CME Australian Dollar Future March 2014
Trading Metrics calculated at close of trading on 05-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
0.8975 |
0.9064 |
0.0089 |
1.0% |
0.8916 |
High |
0.9054 |
0.9066 |
0.0012 |
0.1% |
0.8916 |
Low |
0.8975 |
0.9007 |
0.0032 |
0.4% |
0.8791 |
Close |
0.9054 |
0.9008 |
-0.0046 |
-0.5% |
0.8791 |
Range |
0.0079 |
0.0059 |
-0.0020 |
-25.3% |
0.0125 |
ATR |
0.0064 |
0.0064 |
0.0000 |
-0.6% |
0.0000 |
Volume |
2 |
30 |
28 |
1,400.0% |
53 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9204 |
0.9165 |
0.9040 |
|
R3 |
0.9145 |
0.9106 |
0.9024 |
|
R2 |
0.9086 |
0.9086 |
0.9019 |
|
R1 |
0.9047 |
0.9047 |
0.9013 |
0.9037 |
PP |
0.9027 |
0.9027 |
0.9027 |
0.9022 |
S1 |
0.8988 |
0.8988 |
0.9003 |
0.8978 |
S2 |
0.8968 |
0.8968 |
0.8997 |
|
S3 |
0.8909 |
0.8929 |
0.8992 |
|
S4 |
0.8850 |
0.8870 |
0.8976 |
|
|
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 |
0.9317 |
2.618 |
0.9220 |
1.618 |
0.9161 |
1.000 |
0.9125 |
0.618 |
0.9102 |
HIGH |
0.9066 |
0.618 |
0.9043 |
0.500 |
0.9037 |
0.382 |
0.9030 |
LOW |
0.9007 |
0.618 |
0.8971 |
1.000 |
0.8948 |
1.618 |
0.8912 |
2.618 |
0.8853 |
4.250 |
0.8756 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9037 |
0.8993 |
PP |
0.9027 |
0.8978 |
S1 |
0.9018 |
0.8963 |
|