CME Australian Dollar Future September 2013
Trading Metrics calculated at close of trading on 16-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.0096 |
1.0100 |
0.0004 |
0.0% |
1.0187 |
High |
1.0096 |
1.0100 |
0.0004 |
0.0% |
1.0196 |
Low |
1.0096 |
1.0100 |
0.0004 |
0.0% |
1.0096 |
Close |
1.0096 |
1.0100 |
0.0004 |
0.0% |
1.0100 |
Range |
|
|
|
|
|
ATR |
0.0026 |
0.0025 |
-0.0002 |
-6.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0100 |
1.0100 |
1.0100 |
|
R3 |
1.0100 |
1.0100 |
1.0100 |
|
R2 |
1.0100 |
1.0100 |
1.0100 |
|
R1 |
1.0100 |
1.0100 |
1.0100 |
1.0100 |
PP |
1.0100 |
1.0100 |
1.0100 |
1.0100 |
S1 |
1.0100 |
1.0100 |
1.0100 |
1.0100 |
S2 |
1.0100 |
1.0100 |
1.0100 |
|
S3 |
1.0100 |
1.0100 |
1.0100 |
|
S4 |
1.0100 |
1.0100 |
1.0100 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0431 |
1.0365 |
1.0155 |
|
R3 |
1.0331 |
1.0265 |
1.0128 |
|
R2 |
1.0231 |
1.0231 |
1.0118 |
|
R1 |
1.0165 |
1.0165 |
1.0109 |
1.0148 |
PP |
1.0131 |
1.0131 |
1.0131 |
1.0122 |
S1 |
1.0065 |
1.0065 |
1.0091 |
1.0048 |
S2 |
1.0031 |
1.0031 |
1.0082 |
|
S3 |
0.9931 |
0.9965 |
1.0073 |
|
S4 |
0.9831 |
0.9865 |
1.0045 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0100 |
2.618 |
1.0100 |
1.618 |
1.0100 |
1.000 |
1.0100 |
0.618 |
1.0100 |
HIGH |
1.0100 |
0.618 |
1.0100 |
0.500 |
1.0100 |
0.382 |
1.0100 |
LOW |
1.0100 |
0.618 |
1.0100 |
1.000 |
1.0100 |
1.618 |
1.0100 |
2.618 |
1.0100 |
4.250 |
1.0100 |
|
|
Fisher Pivots for day following 16-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0100 |
1.0121 |
PP |
1.0100 |
1.0114 |
S1 |
1.0100 |
1.0107 |
|