CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8954 |
0.9019 |
0.0065 |
0.7% |
0.8987 |
| High |
0.8954 |
0.9094 |
0.0140 |
1.6% |
0.9037 |
| Low |
0.8954 |
0.9019 |
0.0065 |
0.7% |
0.8912 |
| Close |
0.8954 |
0.9094 |
0.0140 |
1.6% |
0.8912 |
| Range |
0.0000 |
0.0075 |
0.0075 |
|
0.0125 |
| ATR |
0.0076 |
0.0081 |
0.0005 |
6.0% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
63 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9294 |
0.9269 |
0.9135 |
|
| R3 |
0.9219 |
0.9194 |
0.9115 |
|
| R2 |
0.9144 |
0.9144 |
0.9108 |
|
| R1 |
0.9119 |
0.9119 |
0.9101 |
0.9132 |
| PP |
0.9069 |
0.9069 |
0.9069 |
0.9075 |
| S1 |
0.9044 |
0.9044 |
0.9087 |
0.9057 |
| S2 |
0.8994 |
0.8994 |
0.9080 |
|
| S3 |
0.8919 |
0.8969 |
0.9073 |
|
| S4 |
0.8844 |
0.8894 |
0.9053 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9329 |
0.9245 |
0.8981 |
|
| R3 |
0.9204 |
0.9120 |
0.8946 |
|
| R2 |
0.9079 |
0.9079 |
0.8935 |
|
| R1 |
0.8995 |
0.8995 |
0.8923 |
0.8975 |
| PP |
0.8954 |
0.8954 |
0.8954 |
0.8943 |
| S1 |
0.8870 |
0.8870 |
0.8901 |
0.8850 |
| S2 |
0.8829 |
0.8829 |
0.8889 |
|
| S3 |
0.8704 |
0.8745 |
0.8878 |
|
| S4 |
0.8579 |
0.8620 |
0.8843 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9413 |
|
2.618 |
0.9290 |
|
1.618 |
0.9215 |
|
1.000 |
0.9169 |
|
0.618 |
0.9140 |
|
HIGH |
0.9094 |
|
0.618 |
0.9065 |
|
0.500 |
0.9057 |
|
0.382 |
0.9048 |
|
LOW |
0.9019 |
|
0.618 |
0.8973 |
|
1.000 |
0.8944 |
|
1.618 |
0.8898 |
|
2.618 |
0.8823 |
|
4.250 |
0.8700 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9082 |
0.9064 |
| PP |
0.9069 |
0.9033 |
| S1 |
0.9057 |
0.9003 |
|