CME Australian Dollar Future March 2013
Trading Metrics calculated at close of trading on 01-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
0.9542 |
0.9492 |
-0.0050 |
-0.5% |
0.9633 |
High |
0.9542 |
0.9492 |
-0.0050 |
-0.5% |
0.9633 |
Low |
0.9542 |
0.9492 |
-0.0050 |
-0.5% |
0.9492 |
Close |
0.9542 |
0.9492 |
-0.0050 |
-0.5% |
0.9492 |
Range |
|
|
|
|
|
ATR |
0.0000 |
0.0048 |
0.0048 |
|
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9492 |
0.9492 |
0.9492 |
|
R3 |
0.9492 |
0.9492 |
0.9492 |
|
R2 |
0.9492 |
0.9492 |
0.9492 |
|
R1 |
0.9492 |
0.9492 |
0.9492 |
0.9492 |
PP |
0.9492 |
0.9492 |
0.9492 |
0.9492 |
S1 |
0.9492 |
0.9492 |
0.9492 |
0.9492 |
S2 |
0.9492 |
0.9492 |
0.9492 |
|
S3 |
0.9492 |
0.9492 |
0.9492 |
|
S4 |
0.9492 |
0.9492 |
0.9492 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9962 |
0.9868 |
0.9570 |
|
R3 |
0.9821 |
0.9727 |
0.9531 |
|
R2 |
0.9680 |
0.9680 |
0.9518 |
|
R1 |
0.9586 |
0.9586 |
0.9505 |
0.9563 |
PP |
0.9539 |
0.9539 |
0.9539 |
0.9527 |
S1 |
0.9445 |
0.9445 |
0.9479 |
0.9422 |
S2 |
0.9398 |
0.9398 |
0.9466 |
|
S3 |
0.9257 |
0.9304 |
0.9453 |
|
S4 |
0.9116 |
0.9163 |
0.9414 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9492 |
2.618 |
0.9492 |
1.618 |
0.9492 |
1.000 |
0.9492 |
0.618 |
0.9492 |
HIGH |
0.9492 |
0.618 |
0.9492 |
0.500 |
0.9492 |
0.382 |
0.9492 |
LOW |
0.9492 |
0.618 |
0.9492 |
1.000 |
0.9492 |
1.618 |
0.9492 |
2.618 |
0.9492 |
4.250 |
0.9492 |
|
|
Fisher Pivots for day following 01-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9492 |
0.9517 |
PP |
0.9492 |
0.9509 |
S1 |
0.9492 |
0.9500 |
|