CME Australian Dollar Future September 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 |
0.8848 |
0.8818 |
-0.0030 |
-0.3% |
0.8917 |
High |
0.8848 |
0.8818 |
-0.0030 |
-0.3% |
0.8917 |
Low |
0.8845 |
0.8813 |
-0.0032 |
-0.4% |
0.8813 |
Close |
0.8845 |
0.8813 |
-0.0032 |
-0.4% |
0.8813 |
Range |
0.0003 |
0.0005 |
0.0002 |
66.7% |
0.0104 |
ATR |
0.0038 |
0.0038 |
0.0000 |
-1.2% |
0.0000 |
Volume |
2 |
1 |
-1 |
-50.0% |
9 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8830 |
0.8826 |
0.8816 |
|
R3 |
0.8825 |
0.8821 |
0.8814 |
|
R2 |
0.8820 |
0.8820 |
0.8814 |
|
R1 |
0.8816 |
0.8816 |
0.8813 |
0.8816 |
PP |
0.8815 |
0.8815 |
0.8815 |
0.8814 |
S1 |
0.8811 |
0.8811 |
0.8813 |
0.8811 |
S2 |
0.8810 |
0.8810 |
0.8812 |
|
S3 |
0.8805 |
0.8806 |
0.8812 |
|
S4 |
0.8800 |
0.8801 |
0.8810 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9160 |
0.9090 |
0.8870 |
|
R3 |
0.9056 |
0.8986 |
0.8842 |
|
R2 |
0.8952 |
0.8952 |
0.8832 |
|
R1 |
0.8882 |
0.8882 |
0.8823 |
0.8865 |
PP |
0.8848 |
0.8848 |
0.8848 |
0.8839 |
S1 |
0.8778 |
0.8778 |
0.8803 |
0.8761 |
S2 |
0.8744 |
0.8744 |
0.8794 |
|
S3 |
0.8640 |
0.8674 |
0.8784 |
|
S4 |
0.8536 |
0.8570 |
0.8756 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8917 |
0.8813 |
0.0104 |
1.2% |
0.0002 |
0.0% |
0% |
False |
True |
1 |
10 |
0.8917 |
0.8813 |
0.0104 |
1.2% |
0.0001 |
0.0% |
0% |
False |
True |
1 |
20 |
0.8917 |
0.8615 |
0.0302 |
3.4% |
0.0005 |
0.1% |
66% |
False |
False |
1 |
40 |
0.8917 |
0.8582 |
0.0335 |
3.8% |
0.0004 |
0.0% |
69% |
False |
False |
1 |
60 |
0.8990 |
0.8582 |
0.0408 |
4.6% |
0.0004 |
0.0% |
57% |
False |
False |
1 |
80 |
0.9335 |
0.8582 |
0.0753 |
8.5% |
0.0003 |
0.0% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8839 |
2.618 |
0.8831 |
1.618 |
0.8826 |
1.000 |
0.8823 |
0.618 |
0.8821 |
HIGH |
0.8818 |
0.618 |
0.8816 |
0.500 |
0.8816 |
0.382 |
0.8815 |
LOW |
0.8813 |
0.618 |
0.8810 |
1.000 |
0.8808 |
1.618 |
0.8805 |
2.618 |
0.8800 |
4.250 |
0.8792 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8816 |
0.8831 |
PP |
0.8815 |
0.8825 |
S1 |
0.8814 |
0.8819 |
|