CME Australian Dollar Future March 2013
Trading Metrics calculated at close of trading on 08-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
0.9729 |
0.9695 |
-0.0034 |
-0.3% |
0.9536 |
High |
0.9729 |
0.9695 |
-0.0034 |
-0.3% |
0.9729 |
Low |
0.9729 |
0.9695 |
-0.0034 |
-0.3% |
0.9536 |
Close |
0.9729 |
0.9695 |
-0.0034 |
-0.3% |
0.9695 |
Range |
|
|
|
|
|
ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9695 |
0.9695 |
0.9695 |
|
R3 |
0.9695 |
0.9695 |
0.9695 |
|
R2 |
0.9695 |
0.9695 |
0.9695 |
|
R1 |
0.9695 |
0.9695 |
0.9695 |
0.9695 |
PP |
0.9695 |
0.9695 |
0.9695 |
0.9695 |
S1 |
0.9695 |
0.9695 |
0.9695 |
0.9695 |
S2 |
0.9695 |
0.9695 |
0.9695 |
|
S3 |
0.9695 |
0.9695 |
0.9695 |
|
S4 |
0.9695 |
0.9695 |
0.9695 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0232 |
1.0157 |
0.9801 |
|
R3 |
1.0039 |
0.9964 |
0.9748 |
|
R2 |
0.9846 |
0.9846 |
0.9730 |
|
R1 |
0.9771 |
0.9771 |
0.9713 |
0.9809 |
PP |
0.9653 |
0.9653 |
0.9653 |
0.9672 |
S1 |
0.9578 |
0.9578 |
0.9677 |
0.9616 |
S2 |
0.9460 |
0.9460 |
0.9660 |
|
S3 |
0.9267 |
0.9385 |
0.9642 |
|
S4 |
0.9074 |
0.9192 |
0.9589 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9695 |
2.618 |
0.9695 |
1.618 |
0.9695 |
1.000 |
0.9695 |
0.618 |
0.9695 |
HIGH |
0.9695 |
0.618 |
0.9695 |
0.500 |
0.9695 |
0.382 |
0.9695 |
LOW |
0.9695 |
0.618 |
0.9695 |
1.000 |
0.9695 |
1.618 |
0.9695 |
2.618 |
0.9695 |
4.250 |
0.9695 |
|
|
Fisher Pivots for day following 08-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9695 |
0.9712 |
PP |
0.9695 |
0.9706 |
S1 |
0.9695 |
0.9701 |
|