CME Australian Dollar Future December 2013
Trading Metrics calculated at close of trading on 21-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.0027 |
1.0020 |
-0.0007 |
-0.1% |
1.0067 |
High |
1.0027 |
1.0020 |
-0.0007 |
-0.1% |
1.0131 |
Low |
1.0027 |
1.0020 |
-0.0007 |
-0.1% |
1.0067 |
Close |
1.0027 |
1.0020 |
-0.0007 |
-0.1% |
1.0073 |
Range |
|
|
|
|
|
ATR |
0.0041 |
0.0039 |
-0.0002 |
-5.9% |
0.0000 |
Volume |
0 |
46 |
46 |
|
4 |
|
Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0020 |
1.0020 |
1.0020 |
|
R3 |
1.0020 |
1.0020 |
1.0020 |
|
R2 |
1.0020 |
1.0020 |
1.0020 |
|
R1 |
1.0020 |
1.0020 |
1.0020 |
1.0020 |
PP |
1.0020 |
1.0020 |
1.0020 |
1.0020 |
S1 |
1.0020 |
1.0020 |
1.0020 |
1.0020 |
S2 |
1.0020 |
1.0020 |
1.0020 |
|
S3 |
1.0020 |
1.0020 |
1.0020 |
|
S4 |
1.0020 |
1.0020 |
1.0020 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0282 |
1.0242 |
1.0108 |
|
R3 |
1.0218 |
1.0178 |
1.0091 |
|
R2 |
1.0154 |
1.0154 |
1.0085 |
|
R1 |
1.0114 |
1.0114 |
1.0079 |
1.0134 |
PP |
1.0090 |
1.0090 |
1.0090 |
1.0101 |
S1 |
1.0050 |
1.0050 |
1.0067 |
1.0070 |
S2 |
1.0026 |
1.0026 |
1.0061 |
|
S3 |
0.9962 |
0.9986 |
1.0055 |
|
S4 |
0.9898 |
0.9922 |
1.0038 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0020 |
2.618 |
1.0020 |
1.618 |
1.0020 |
1.000 |
1.0020 |
0.618 |
1.0020 |
HIGH |
1.0020 |
0.618 |
1.0020 |
0.500 |
1.0020 |
0.382 |
1.0020 |
LOW |
1.0020 |
0.618 |
1.0020 |
1.000 |
1.0020 |
1.618 |
1.0020 |
2.618 |
1.0020 |
4.250 |
1.0020 |
|
|
Fisher Pivots for day following 21-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0020 |
1.0080 |
PP |
1.0020 |
1.0060 |
S1 |
1.0020 |
1.0040 |
|