CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8987 |
0.9020 |
0.0033 |
0.4% |
0.9074 |
| High |
0.8987 |
0.9037 |
0.0050 |
0.6% |
0.9074 |
| Low |
0.8987 |
0.9020 |
0.0033 |
0.4% |
0.8908 |
| Close |
0.8987 |
0.9037 |
0.0050 |
0.6% |
0.8908 |
| Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0166 |
| ATR |
0.0080 |
0.0077 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
30 |
30 |
0 |
0.0% |
32 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9082 |
0.9077 |
0.9046 |
|
| R3 |
0.9065 |
0.9060 |
0.9042 |
|
| R2 |
0.9048 |
0.9048 |
0.9040 |
|
| R1 |
0.9043 |
0.9043 |
0.9039 |
0.9046 |
| PP |
0.9031 |
0.9031 |
0.9031 |
0.9033 |
| S1 |
0.9026 |
0.9026 |
0.9035 |
0.9029 |
| S2 |
0.9014 |
0.9014 |
0.9034 |
|
| S3 |
0.8997 |
0.9009 |
0.9032 |
|
| S4 |
0.8980 |
0.8992 |
0.9028 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9461 |
0.9351 |
0.8999 |
|
| R3 |
0.9295 |
0.9185 |
0.8954 |
|
| R2 |
0.9129 |
0.9129 |
0.8938 |
|
| R1 |
0.9019 |
0.9019 |
0.8923 |
0.8991 |
| PP |
0.8963 |
0.8963 |
0.8963 |
0.8950 |
| S1 |
0.8853 |
0.8853 |
0.8893 |
0.8825 |
| S2 |
0.8797 |
0.8797 |
0.8878 |
|
| S3 |
0.8631 |
0.8687 |
0.8862 |
|
| S4 |
0.8465 |
0.8521 |
0.8817 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9109 |
|
2.618 |
0.9082 |
|
1.618 |
0.9065 |
|
1.000 |
0.9054 |
|
0.618 |
0.9048 |
|
HIGH |
0.9037 |
|
0.618 |
0.9031 |
|
0.500 |
0.9029 |
|
0.382 |
0.9026 |
|
LOW |
0.9020 |
|
0.618 |
0.9009 |
|
1.000 |
0.9003 |
|
1.618 |
0.8992 |
|
2.618 |
0.8975 |
|
4.250 |
0.8948 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9034 |
0.9016 |
| PP |
0.9031 |
0.8994 |
| S1 |
0.9029 |
0.8973 |
|