CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9225 |
0.9240 |
0.0015 |
0.2% |
0.9211 |
| High |
0.9231 |
0.9246 |
0.0015 |
0.2% |
0.9231 |
| Low |
0.9220 |
0.9240 |
0.0020 |
0.2% |
0.9150 |
| Close |
0.9231 |
0.9246 |
0.0015 |
0.2% |
0.9231 |
| Range |
0.0011 |
0.0006 |
-0.0005 |
-45.5% |
0.0081 |
| ATR |
0.0039 |
0.0038 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
4 |
5 |
1 |
25.0% |
16 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9262 |
0.9260 |
0.9249 |
|
| R3 |
0.9256 |
0.9254 |
0.9248 |
|
| R2 |
0.9250 |
0.9250 |
0.9247 |
|
| R1 |
0.9248 |
0.9248 |
0.9247 |
0.9249 |
| PP |
0.9244 |
0.9244 |
0.9244 |
0.9245 |
| S1 |
0.9242 |
0.9242 |
0.9245 |
0.9243 |
| S2 |
0.9238 |
0.9238 |
0.9245 |
|
| S3 |
0.9232 |
0.9236 |
0.9244 |
|
| S4 |
0.9226 |
0.9230 |
0.9243 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9447 |
0.9420 |
0.9276 |
|
| R3 |
0.9366 |
0.9339 |
0.9253 |
|
| R2 |
0.9285 |
0.9285 |
0.9246 |
|
| R1 |
0.9258 |
0.9258 |
0.9238 |
0.9272 |
| PP |
0.9204 |
0.9204 |
0.9204 |
0.9211 |
| S1 |
0.9177 |
0.9177 |
0.9224 |
0.9191 |
| S2 |
0.9123 |
0.9123 |
0.9216 |
|
| S3 |
0.9042 |
0.9096 |
0.9209 |
|
| S4 |
0.8961 |
0.9015 |
0.9186 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9272 |
|
2.618 |
0.9262 |
|
1.618 |
0.9256 |
|
1.000 |
0.9252 |
|
0.618 |
0.9250 |
|
HIGH |
0.9246 |
|
0.618 |
0.9244 |
|
0.500 |
0.9243 |
|
0.382 |
0.9242 |
|
LOW |
0.9240 |
|
0.618 |
0.9236 |
|
1.000 |
0.9234 |
|
1.618 |
0.9230 |
|
2.618 |
0.9224 |
|
4.250 |
0.9215 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9245 |
0.9233 |
| PP |
0.9244 |
0.9219 |
| S1 |
0.9243 |
0.9206 |
|