CME Australian Dollar Future March 2014
Trading Metrics calculated at close of trading on 07-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
0.8786 |
0.8860 |
0.0074 |
0.8% |
0.9130 |
High |
0.8861 |
0.8866 |
0.0005 |
0.1% |
0.9130 |
Low |
0.8786 |
0.8860 |
0.0074 |
0.8% |
0.8765 |
Close |
0.8861 |
0.8866 |
0.0005 |
0.1% |
0.8784 |
Range |
0.0075 |
0.0006 |
-0.0069 |
-92.0% |
0.0365 |
ATR |
0.0069 |
0.0065 |
-0.0005 |
-6.5% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
12 |
|
Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8882 |
0.8880 |
0.8869 |
|
R3 |
0.8876 |
0.8874 |
0.8868 |
|
R2 |
0.8870 |
0.8870 |
0.8867 |
|
R1 |
0.8868 |
0.8868 |
0.8867 |
0.8869 |
PP |
0.8864 |
0.8864 |
0.8864 |
0.8865 |
S1 |
0.8862 |
0.8862 |
0.8865 |
0.8863 |
S2 |
0.8858 |
0.8858 |
0.8865 |
|
S3 |
0.8852 |
0.8856 |
0.8864 |
|
S4 |
0.8846 |
0.8850 |
0.8863 |
|
|
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 |
0.8892 |
2.618 |
0.8882 |
1.618 |
0.8876 |
1.000 |
0.8872 |
0.618 |
0.8870 |
HIGH |
0.8866 |
0.618 |
0.8864 |
0.500 |
0.8863 |
0.382 |
0.8862 |
LOW |
0.8860 |
0.618 |
0.8856 |
1.000 |
0.8854 |
1.618 |
0.8850 |
2.618 |
0.8844 |
4.250 |
0.8835 |
|
|
Fisher Pivots for day following 07-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8865 |
0.8852 |
PP |
0.8864 |
0.8837 |
S1 |
0.8863 |
0.8823 |
|