CME Australian Dollar Future March 2014
Trading Metrics calculated at close of trading on 01-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
0.8835 |
0.8842 |
0.0007 |
0.1% |
0.9101 |
High |
0.8877 |
0.8842 |
-0.0035 |
-0.4% |
0.9153 |
Low |
0.8835 |
0.8811 |
-0.0024 |
-0.3% |
0.9016 |
Close |
0.8877 |
0.8811 |
-0.0066 |
-0.7% |
0.9121 |
Range |
0.0042 |
0.0031 |
-0.0011 |
-26.2% |
0.0137 |
ATR |
0.0076 |
0.0076 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
2 |
7 |
5 |
250.0% |
5 |
|
Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8914 |
0.8894 |
0.8828 |
|
R3 |
0.8883 |
0.8863 |
0.8820 |
|
R2 |
0.8852 |
0.8852 |
0.8817 |
|
R1 |
0.8832 |
0.8832 |
0.8814 |
0.8827 |
PP |
0.8821 |
0.8821 |
0.8821 |
0.8819 |
S1 |
0.8801 |
0.8801 |
0.8808 |
0.8796 |
S2 |
0.8790 |
0.8790 |
0.8805 |
|
S3 |
0.8759 |
0.8770 |
0.8802 |
|
S4 |
0.8728 |
0.8739 |
0.8794 |
|
|
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 |
0.8974 |
2.618 |
0.8923 |
1.618 |
0.8892 |
1.000 |
0.8873 |
0.618 |
0.8861 |
HIGH |
0.8842 |
0.618 |
0.8830 |
0.500 |
0.8827 |
0.382 |
0.8823 |
LOW |
0.8811 |
0.618 |
0.8792 |
1.000 |
0.8780 |
1.618 |
0.8761 |
2.618 |
0.8730 |
4.250 |
0.8679 |
|
|
Fisher Pivots for day following 01-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8827 |
0.8930 |
PP |
0.8821 |
0.8890 |
S1 |
0.8816 |
0.8851 |
|