CME Australian Dollar Future March 2013
Trading Metrics calculated at close of trading on 26-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
0.9780 |
0.9865 |
0.0085 |
0.9% |
0.9908 |
High |
0.9780 |
0.9865 |
0.0085 |
0.9% |
0.9973 |
Low |
0.9780 |
0.9865 |
0.0085 |
0.9% |
0.9834 |
Close |
0.9780 |
0.9865 |
0.0085 |
0.9% |
0.9862 |
Range |
|
|
|
|
|
ATR |
0.0052 |
0.0055 |
0.0002 |
4.4% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9865 |
0.9865 |
0.9865 |
|
R3 |
0.9865 |
0.9865 |
0.9865 |
|
R2 |
0.9865 |
0.9865 |
0.9865 |
|
R1 |
0.9865 |
0.9865 |
0.9865 |
0.9865 |
PP |
0.9865 |
0.9865 |
0.9865 |
0.9865 |
S1 |
0.9865 |
0.9865 |
0.9865 |
0.9865 |
S2 |
0.9865 |
0.9865 |
0.9865 |
|
S3 |
0.9865 |
0.9865 |
0.9865 |
|
S4 |
0.9865 |
0.9865 |
0.9865 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0307 |
1.0223 |
0.9938 |
|
R3 |
1.0168 |
1.0084 |
0.9900 |
|
R2 |
1.0029 |
1.0029 |
0.9887 |
|
R1 |
0.9945 |
0.9945 |
0.9875 |
0.9918 |
PP |
0.9890 |
0.9890 |
0.9890 |
0.9876 |
S1 |
0.9806 |
0.9806 |
0.9849 |
0.9779 |
S2 |
0.9751 |
0.9751 |
0.9837 |
|
S3 |
0.9612 |
0.9667 |
0.9824 |
|
S4 |
0.9473 |
0.9528 |
0.9786 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9865 |
2.618 |
0.9865 |
1.618 |
0.9865 |
1.000 |
0.9865 |
0.618 |
0.9865 |
HIGH |
0.9865 |
0.618 |
0.9865 |
0.500 |
0.9865 |
0.382 |
0.9865 |
LOW |
0.9865 |
0.618 |
0.9865 |
1.000 |
0.9865 |
1.618 |
0.9865 |
2.618 |
0.9865 |
4.250 |
0.9865 |
|
|
Fisher Pivots for day following 26-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9865 |
0.9851 |
PP |
0.9865 |
0.9837 |
S1 |
0.9865 |
0.9823 |
|