CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 13-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
0.8902 |
0.8862 |
-0.0040 |
-0.4% |
0.8625 |
High |
0.8902 |
0.8862 |
-0.0040 |
-0.4% |
0.8855 |
Low |
0.8902 |
0.8862 |
-0.0040 |
-0.4% |
0.8625 |
Close |
0.8902 |
0.8862 |
-0.0040 |
-0.4% |
0.8829 |
Range |
|
|
|
|
|
ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
7 |
|
Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8862 |
0.8862 |
0.8862 |
|
R3 |
0.8862 |
0.8862 |
0.8862 |
|
R2 |
0.8862 |
0.8862 |
0.8862 |
|
R1 |
0.8862 |
0.8862 |
0.8862 |
0.8862 |
PP |
0.8862 |
0.8862 |
0.8862 |
0.8862 |
S1 |
0.8862 |
0.8862 |
0.8862 |
0.8862 |
S2 |
0.8862 |
0.8862 |
0.8862 |
|
S3 |
0.8862 |
0.8862 |
0.8862 |
|
S4 |
0.8862 |
0.8862 |
0.8862 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9460 |
0.9374 |
0.8956 |
|
R3 |
0.9230 |
0.9144 |
0.8892 |
|
R2 |
0.9000 |
0.9000 |
0.8871 |
|
R1 |
0.8914 |
0.8914 |
0.8850 |
0.8957 |
PP |
0.8770 |
0.8770 |
0.8770 |
0.8791 |
S1 |
0.8684 |
0.8684 |
0.8808 |
0.8727 |
S2 |
0.8540 |
0.8540 |
0.8787 |
|
S3 |
0.8310 |
0.8454 |
0.8766 |
|
S4 |
0.8080 |
0.8224 |
0.8703 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8906 |
0.8794 |
0.0112 |
1.3% |
0.0010 |
0.1% |
61% |
False |
False |
1 |
10 |
0.8906 |
0.8615 |
0.0291 |
3.3% |
0.0008 |
0.1% |
85% |
False |
False |
1 |
20 |
0.8906 |
0.8582 |
0.0324 |
3.7% |
0.0007 |
0.1% |
86% |
False |
False |
1 |
40 |
0.8913 |
0.8582 |
0.0331 |
3.7% |
0.0005 |
0.1% |
85% |
False |
False |
1 |
60 |
0.9231 |
0.8582 |
0.0649 |
7.3% |
0.0003 |
0.0% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8862 |
2.618 |
0.8862 |
1.618 |
0.8862 |
1.000 |
0.8862 |
0.618 |
0.8862 |
HIGH |
0.8862 |
0.618 |
0.8862 |
0.500 |
0.8862 |
0.382 |
0.8862 |
LOW |
0.8862 |
0.618 |
0.8862 |
1.000 |
0.8862 |
1.618 |
0.8862 |
2.618 |
0.8862 |
4.250 |
0.8862 |
|
|
Fisher Pivots for day following 13-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8862 |
0.8884 |
PP |
0.8862 |
0.8877 |
S1 |
0.8862 |
0.8869 |
|