CME Australian Dollar Future December 2013
Trading Metrics calculated at close of trading on 01-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.0012 |
0.9987 |
-0.0025 |
-0.2% |
1.0071 |
High |
1.0012 |
0.9987 |
-0.0025 |
-0.2% |
1.0071 |
Low |
1.0012 |
0.9987 |
-0.0025 |
-0.2% |
0.9987 |
Close |
1.0012 |
0.9987 |
-0.0025 |
-0.2% |
0.9987 |
Range |
|
|
|
|
|
ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
49 |
|
Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9987 |
0.9987 |
0.9987 |
|
R3 |
0.9987 |
0.9987 |
0.9987 |
|
R2 |
0.9987 |
0.9987 |
0.9987 |
|
R1 |
0.9987 |
0.9987 |
0.9987 |
0.9987 |
PP |
0.9987 |
0.9987 |
0.9987 |
0.9987 |
S1 |
0.9987 |
0.9987 |
0.9987 |
0.9987 |
S2 |
0.9987 |
0.9987 |
0.9987 |
|
S3 |
0.9987 |
0.9987 |
0.9987 |
|
S4 |
0.9987 |
0.9987 |
0.9987 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0267 |
1.0211 |
1.0033 |
|
R3 |
1.0183 |
1.0127 |
1.0010 |
|
R2 |
1.0099 |
1.0099 |
1.0002 |
|
R1 |
1.0043 |
1.0043 |
0.9995 |
1.0029 |
PP |
1.0015 |
1.0015 |
1.0015 |
1.0008 |
S1 |
0.9959 |
0.9959 |
0.9979 |
0.9945 |
S2 |
0.9931 |
0.9931 |
0.9972 |
|
S3 |
0.9847 |
0.9875 |
0.9964 |
|
S4 |
0.9763 |
0.9791 |
0.9941 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9987 |
2.618 |
0.9987 |
1.618 |
0.9987 |
1.000 |
0.9987 |
0.618 |
0.9987 |
HIGH |
0.9987 |
0.618 |
0.9987 |
0.500 |
0.9987 |
0.382 |
0.9987 |
LOW |
0.9987 |
0.618 |
0.9987 |
1.000 |
0.9987 |
1.618 |
0.9987 |
2.618 |
0.9987 |
4.250 |
0.9987 |
|
|
Fisher Pivots for day following 01-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9987 |
1.0013 |
PP |
0.9987 |
1.0004 |
S1 |
0.9987 |
0.9996 |
|