CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8969 |
0.8946 |
-0.0023 |
-0.3% |
0.8975 |
| High |
0.8975 |
0.8959 |
-0.0016 |
-0.2% |
0.9008 |
| Low |
0.8939 |
0.8879 |
-0.0060 |
-0.7% |
0.8870 |
| Close |
0.8950 |
0.8894 |
-0.0056 |
-0.6% |
0.8905 |
| Range |
0.0036 |
0.0080 |
0.0044 |
122.2% |
0.0138 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.3% |
0.0000 |
| Volume |
581 |
1,292 |
711 |
122.4% |
2,091 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9151 |
0.9102 |
0.8938 |
|
| R3 |
0.9071 |
0.9022 |
0.8916 |
|
| R2 |
0.8991 |
0.8991 |
0.8909 |
|
| R1 |
0.8942 |
0.8942 |
0.8901 |
0.8927 |
| PP |
0.8911 |
0.8911 |
0.8911 |
0.8903 |
| S1 |
0.8862 |
0.8862 |
0.8887 |
0.8847 |
| S2 |
0.8831 |
0.8831 |
0.8879 |
|
| S3 |
0.8751 |
0.8782 |
0.8872 |
|
| S4 |
0.8671 |
0.8702 |
0.8850 |
|
|
| 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% |
0.0072 |
0.8% |
22% |
False |
False |
849 |
| 10 |
0.9008 |
0.8858 |
0.0150 |
1.7% |
0.0070 |
0.8% |
24% |
False |
False |
657 |
| 20 |
0.9008 |
0.8623 |
0.0385 |
4.3% |
0.0081 |
0.9% |
70% |
False |
False |
469 |
| 40 |
0.9008 |
0.8586 |
0.0422 |
4.7% |
0.0079 |
0.9% |
73% |
False |
False |
366 |
| 60 |
0.9049 |
0.8586 |
0.0463 |
5.2% |
0.0065 |
0.7% |
67% |
False |
False |
249 |
| 80 |
0.9394 |
0.8586 |
0.0808 |
9.1% |
0.0055 |
0.6% |
38% |
False |
False |
187 |
| 100 |
0.9557 |
0.8586 |
0.0971 |
10.9% |
0.0044 |
0.5% |
32% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9299 |
|
2.618 |
0.9168 |
|
1.618 |
0.9088 |
|
1.000 |
0.9039 |
|
0.618 |
0.9008 |
|
HIGH |
0.8959 |
|
0.618 |
0.8928 |
|
0.500 |
0.8919 |
|
0.382 |
0.8910 |
|
LOW |
0.8879 |
|
0.618 |
0.8830 |
|
1.000 |
0.8799 |
|
1.618 |
0.8750 |
|
2.618 |
0.8670 |
|
4.250 |
0.8539 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8919 |
0.8928 |
| PP |
0.8911 |
0.8916 |
| S1 |
0.8902 |
0.8905 |
|