CME Australian Dollar Future March 2014
Trading Metrics calculated at close of trading on 05-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
0.8794 |
0.8780 |
-0.0014 |
-0.2% |
0.9130 |
High |
0.8794 |
0.8788 |
-0.0006 |
-0.1% |
0.9130 |
Low |
0.8765 |
0.8780 |
0.0015 |
0.2% |
0.8765 |
Close |
0.8784 |
0.8788 |
0.0004 |
0.0% |
0.8784 |
Range |
0.0029 |
0.0008 |
-0.0021 |
-72.4% |
0.0365 |
ATR |
0.0073 |
0.0069 |
-0.0005 |
-6.4% |
0.0000 |
Volume |
1 |
5 |
4 |
400.0% |
12 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8809 |
0.8807 |
0.8792 |
|
R3 |
0.8801 |
0.8799 |
0.8790 |
|
R2 |
0.8793 |
0.8793 |
0.8789 |
|
R1 |
0.8791 |
0.8791 |
0.8789 |
0.8792 |
PP |
0.8785 |
0.8785 |
0.8785 |
0.8786 |
S1 |
0.8783 |
0.8783 |
0.8787 |
0.8784 |
S2 |
0.8777 |
0.8777 |
0.8787 |
|
S3 |
0.8769 |
0.8775 |
0.8786 |
|
S4 |
0.8761 |
0.8767 |
0.8784 |
|
|
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 |
0.8822 |
2.618 |
0.8809 |
1.618 |
0.8801 |
1.000 |
0.8796 |
0.618 |
0.8793 |
HIGH |
0.8788 |
0.618 |
0.8785 |
0.500 |
0.8784 |
0.382 |
0.8783 |
LOW |
0.8780 |
0.618 |
0.8775 |
1.000 |
0.8772 |
1.618 |
0.8767 |
2.618 |
0.8759 |
4.250 |
0.8746 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8787 |
0.8804 |
PP |
0.8785 |
0.8798 |
S1 |
0.8784 |
0.8793 |
|