CME Australian Dollar Future March 2014
Trading Metrics calculated at close of trading on 04-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
0.8860 |
0.8975 |
0.0115 |
1.3% |
0.8916 |
High |
0.8941 |
0.9054 |
0.0113 |
1.3% |
0.8916 |
Low |
0.8860 |
0.8975 |
0.0115 |
1.3% |
0.8791 |
Close |
0.8941 |
0.9054 |
0.0113 |
1.3% |
0.8791 |
Range |
0.0081 |
0.0079 |
-0.0002 |
-2.5% |
0.0125 |
ATR |
0.0061 |
0.0064 |
0.0004 |
6.2% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
53 |
|
Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9265 |
0.9238 |
0.9097 |
|
R3 |
0.9186 |
0.9159 |
0.9076 |
|
R2 |
0.9107 |
0.9107 |
0.9068 |
|
R1 |
0.9080 |
0.9080 |
0.9061 |
0.9094 |
PP |
0.9028 |
0.9028 |
0.9028 |
0.9034 |
S1 |
0.9001 |
0.9001 |
0.9047 |
0.9015 |
S2 |
0.8949 |
0.8949 |
0.9040 |
|
S3 |
0.8870 |
0.8922 |
0.9032 |
|
S4 |
0.8791 |
0.8843 |
0.9011 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9208 |
0.9124 |
0.8860 |
|
R3 |
0.9083 |
0.8999 |
0.8825 |
|
R2 |
0.8958 |
0.8958 |
0.8814 |
|
R1 |
0.8874 |
0.8874 |
0.8802 |
0.8854 |
PP |
0.8833 |
0.8833 |
0.8833 |
0.8822 |
S1 |
0.8749 |
0.8749 |
0.8780 |
0.8729 |
S2 |
0.8708 |
0.8708 |
0.8768 |
|
S3 |
0.8583 |
0.8624 |
0.8757 |
|
S4 |
0.8458 |
0.8499 |
0.8722 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9390 |
2.618 |
0.9261 |
1.618 |
0.9182 |
1.000 |
0.9133 |
0.618 |
0.9103 |
HIGH |
0.9054 |
0.618 |
0.9024 |
0.500 |
0.9015 |
0.382 |
0.9005 |
LOW |
0.8975 |
0.618 |
0.8926 |
1.000 |
0.8896 |
1.618 |
0.8847 |
2.618 |
0.8768 |
4.250 |
0.8639 |
|
|
Fisher Pivots for day following 04-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9041 |
0.9010 |
PP |
0.9028 |
0.8966 |
S1 |
0.9015 |
0.8923 |
|