CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8946 |
0.8896 |
-0.0050 |
-0.6% |
0.8975 |
| High |
0.8959 |
0.8907 |
-0.0052 |
-0.6% |
0.9008 |
| Low |
0.8879 |
0.8840 |
-0.0039 |
-0.4% |
0.8870 |
| Close |
0.8894 |
0.8899 |
0.0005 |
0.1% |
0.8905 |
| Range |
0.0080 |
0.0067 |
-0.0013 |
-16.3% |
0.0138 |
| ATR |
0.0077 |
0.0077 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,292 |
2,417 |
1,125 |
87.1% |
2,091 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9083 |
0.9058 |
0.8936 |
|
| R3 |
0.9016 |
0.8991 |
0.8917 |
|
| R2 |
0.8949 |
0.8949 |
0.8911 |
|
| R1 |
0.8924 |
0.8924 |
0.8905 |
0.8937 |
| PP |
0.8882 |
0.8882 |
0.8882 |
0.8888 |
| S1 |
0.8857 |
0.8857 |
0.8893 |
0.8870 |
| S2 |
0.8815 |
0.8815 |
0.8887 |
|
| S3 |
0.8748 |
0.8790 |
0.8881 |
|
| S4 |
0.8681 |
0.8723 |
0.8862 |
|
|
| 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 |
0.8840 |
0.0138 |
1.6% |
0.0069 |
0.8% |
43% |
False |
True |
1,281 |
| 10 |
0.9008 |
0.8840 |
0.0168 |
1.9% |
0.0071 |
0.8% |
35% |
False |
True |
835 |
| 20 |
0.9008 |
0.8623 |
0.0385 |
4.3% |
0.0079 |
0.9% |
72% |
False |
False |
578 |
| 40 |
0.9008 |
0.8586 |
0.0422 |
4.7% |
0.0079 |
0.9% |
74% |
False |
False |
420 |
| 60 |
0.9049 |
0.8586 |
0.0463 |
5.2% |
0.0066 |
0.7% |
68% |
False |
False |
289 |
| 80 |
0.9394 |
0.8586 |
0.0808 |
9.1% |
0.0055 |
0.6% |
39% |
False |
False |
217 |
| 100 |
0.9557 |
0.8586 |
0.0971 |
10.9% |
0.0045 |
0.5% |
32% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9192 |
|
2.618 |
0.9082 |
|
1.618 |
0.9015 |
|
1.000 |
0.8974 |
|
0.618 |
0.8948 |
|
HIGH |
0.8907 |
|
0.618 |
0.8881 |
|
0.500 |
0.8874 |
|
0.382 |
0.8866 |
|
LOW |
0.8840 |
|
0.618 |
0.8799 |
|
1.000 |
0.8773 |
|
1.618 |
0.8732 |
|
2.618 |
0.8665 |
|
4.250 |
0.8555 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8891 |
0.8908 |
| PP |
0.8882 |
0.8905 |
| S1 |
0.8874 |
0.8902 |
|