291 |
| 60 |
0.9070 |
0.8586 |
0.0484 |
5.4% |
0.0064 |
0.7% |
66% |
False |
False |
198 |
| 80 |
0.9436 |
0.8586 |
0.0850 |
9.5% |
0.0052 |
0.6% |
38% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9195 |
|
2.618 |
0.9098 |
|
1.618 |
0.9039 |
|
1.000 |
0.9003 |
|
0.618 |
0.8980 |
|
HIGH |
0.8944 |
|
0.618 |
0.8921 |
|
0.500 |
0.8915 |
|
0.382 |
0.8908 |
|
LOW |
0.8885 |
|
0.618 |
0.8849 |
|
1.000 |
0.8826 |
|
1.618 |
0.8790 |
|
2.618 |
0.8731 |
|
4.250 |
0.8634 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8915 |
0.8921 |
| PP |
0.8911 |
0.8915 |
| S1 |
0.8908 |
0.8910 |
|