CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9074 |
0.8983 |
-0.0091 |
-1.0% |
0.9103 |
| High |
0.9074 |
0.9041 |
-0.0033 |
-0.4% |
0.9170 |
| Low |
0.9069 |
0.8983 |
-0.0086 |
-0.9% |
0.8999 |
| Close |
0.9069 |
0.8988 |
-0.0081 |
-0.9% |
0.8999 |
| Range |
0.0005 |
0.0058 |
0.0053 |
1,060.0% |
0.0171 |
| ATR |
0.0000 |
0.0079 |
0.0079 |
|
0.0000 |
| Volume |
1 |
27 |
26 |
2,600.0% |
58 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9178 |
0.9141 |
0.9020 |
|
| R3 |
0.9120 |
0.9083 |
0.9004 |
|
| R2 |
0.9062 |
0.9062 |
0.8999 |
|
| R1 |
0.9025 |
0.9025 |
0.8993 |
0.9044 |
| PP |
0.9004 |
0.9004 |
0.9004 |
0.9013 |
| S1 |
0.8967 |
0.8967 |
0.8983 |
0.8986 |
| S2 |
0.8946 |
0.8946 |
0.8977 |
|
| S3 |
0.8888 |
0.8909 |
0.8972 |
|
| S4 |
0.8830 |
0.8851 |
0.8956 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9569 |
0.9455 |
0.9093 |
|
| R3 |
0.9398 |
0.9284 |
0.9046 |
|
| R2 |
0.9227 |
0.9227 |
0.9030 |
|
| R1 |
0.9113 |
0.9113 |
0.9015 |
0.9085 |
| PP |
0.9056 |
0.9056 |
0.9056 |
0.9042 |
| S1 |
0.8942 |
0.8942 |
0.8983 |
0.8914 |
| S2 |
0.8885 |
0.8885 |
0.8968 |
|
| S3 |
0.8714 |
0.8771 |
0.8952 |
|
| S4 |
0.8543 |
0.8600 |
0.8905 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9288 |
|
2.618 |
0.9193 |
|
1.618 |
0.9135 |
|
1.000 |
0.9099 |
|
0.618 |
0.9077 |
|
HIGH |
0.9041 |
|
0.618 |
0.9019 |
|
0.500 |
0.9012 |
|
0.382 |
0.9005 |
|
LOW |
0.8983 |
|
0.618 |
0.8947 |
|
1.000 |
0.8925 |
|
1.618 |
0.8889 |
|
2.618 |
0.8831 |
|
4.250 |
0.8737 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9012 |
0.9029 |
| PP |
0.9004 |
0.9015 |
| S1 |
0.8996 |
0.9002 |
|