CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 14-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
0.8862 |
0.8908 |
0.0046 |
0.5% |
0.8795 |
High |
0.8862 |
0.8908 |
0.0046 |
0.5% |
0.8908 |
Low |
0.8862 |
0.8908 |
0.0046 |
0.5% |
0.8794 |
Close |
0.8862 |
0.8908 |
0.0046 |
0.5% |
0.8908 |
Range |
|
|
|
|
|
ATR |
0.0047 |
0.0047 |
0.0000 |
-0.2% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
9 |
|
Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8908 |
0.8908 |
0.8908 |
|
R3 |
0.8908 |
0.8908 |
0.8908 |
|
R2 |
0.8908 |
0.8908 |
0.8908 |
|
R1 |
0.8908 |
0.8908 |
0.8908 |
0.8908 |
PP |
0.8908 |
0.8908 |
0.8908 |
0.8908 |
S1 |
0.8908 |
0.8908 |
0.8908 |
0.8908 |
S2 |
0.8908 |
0.8908 |
0.8908 |
|
S3 |
0.8908 |
0.8908 |
0.8908 |
|
S4 |
0.8908 |
0.8908 |
0.8908 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9212 |
0.9174 |
0.8971 |
|
R3 |
0.9098 |
0.9060 |
0.8939 |
|
R2 |
0.8984 |
0.8984 |
0.8929 |
|
R1 |
0.8946 |
0.8946 |
0.8918 |
0.8965 |
PP |
0.8870 |
0.8870 |
0.8870 |
0.8880 |
S1 |
0.8832 |
0.8832 |
0.8898 |
0.8851 |
S2 |
0.8756 |
0.8756 |
0.8887 |
|
S3 |
0.8642 |
0.8718 |
0.8877 |
|
S4 |
0.8528 |
0.8604 |
0.8845 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8908 |
0.8794 |
0.0114 |
1.3% |
0.0004 |
0.0% |
100% |
True |
False |
1 |
10 |
0.8908 |
0.8625 |
0.0283 |
3.2% |
0.0008 |
0.1% |
100% |
True |
False |
1 |
20 |
0.8908 |
0.8582 |
0.0326 |
3.7% |
0.0007 |
0.1% |
100% |
True |
False |
1 |
40 |
0.8913 |
0.8582 |
0.0331 |
3.7% |
0.0005 |
0.1% |
98% |
False |
False |
1 |
60 |
0.9231 |
0.8582 |
0.0649 |
7.3% |
0.0003 |
0.0% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8908 |
2.618 |
0.8908 |
1.618 |
0.8908 |
1.000 |
0.8908 |
0.618 |
0.8908 |
HIGH |
0.8908 |
0.618 |
0.8908 |
0.500 |
0.8908 |
0.382 |
0.8908 |
LOW |
0.8908 |
0.618 |
0.8908 |
1.000 |
0.8908 |
1.618 |
0.8908 |
2.618 |
0.8908 |
4.250 |
0.8908 |
|
|
Fisher Pivots for day following 14-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8908 |
0.8900 |
PP |
0.8908 |
0.8893 |
S1 |
0.8908 |
0.8885 |
|