CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 05-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
0.8768 |
0.8776 |
0.0008 |
0.1% |
0.8620 |
High |
0.8800 |
0.8776 |
-0.0024 |
-0.3% |
0.8656 |
Low |
0.8768 |
0.8776 |
0.0008 |
0.1% |
0.8615 |
Close |
0.8800 |
0.8776 |
-0.0024 |
-0.3% |
0.8617 |
Range |
0.0032 |
0.0000 |
-0.0032 |
-100.0% |
0.0041 |
ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
2 |
1 |
-1 |
-50.0% |
5 |
|
Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8776 |
0.8776 |
0.8776 |
|
R3 |
0.8776 |
0.8776 |
0.8776 |
|
R2 |
0.8776 |
0.8776 |
0.8776 |
|
R1 |
0.8776 |
0.8776 |
0.8776 |
0.8776 |
PP |
0.8776 |
0.8776 |
0.8776 |
0.8776 |
S1 |
0.8776 |
0.8776 |
0.8776 |
0.8776 |
S2 |
0.8776 |
0.8776 |
0.8776 |
|
S3 |
0.8776 |
0.8776 |
0.8776 |
|
S4 |
0.8776 |
0.8776 |
0.8776 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8752 |
0.8726 |
0.8640 |
|
R3 |
0.8711 |
0.8685 |
0.8628 |
|
R2 |
0.8670 |
0.8670 |
0.8625 |
|
R1 |
0.8644 |
0.8644 |
0.8621 |
0.8637 |
PP |
0.8629 |
0.8629 |
0.8629 |
0.8626 |
S1 |
0.8603 |
0.8603 |
0.8613 |
0.8596 |
S2 |
0.8588 |
0.8588 |
0.8609 |
|
S3 |
0.8547 |
0.8562 |
0.8606 |
|
S4 |
0.8506 |
0.8521 |
0.8594 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8800 |
0.8615 |
0.0185 |
2.1% |
0.0007 |
0.1% |
87% |
False |
False |
1 |
10 |
0.8800 |
0.8582 |
0.0218 |
2.5% |
0.0006 |
0.1% |
89% |
False |
False |
1 |
20 |
0.8913 |
0.8582 |
0.0331 |
3.8% |
0.0005 |
0.1% |
59% |
False |
False |
1 |
40 |
0.8990 |
0.8582 |
0.0408 |
4.6% |
0.0004 |
0.0% |
48% |
False |
False |
|
60 |
0.9231 |
0.8582 |
0.0649 |
7.4% |
0.0003 |
0.0% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8776 |
2.618 |
0.8776 |
1.618 |
0.8776 |
1.000 |
0.8776 |
0.618 |
0.8776 |
HIGH |
0.8776 |
0.618 |
0.8776 |
0.500 |
0.8776 |
0.382 |
0.8776 |
LOW |
0.8776 |
0.618 |
0.8776 |
1.000 |
0.8776 |
1.618 |
0.8776 |
2.618 |
0.8776 |
4.250 |
0.8776 |
|
|
Fisher Pivots for day following 05-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8776 |
0.8755 |
PP |
0.8776 |
0.8734 |
S1 |
0.8776 |
0.8713 |
|