CME Australian Dollar Future March 2014
Trading Metrics calculated at close of trading on 31-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
0.9048 |
0.8835 |
-0.0213 |
-2.4% |
0.9101 |
High |
0.9048 |
0.8877 |
-0.0171 |
-1.9% |
0.9153 |
Low |
0.8931 |
0.8835 |
-0.0096 |
-1.1% |
0.9016 |
Close |
0.8931 |
0.8877 |
-0.0054 |
-0.6% |
0.9121 |
Range |
0.0117 |
0.0042 |
-0.0075 |
-64.1% |
0.0137 |
ATR |
0.0075 |
0.0076 |
0.0002 |
2.0% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
5 |
|
Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8989 |
0.8975 |
0.8900 |
|
R3 |
0.8947 |
0.8933 |
0.8889 |
|
R2 |
0.8905 |
0.8905 |
0.8885 |
|
R1 |
0.8891 |
0.8891 |
0.8881 |
0.8898 |
PP |
0.8863 |
0.8863 |
0.8863 |
0.8867 |
S1 |
0.8849 |
0.8849 |
0.8873 |
0.8856 |
S2 |
0.8821 |
0.8821 |
0.8869 |
|
S3 |
0.8779 |
0.8807 |
0.8865 |
|
S4 |
0.8737 |
0.8765 |
0.8854 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9508 |
0.9451 |
0.9196 |
|
R3 |
0.9371 |
0.9314 |
0.9159 |
|
R2 |
0.9234 |
0.9234 |
0.9146 |
|
R1 |
0.9177 |
0.9177 |
0.9134 |
0.9206 |
PP |
0.9097 |
0.9097 |
0.9097 |
0.9111 |
S1 |
0.9040 |
0.9040 |
0.9108 |
0.9069 |
S2 |
0.8960 |
0.8960 |
0.9096 |
|
S3 |
0.8823 |
0.8903 |
0.9083 |
|
S4 |
0.8686 |
0.8766 |
0.9046 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9056 |
2.618 |
0.8987 |
1.618 |
0.8945 |
1.000 |
0.8919 |
0.618 |
0.8903 |
HIGH |
0.8877 |
0.618 |
0.8861 |
0.500 |
0.8856 |
0.382 |
0.8851 |
LOW |
0.8835 |
0.618 |
0.8809 |
1.000 |
0.8793 |
1.618 |
0.8767 |
2.618 |
0.8725 |
4.250 |
0.8657 |
|
|
Fisher Pivots for day following 31-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8870 |
0.8983 |
PP |
0.8863 |
0.8947 |
S1 |
0.8856 |
0.8912 |
|