CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 21-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
0.8875 |
0.8850 |
-0.0025 |
-0.3% |
0.8907 |
High |
0.8875 |
0.8850 |
-0.0025 |
-0.3% |
0.8907 |
Low |
0.8875 |
0.8850 |
-0.0025 |
-0.3% |
0.8850 |
Close |
0.8875 |
0.8850 |
-0.0025 |
-0.3% |
0.8850 |
Range |
|
|
|
|
|
ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.7% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8850 |
0.8850 |
0.8850 |
|
R3 |
0.8850 |
0.8850 |
0.8850 |
|
R2 |
0.8850 |
0.8850 |
0.8850 |
|
R1 |
0.8850 |
0.8850 |
0.8850 |
0.8850 |
PP |
0.8850 |
0.8850 |
0.8850 |
0.8850 |
S1 |
0.8850 |
0.8850 |
0.8850 |
0.8850 |
S2 |
0.8850 |
0.8850 |
0.8850 |
|
S3 |
0.8850 |
0.8850 |
0.8850 |
|
S4 |
0.8850 |
0.8850 |
0.8850 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9040 |
0.9002 |
0.8881 |
|
R3 |
0.8983 |
0.8945 |
0.8866 |
|
R2 |
0.8926 |
0.8926 |
0.8860 |
|
R1 |
0.8888 |
0.8888 |
0.8855 |
0.8879 |
PP |
0.8869 |
0.8869 |
0.8869 |
0.8864 |
S1 |
0.8831 |
0.8831 |
0.8845 |
0.8822 |
S2 |
0.8812 |
0.8812 |
0.8840 |
|
S3 |
0.8755 |
0.8774 |
0.8834 |
|
S4 |
0.8698 |
0.8717 |
0.8819 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8908 |
0.8850 |
0.0058 |
0.7% |
0.0000 |
0.0% |
0% |
False |
True |
2 |
10 |
0.8908 |
0.8794 |
0.0114 |
1.3% |
0.0005 |
0.1% |
49% |
False |
False |
1 |
20 |
0.8908 |
0.8582 |
0.0326 |
3.7% |
0.0005 |
0.1% |
82% |
False |
False |
1 |
40 |
0.8913 |
0.8582 |
0.0331 |
3.7% |
0.0005 |
0.1% |
81% |
False |
False |
1 |
60 |
0.8990 |
0.8582 |
0.0408 |
4.6% |
0.0003 |
0.0% |
66% |
False |
False |
|
80 |
0.9379 |
0.8582 |
0.0797 |
9.0% |
0.0003 |
0.0% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8850 |
2.618 |
0.8850 |
1.618 |
0.8850 |
1.000 |
0.8850 |
0.618 |
0.8850 |
HIGH |
0.8850 |
0.618 |
0.8850 |
0.500 |
0.8850 |
0.382 |
0.8850 |
LOW |
0.8850 |
0.618 |
0.8850 |
1.000 |
0.8850 |
1.618 |
0.8850 |
2.618 |
0.8850 |
4.250 |
0.8850 |
|
|
Fisher Pivots for day following 21-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8850 |
0.8864 |
PP |
0.8850 |
0.8859 |
S1 |
0.8850 |
0.8855 |
|