CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 24-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8943 |
0.8902 |
-0.0041 |
-0.5% |
0.8975 |
| High |
0.8944 |
0.8978 |
0.0034 |
0.4% |
0.9008 |
| Low |
0.8885 |
0.8877 |
-0.0008 |
-0.1% |
0.8870 |
| Close |
0.8905 |
0.8971 |
0.0066 |
0.7% |
0.8905 |
| Range |
0.0059 |
0.0101 |
0.0042 |
71.2% |
0.0138 |
| ATR |
0.0079 |
0.0080 |
0.0002 |
2.0% |
0.0000 |
| Volume |
913 |
1,203 |
290 |
31.8% |
2,091 |
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9245 |
0.9209 |
0.9027 |
|
| R3 |
0.9144 |
0.9108 |
0.8999 |
|
| R2 |
0.9043 |
0.9043 |
0.8990 |
|
| R1 |
0.9007 |
0.9007 |
0.8980 |
0.9025 |
| PP |
0.8942 |
0.8942 |
0.8942 |
0.8951 |
| S1 |
0.8906 |
0.8906 |
0.8962 |
0.8924 |
| S2 |
0.8841 |
0.8841 |
0.8952 |
|
| S3 |
0.8740 |
0.8805 |
0.8943 |
|
| S4 |
0.8639 |
0.8704 |
0.8915 |
|
|
| 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% |
0.0073 |
0.8% |
73% |
False |
False |
658 |
| 10 |
0.9008 |
0.8835 |
0.0173 |
1.9% |
0.0072 |
0.8% |
79% |
False |
False |
533 |
| 20 |
0.9008 |
0.8601 |
0.0407 |
4.5% |
0.0083 |
0.9% |
91% |
False |
False |
413 |
| 40 |
0.9008 |
0.8586 |
0.0422 |
4.7% |
0.0078 |
0.9% |
91% |
False |
False |
321 |
| 60 |
0.9070 |
0.8586 |
0.0484 |
5.4% |
0.0065 |
0.7% |
80% |
False |
False |
217 |
| 80 |
0.9394 |
0.8586 |
0.0808 |
9.0% |
0.0053 |
0.6% |
48% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9407 |
|
2.618 |
0.9242 |
|
1.618 |
0.9141 |
|
1.000 |
0.9079 |
|
0.618 |
0.9040 |
|
HIGH |
0.8978 |
|
0.618 |
0.8939 |
|
0.500 |
0.8928 |
|
0.382 |
0.8916 |
|
LOW |
0.8877 |
|
0.618 |
0.8815 |
|
1.000 |
0.8776 |
|
1.618 |
0.8714 |
|
2.618 |
0.8613 |
|
4.250 |
0.8448 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8957 |
0.8955 |
| PP |
0.8942 |
0.8940 |
| S1 |
0.8928 |
0.8924 |
|