CME Australian Dollar Future March 2014
Trading Metrics calculated at close of trading on 12-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
0.9013 |
0.9047 |
0.0034 |
0.4% |
0.8780 |
High |
0.9091 |
0.9047 |
-0.0044 |
-0.5% |
0.9091 |
Low |
0.9013 |
0.9032 |
0.0019 |
0.2% |
0.8780 |
Close |
0.9091 |
0.9032 |
-0.0059 |
-0.6% |
0.9091 |
Range |
0.0078 |
0.0015 |
-0.0063 |
-80.8% |
0.0311 |
ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
9 |
|
Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9082 |
0.9072 |
0.9040 |
|
R3 |
0.9067 |
0.9057 |
0.9036 |
|
R2 |
0.9052 |
0.9052 |
0.9035 |
|
R1 |
0.9042 |
0.9042 |
0.9033 |
0.9040 |
PP |
0.9037 |
0.9037 |
0.9037 |
0.9036 |
S1 |
0.9027 |
0.9027 |
0.9031 |
0.9025 |
S2 |
0.9022 |
0.9022 |
0.9029 |
|
S3 |
0.9007 |
0.9012 |
0.9028 |
|
S4 |
0.8992 |
0.8997 |
0.9024 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9920 |
0.9817 |
0.9262 |
|
R3 |
0.9609 |
0.9506 |
0.9177 |
|
R2 |
0.9298 |
0.9298 |
0.9148 |
|
R1 |
0.9195 |
0.9195 |
0.9120 |
0.9247 |
PP |
0.8987 |
0.8987 |
0.8987 |
0.9013 |
S1 |
0.8884 |
0.8884 |
0.9062 |
0.8936 |
S2 |
0.8676 |
0.8676 |
0.9034 |
|
S3 |
0.8365 |
0.8573 |
0.9005 |
|
S4 |
0.8054 |
0.8262 |
0.8920 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9111 |
2.618 |
0.9086 |
1.618 |
0.9071 |
1.000 |
0.9062 |
0.618 |
0.9056 |
HIGH |
0.9047 |
0.618 |
0.9041 |
0.500 |
0.9040 |
0.382 |
0.9038 |
LOW |
0.9032 |
0.618 |
0.9023 |
1.000 |
0.9017 |
1.618 |
0.9008 |
2.618 |
0.8993 |
4.250 |
0.8968 |
|
|
Fisher Pivots for day following 12-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9040 |
0.9030 |
PP |
0.9037 |
0.9027 |
S1 |
0.9035 |
0.9025 |
|