CME Australian Dollar Future March 2013
Trading Metrics calculated at close of trading on 19-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.0141 |
1.0225 |
0.0084 |
0.8% |
0.9987 |
High |
1.0146 |
1.0225 |
0.0079 |
0.8% |
1.0022 |
Low |
1.0141 |
1.0225 |
0.0084 |
0.8% |
0.9934 |
Close |
1.0146 |
1.0225 |
0.0079 |
0.8% |
1.0022 |
Range |
0.0005 |
0.0000 |
-0.0005 |
-100.0% |
0.0088 |
ATR |
0.0052 |
0.0054 |
0.0002 |
3.7% |
0.0000 |
Volume |
2 |
1 |
-1 |
-50.0% |
10 |
|
Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0225 |
1.0225 |
1.0225 |
|
R3 |
1.0225 |
1.0225 |
1.0225 |
|
R2 |
1.0225 |
1.0225 |
1.0225 |
|
R1 |
1.0225 |
1.0225 |
1.0225 |
1.0225 |
PP |
1.0225 |
1.0225 |
1.0225 |
1.0225 |
S1 |
1.0225 |
1.0225 |
1.0225 |
1.0225 |
S2 |
1.0225 |
1.0225 |
1.0225 |
|
S3 |
1.0225 |
1.0225 |
1.0225 |
|
S4 |
1.0225 |
1.0225 |
1.0225 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0257 |
1.0227 |
1.0070 |
|
R3 |
1.0169 |
1.0139 |
1.0046 |
|
R2 |
1.0081 |
1.0081 |
1.0038 |
|
R1 |
1.0051 |
1.0051 |
1.0030 |
1.0066 |
PP |
0.9993 |
0.9993 |
0.9993 |
1.0000 |
S1 |
0.9963 |
0.9963 |
1.0014 |
0.9978 |
S2 |
0.9905 |
0.9905 |
1.0006 |
|
S3 |
0.9817 |
0.9875 |
0.9998 |
|
S4 |
0.9729 |
0.9787 |
0.9974 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0225 |
2.618 |
1.0225 |
1.618 |
1.0225 |
1.000 |
1.0225 |
0.618 |
1.0225 |
HIGH |
1.0225 |
0.618 |
1.0225 |
0.500 |
1.0225 |
0.382 |
1.0225 |
LOW |
1.0225 |
0.618 |
1.0225 |
1.000 |
1.0225 |
1.618 |
1.0225 |
2.618 |
1.0225 |
4.250 |
1.0225 |
|
|
Fisher Pivots for day following 19-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0225 |
1.0206 |
PP |
1.0225 |
1.0186 |
S1 |
1.0225 |
1.0167 |
|