CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9405 |
0.9497 |
0.0092 |
1.0% |
0.9288 |
| High |
0.9405 |
0.9497 |
0.0092 |
1.0% |
0.9319 |
| Low |
0.9405 |
0.9486 |
0.0081 |
0.9% |
0.9275 |
| Close |
0.9405 |
0.9486 |
0.0081 |
0.9% |
0.9319 |
| Range |
0.0000 |
0.0011 |
0.0011 |
|
0.0044 |
| ATR |
|
|
|
|
|
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9523 |
0.9515 |
0.9492 |
|
| R3 |
0.9512 |
0.9504 |
0.9489 |
|
| R2 |
0.9501 |
0.9501 |
0.9488 |
|
| R1 |
0.9493 |
0.9493 |
0.9487 |
0.9492 |
| PP |
0.9490 |
0.9490 |
0.9490 |
0.9489 |
| S1 |
0.9482 |
0.9482 |
0.9485 |
0.9481 |
| S2 |
0.9479 |
0.9479 |
0.9484 |
|
| S3 |
0.9468 |
0.9471 |
0.9483 |
|
| S4 |
0.9457 |
0.9460 |
0.9480 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9436 |
0.9422 |
0.9343 |
|
| R3 |
0.9392 |
0.9378 |
0.9331 |
|
| R2 |
0.9348 |
0.9348 |
0.9327 |
|
| R1 |
0.9334 |
0.9334 |
0.9323 |
0.9341 |
| PP |
0.9304 |
0.9304 |
0.9304 |
0.9308 |
| S1 |
0.9290 |
0.9290 |
0.9315 |
0.9297 |
| S2 |
0.9260 |
0.9260 |
0.9311 |
|
| S3 |
0.9216 |
0.9246 |
0.9307 |
|
| S4 |
0.9172 |
0.9202 |
0.9295 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9544 |
|
2.618 |
0.9526 |
|
1.618 |
0.9515 |
|
1.000 |
0.9508 |
|
0.618 |
0.9504 |
|
HIGH |
0.9497 |
|
0.618 |
0.9493 |
|
0.500 |
0.9492 |
|
0.382 |
0.9490 |
|
LOW |
0.9486 |
|
0.618 |
0.9479 |
|
1.000 |
0.9475 |
|
1.618 |
0.9468 |
|
2.618 |
0.9457 |
|
4.250 |
0.9439 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9492 |
0.9466 |
| PP |
0.9490 |
0.9447 |
| S1 |
0.9488 |
0.9427 |
|