CME Australian Dollar Future March 2014
Trading Metrics calculated at close of trading on 22-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
0.8932 |
0.8854 |
-0.0078 |
-0.9% |
0.9047 |
High |
0.8932 |
0.8882 |
-0.0050 |
-0.6% |
0.9076 |
Low |
0.8900 |
0.8854 |
-0.0046 |
-0.5% |
0.8970 |
Close |
0.8906 |
0.8882 |
-0.0024 |
-0.3% |
0.9076 |
Range |
0.0032 |
0.0028 |
-0.0004 |
-12.5% |
0.0106 |
ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
2 |
4 |
2 |
100.0% |
9 |
|
Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8957 |
0.8947 |
0.8897 |
|
R3 |
0.8929 |
0.8919 |
0.8890 |
|
R2 |
0.8901 |
0.8901 |
0.8887 |
|
R1 |
0.8891 |
0.8891 |
0.8885 |
0.8896 |
PP |
0.8873 |
0.8873 |
0.8873 |
0.8875 |
S1 |
0.8863 |
0.8863 |
0.8879 |
0.8868 |
S2 |
0.8845 |
0.8845 |
0.8877 |
|
S3 |
0.8817 |
0.8835 |
0.8874 |
|
S4 |
0.8789 |
0.8807 |
0.8867 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9359 |
0.9323 |
0.9134 |
|
R3 |
0.9253 |
0.9217 |
0.9105 |
|
R2 |
0.9147 |
0.9147 |
0.9095 |
|
R1 |
0.9111 |
0.9111 |
0.9086 |
0.9129 |
PP |
0.9041 |
0.9041 |
0.9041 |
0.9050 |
S1 |
0.9005 |
0.9005 |
0.9066 |
0.9023 |
S2 |
0.8935 |
0.8935 |
0.9057 |
|
S3 |
0.8829 |
0.8899 |
0.9047 |
|
S4 |
0.8723 |
0.8793 |
0.9018 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9001 |
2.618 |
0.8955 |
1.618 |
0.8927 |
1.000 |
0.8910 |
0.618 |
0.8899 |
HIGH |
0.8882 |
0.618 |
0.8871 |
0.500 |
0.8868 |
0.382 |
0.8865 |
LOW |
0.8854 |
0.618 |
0.8837 |
1.000 |
0.8826 |
1.618 |
0.8809 |
2.618 |
0.8781 |
4.250 |
0.8735 |
|
|
Fisher Pivots for day following 22-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8877 |
0.8914 |
PP |
0.8873 |
0.8903 |
S1 |
0.8868 |
0.8893 |
|