CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 05-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1.0010 |
0.9959 |
-0.0051 |
-0.5% |
1.0121 |
High |
1.0014 |
0.9959 |
-0.0055 |
-0.5% |
1.0121 |
Low |
0.9988 |
0.9959 |
-0.0029 |
-0.3% |
1.0055 |
Close |
0.9988 |
0.9959 |
-0.0029 |
-0.3% |
1.0080 |
Range |
0.0026 |
0.0000 |
-0.0026 |
-100.0% |
0.0066 |
ATR |
0.0034 |
0.0034 |
0.0000 |
-1.1% |
0.0000 |
Volume |
1 |
6 |
5 |
500.0% |
5 |
|
Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9959 |
0.9959 |
0.9959 |
|
R3 |
0.9959 |
0.9959 |
0.9959 |
|
R2 |
0.9959 |
0.9959 |
0.9959 |
|
R1 |
0.9959 |
0.9959 |
0.9959 |
0.9959 |
PP |
0.9959 |
0.9959 |
0.9959 |
0.9959 |
S1 |
0.9959 |
0.9959 |
0.9959 |
0.9959 |
S2 |
0.9959 |
0.9959 |
0.9959 |
|
S3 |
0.9959 |
0.9959 |
0.9959 |
|
S4 |
0.9959 |
0.9959 |
0.9959 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0283 |
1.0248 |
1.0116 |
|
R3 |
1.0217 |
1.0182 |
1.0098 |
|
R2 |
1.0151 |
1.0151 |
1.0092 |
|
R1 |
1.0116 |
1.0116 |
1.0086 |
1.0101 |
PP |
1.0085 |
1.0085 |
1.0085 |
1.0078 |
S1 |
1.0050 |
1.0050 |
1.0074 |
1.0035 |
S2 |
1.0019 |
1.0019 |
1.0068 |
|
S3 |
0.9953 |
0.9984 |
1.0062 |
|
S4 |
0.9887 |
0.9918 |
1.0044 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9959 |
2.618 |
0.9959 |
1.618 |
0.9959 |
1.000 |
0.9959 |
0.618 |
0.9959 |
HIGH |
0.9959 |
0.618 |
0.9959 |
0.500 |
0.9959 |
0.382 |
0.9959 |
LOW |
0.9959 |
0.618 |
0.9959 |
1.000 |
0.9959 |
1.618 |
0.9959 |
2.618 |
0.9959 |
4.250 |
0.9959 |
|
|
Fisher Pivots for day following 05-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9959 |
1.0020 |
PP |
0.9959 |
0.9999 |
S1 |
0.9959 |
0.9979 |
|