CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 05-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
0.9367 |
0.9353 |
-0.0014 |
-0.1% |
0.9427 |
High |
0.9367 |
0.9353 |
-0.0014 |
-0.1% |
0.9436 |
Low |
0.9367 |
0.9353 |
-0.0014 |
-0.1% |
0.9297 |
Close |
0.9367 |
0.9353 |
-0.0014 |
-0.1% |
0.9297 |
Range |
|
|
|
|
|
ATR |
0.0032 |
0.0031 |
-0.0001 |
-4.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
7 |
|
Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9353 |
0.9353 |
0.9353 |
|
R3 |
0.9353 |
0.9353 |
0.9353 |
|
R2 |
0.9353 |
0.9353 |
0.9353 |
|
R1 |
0.9353 |
0.9353 |
0.9353 |
0.9353 |
PP |
0.9353 |
0.9353 |
0.9353 |
0.9353 |
S1 |
0.9353 |
0.9353 |
0.9353 |
0.9353 |
S2 |
0.9353 |
0.9353 |
0.9353 |
|
S3 |
0.9353 |
0.9353 |
0.9353 |
|
S4 |
0.9353 |
0.9353 |
0.9353 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9760 |
0.9668 |
0.9373 |
|
R3 |
0.9621 |
0.9529 |
0.9335 |
|
R2 |
0.9482 |
0.9482 |
0.9322 |
|
R1 |
0.9390 |
0.9390 |
0.9310 |
0.9367 |
PP |
0.9343 |
0.9343 |
0.9343 |
0.9332 |
S1 |
0.9251 |
0.9251 |
0.9284 |
0.9228 |
S2 |
0.9204 |
0.9204 |
0.9272 |
|
S3 |
0.9065 |
0.9112 |
0.9259 |
|
S4 |
0.8926 |
0.8973 |
0.9221 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9353 |
2.618 |
0.9353 |
1.618 |
0.9353 |
1.000 |
0.9353 |
0.618 |
0.9353 |
HIGH |
0.9353 |
0.618 |
0.9353 |
0.500 |
0.9353 |
0.382 |
0.9353 |
LOW |
0.9353 |
0.618 |
0.9353 |
1.000 |
0.9353 |
1.618 |
0.9353 |
2.618 |
0.9353 |
4.250 |
0.9353 |
|
|
Fisher Pivots for day following 05-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9353 |
0.9346 |
PP |
0.9353 |
0.9339 |
S1 |
0.9353 |
0.9332 |
|