CME Australian Dollar Future March 2014
Trading Metrics calculated at close of trading on 02-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
0.8842 |
0.8794 |
-0.0048 |
-0.5% |
0.9130 |
High |
0.8842 |
0.8794 |
-0.0048 |
-0.5% |
0.9130 |
Low |
0.8811 |
0.8765 |
-0.0046 |
-0.5% |
0.8765 |
Close |
0.8811 |
0.8784 |
-0.0027 |
-0.3% |
0.8784 |
Range |
0.0031 |
0.0029 |
-0.0002 |
-6.5% |
0.0365 |
ATR |
0.0076 |
0.0073 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
7 |
1 |
-6 |
-85.7% |
12 |
|
Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8868 |
0.8855 |
0.8800 |
|
R3 |
0.8839 |
0.8826 |
0.8792 |
|
R2 |
0.8810 |
0.8810 |
0.8789 |
|
R1 |
0.8797 |
0.8797 |
0.8787 |
0.8789 |
PP |
0.8781 |
0.8781 |
0.8781 |
0.8777 |
S1 |
0.8768 |
0.8768 |
0.8781 |
0.8760 |
S2 |
0.8752 |
0.8752 |
0.8779 |
|
S3 |
0.8723 |
0.8739 |
0.8776 |
|
S4 |
0.8694 |
0.8710 |
0.8768 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9988 |
0.9751 |
0.8985 |
|
R3 |
0.9623 |
0.9386 |
0.8884 |
|
R2 |
0.9258 |
0.9258 |
0.8851 |
|
R1 |
0.9021 |
0.9021 |
0.8817 |
0.8957 |
PP |
0.8893 |
0.8893 |
0.8893 |
0.8861 |
S1 |
0.8656 |
0.8656 |
0.8751 |
0.8592 |
S2 |
0.8528 |
0.8528 |
0.8717 |
|
S3 |
0.8163 |
0.8291 |
0.8684 |
|
S4 |
0.7798 |
0.7926 |
0.8583 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8917 |
2.618 |
0.8870 |
1.618 |
0.8841 |
1.000 |
0.8823 |
0.618 |
0.8812 |
HIGH |
0.8794 |
0.618 |
0.8783 |
0.500 |
0.8780 |
0.382 |
0.8776 |
LOW |
0.8765 |
0.618 |
0.8747 |
1.000 |
0.8736 |
1.618 |
0.8718 |
2.618 |
0.8689 |
4.250 |
0.8642 |
|
|
Fisher Pivots for day following 02-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8783 |
0.8821 |
PP |
0.8781 |
0.8809 |
S1 |
0.8780 |
0.8796 |
|