CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8822 |
0.8800 |
-0.0022 |
-0.2% |
0.8760 |
| High |
0.8822 |
0.8860 |
0.0038 |
0.4% |
0.8852 |
| Low |
0.8822 |
0.8800 |
-0.0022 |
-0.2% |
0.8760 |
| Close |
0.8822 |
0.8819 |
-0.0003 |
0.0% |
0.8852 |
| Range |
0.0000 |
0.0060 |
0.0060 |
|
0.0092 |
| ATR |
0.0037 |
0.0039 |
0.0002 |
4.3% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9006 |
0.8973 |
0.8852 |
|
| R3 |
0.8946 |
0.8913 |
0.8836 |
|
| R2 |
0.8886 |
0.8886 |
0.8830 |
|
| R1 |
0.8853 |
0.8853 |
0.8825 |
0.8870 |
| PP |
0.8826 |
0.8826 |
0.8826 |
0.8835 |
| S1 |
0.8793 |
0.8793 |
0.8814 |
0.8810 |
| S2 |
0.8766 |
0.8766 |
0.8808 |
|
| S3 |
0.8706 |
0.8733 |
0.8803 |
|
| S4 |
0.8646 |
0.8673 |
0.8786 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9097 |
0.9067 |
0.8903 |
|
| R3 |
0.9005 |
0.8975 |
0.8877 |
|
| R2 |
0.8913 |
0.8913 |
0.8869 |
|
| R1 |
0.8883 |
0.8883 |
0.8860 |
0.8898 |
| PP |
0.8821 |
0.8821 |
0.8821 |
0.8829 |
| S1 |
0.8791 |
0.8791 |
0.8844 |
0.8806 |
| S2 |
0.8729 |
0.8729 |
0.8835 |
|
| S3 |
0.8637 |
0.8699 |
0.8827 |
|
| S4 |
0.8545 |
0.8607 |
0.8801 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9115 |
|
2.618 |
0.9017 |
|
1.618 |
0.8957 |
|
1.000 |
0.8920 |
|
0.618 |
0.8897 |
|
HIGH |
0.8860 |
|
0.618 |
0.8837 |
|
0.500 |
0.8830 |
|
0.382 |
0.8823 |
|
LOW |
0.8800 |
|
0.618 |
0.8763 |
|
1.000 |
0.8740 |
|
1.618 |
0.8703 |
|
2.618 |
0.8643 |
|
4.250 |
0.8545 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8830 |
0.8830 |
| PP |
0.8826 |
0.8826 |
| S1 |
0.8823 |
0.8823 |
|