CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 25-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8902 |
0.8969 |
0.0067 |
0.8% |
0.8975 |
| High |
0.8978 |
0.8975 |
-0.0003 |
0.0% |
0.9008 |
| Low |
0.8877 |
0.8939 |
0.0062 |
0.7% |
0.8870 |
| Close |
0.8971 |
0.8950 |
-0.0021 |
-0.2% |
0.8905 |
| Range |
0.0101 |
0.0036 |
-0.0065 |
-64.4% |
0.0138 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
1,203 |
581 |
-622 |
-51.7% |
2,091 |
|
| Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9063 |
0.9042 |
0.8970 |
|
| R3 |
0.9027 |
0.9006 |
0.8960 |
|
| R2 |
0.8991 |
0.8991 |
0.8957 |
|
| R1 |
0.8970 |
0.8970 |
0.8953 |
0.8963 |
| PP |
0.8955 |
0.8955 |
0.8955 |
0.8951 |
| S1 |
0.8934 |
0.8934 |
0.8947 |
0.8927 |
| S2 |
0.8919 |
0.8919 |
0.8943 |
|
| S3 |
0.8883 |
0.8898 |
0.8940 |
|
| S4 |
0.8847 |
0.8862 |
0.8930 |
|
|
| 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 |
0.8978 |
0.8870 |
0.0108 |
1.2% |
0.0066 |
0.7% |
74% |
False |
False |
709 |
| 10 |
0.9008 |
0.8858 |
0.0150 |
1.7% |
0.0071 |
0.8% |
61% |
False |
False |
546 |
| 20 |
0.9008 |
0.8623 |
0.0385 |
4.3% |
0.0081 |
0.9% |
85% |
False |
False |
411 |
| 40 |
0.9008 |
0.8586 |
0.0422 |
4.7% |
0.0079 |
0.9% |
86% |
False |
False |
334 |
| 60 |
0.9049 |
0.8586 |
0.0463 |
5.2% |
0.0065 |
0.7% |
79% |
False |
False |
227 |
| 80 |
0.9394 |
0.8586 |
0.0808 |
9.0% |
0.0054 |
0.6% |
45% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9128 |
|
2.618 |
0.9069 |
|
1.618 |
0.9033 |
|
1.000 |
0.9011 |
|
0.618 |
0.8997 |
|
HIGH |
0.8975 |
|
0.618 |
0.8961 |
|
0.500 |
0.8957 |
|
0.382 |
0.8953 |
|
LOW |
0.8939 |
|
0.618 |
0.8917 |
|
1.000 |
0.8903 |
|
1.618 |
0.8881 |
|
2.618 |
0.8845 |
|
4.250 |
0.8786 |
|
|
| Fisher Pivots for day following 25-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8957 |
0.8943 |
| PP |
0.8955 |
0.8935 |
| S1 |
0.8952 |
0.8928 |
|