CME Australian Dollar Future March 2014
Trading Metrics calculated at close of trading on 03-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
0.8983 |
0.8929 |
-0.0054 |
-0.6% |
0.9103 |
High |
0.9041 |
0.8929 |
-0.0112 |
-1.2% |
0.9170 |
Low |
0.8983 |
0.8929 |
-0.0054 |
-0.6% |
0.8999 |
Close |
0.8988 |
0.8929 |
-0.0059 |
-0.7% |
0.8999 |
Range |
0.0058 |
0.0000 |
-0.0058 |
-100.0% |
0.0171 |
ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
27 |
2 |
-25 |
-92.6% |
58 |
|
Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8929 |
0.8929 |
0.8929 |
|
R3 |
0.8929 |
0.8929 |
0.8929 |
|
R2 |
0.8929 |
0.8929 |
0.8929 |
|
R1 |
0.8929 |
0.8929 |
0.8929 |
0.8929 |
PP |
0.8929 |
0.8929 |
0.8929 |
0.8929 |
S1 |
0.8929 |
0.8929 |
0.8929 |
0.8929 |
S2 |
0.8929 |
0.8929 |
0.8929 |
|
S3 |
0.8929 |
0.8929 |
0.8929 |
|
S4 |
0.8929 |
0.8929 |
0.8929 |
|
|
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 |
0.8929 |
2.618 |
0.8929 |
1.618 |
0.8929 |
1.000 |
0.8929 |
0.618 |
0.8929 |
HIGH |
0.8929 |
0.618 |
0.8929 |
0.500 |
0.8929 |
0.382 |
0.8929 |
LOW |
0.8929 |
0.618 |
0.8929 |
1.000 |
0.8929 |
1.618 |
0.8929 |
2.618 |
0.8929 |
4.250 |
0.8929 |
|
|
Fisher Pivots for day following 03-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8929 |
0.9002 |
PP |
0.8929 |
0.8977 |
S1 |
0.8929 |
0.8953 |
|