CME Australian Dollar Future March 2014
Trading Metrics calculated at close of trading on 09-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
0.9020 |
0.9103 |
0.0083 |
0.9% |
0.8860 |
High |
0.9096 |
0.9123 |
0.0027 |
0.3% |
0.9096 |
Low |
0.9020 |
0.9103 |
0.0083 |
0.9% |
0.8860 |
Close |
0.9078 |
0.9119 |
0.0041 |
0.5% |
0.9078 |
Range |
0.0076 |
0.0020 |
-0.0056 |
-73.7% |
0.0236 |
ATR |
0.0066 |
0.0064 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
87 |
21 |
-66 |
-75.9% |
121 |
|
Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9175 |
0.9167 |
0.9130 |
|
R3 |
0.9155 |
0.9147 |
0.9125 |
|
R2 |
0.9135 |
0.9135 |
0.9123 |
|
R1 |
0.9127 |
0.9127 |
0.9121 |
0.9131 |
PP |
0.9115 |
0.9115 |
0.9115 |
0.9117 |
S1 |
0.9107 |
0.9107 |
0.9117 |
0.9111 |
S2 |
0.9095 |
0.9095 |
0.9115 |
|
S3 |
0.9075 |
0.9087 |
0.9114 |
|
S4 |
0.9055 |
0.9067 |
0.9108 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9719 |
0.9635 |
0.9208 |
|
R3 |
0.9483 |
0.9399 |
0.9143 |
|
R2 |
0.9247 |
0.9247 |
0.9121 |
|
R1 |
0.9163 |
0.9163 |
0.9100 |
0.9205 |
PP |
0.9011 |
0.9011 |
0.9011 |
0.9033 |
S1 |
0.8927 |
0.8927 |
0.9056 |
0.8969 |
S2 |
0.8775 |
0.8775 |
0.9035 |
|
S3 |
0.8539 |
0.8691 |
0.9013 |
|
S4 |
0.8303 |
0.8455 |
0.8948 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9123 |
0.8860 |
0.0263 |
2.9% |
0.0063 |
0.7% |
98% |
True |
False |
28 |
10 |
0.9123 |
0.8791 |
0.0332 |
3.6% |
0.0041 |
0.4% |
99% |
True |
False |
19 |
20 |
0.9123 |
0.8791 |
0.0332 |
3.6% |
0.0032 |
0.3% |
99% |
True |
False |
10 |
40 |
0.9153 |
0.8765 |
0.0388 |
4.3% |
0.0031 |
0.3% |
91% |
False |
False |
6 |
60 |
0.9446 |
0.8765 |
0.0681 |
7.5% |
0.0027 |
0.3% |
52% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9208 |
2.618 |
0.9175 |
1.618 |
0.9155 |
1.000 |
0.9143 |
0.618 |
0.9135 |
HIGH |
0.9123 |
0.618 |
0.9115 |
0.500 |
0.9113 |
0.382 |
0.9111 |
LOW |
0.9103 |
0.618 |
0.9091 |
1.000 |
0.9083 |
1.618 |
0.9071 |
2.618 |
0.9051 |
4.250 |
0.9018 |
|
|
Fisher Pivots for day following 09-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9117 |
0.9101 |
PP |
0.9115 |
0.9083 |
S1 |
0.9113 |
0.9065 |
|