CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8896 |
0.8900 |
0.0004 |
0.0% |
0.8902 |
| High |
0.8907 |
0.8924 |
0.0017 |
0.2% |
0.8978 |
| Low |
0.8840 |
0.8854 |
0.0014 |
0.2% |
0.8840 |
| Close |
0.8899 |
0.8866 |
-0.0033 |
-0.4% |
0.8866 |
| Range |
0.0067 |
0.0070 |
0.0003 |
4.5% |
0.0138 |
| ATR |
0.0077 |
0.0076 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
2,417 |
1,577 |
-840 |
-34.8% |
7,070 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9091 |
0.9049 |
0.8905 |
|
| R3 |
0.9021 |
0.8979 |
0.8885 |
|
| R2 |
0.8951 |
0.8951 |
0.8879 |
|
| R1 |
0.8909 |
0.8909 |
0.8872 |
0.8895 |
| PP |
0.8881 |
0.8881 |
0.8881 |
0.8875 |
| S1 |
0.8839 |
0.8839 |
0.8860 |
0.8825 |
| S2 |
0.8811 |
0.8811 |
0.8853 |
|
| S3 |
0.8741 |
0.8769 |
0.8847 |
|
| S4 |
0.8671 |
0.8699 |
0.8828 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9309 |
0.9225 |
0.8942 |
|
| R3 |
0.9171 |
0.9087 |
0.8904 |
|
| R2 |
0.9033 |
0.9033 |
0.8891 |
|
| R1 |
0.8949 |
0.8949 |
0.8879 |
0.8922 |
| PP |
0.8895 |
0.8895 |
0.8895 |
0.8881 |
| S1 |
0.8811 |
0.8811 |
0.8853 |
0.8784 |
| S2 |
0.8757 |
0.8757 |
0.8841 |
|
| S3 |
0.8619 |
0.8673 |
0.8828 |
|
| S4 |
0.8481 |
0.8535 |
0.8790 |
|
|
| 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% |
0.0071 |
0.8% |
19% |
False |
False |
1,414 |
| 10 |
0.9008 |
0.8840 |
0.0168 |
1.9% |
0.0069 |
0.8% |
15% |
False |
False |
972 |
| 20 |
0.9008 |
0.8623 |
0.0385 |
4.3% |
0.0079 |
0.9% |
63% |
False |
False |
644 |
| 40 |
0.9008 |
0.8586 |
0.0422 |
4.8% |
0.0080 |
0.9% |
66% |
False |
False |
454 |
| 60 |
0.9045 |
0.8586 |
0.0459 |
5.2% |
0.0066 |
0.7% |
61% |
False |
False |
315 |
| 80 |
0.9394 |
0.8586 |
0.0808 |
9.1% |
0.0056 |
0.6% |
35% |
False |
False |
237 |
| 100 |
0.9557 |
0.8586 |
0.0971 |
11.0% |
0.0045 |
0.5% |
29% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9222 |
|
2.618 |
0.9107 |
|
1.618 |
0.9037 |
|
1.000 |
0.8994 |
|
0.618 |
0.8967 |
|
HIGH |
0.8924 |
|
0.618 |
0.8897 |
|
0.500 |
0.8889 |
|
0.382 |
0.8881 |
|
LOW |
0.8854 |
|
0.618 |
0.8811 |
|
1.000 |
0.8784 |
|
1.618 |
0.8741 |
|
2.618 |
0.8671 |
|
4.250 |
0.8557 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8889 |
0.8900 |
| PP |
0.8881 |
0.8888 |
| S1 |
0.8874 |
0.8877 |
|