CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9240 |
0.9296 |
0.0056 |
0.6% |
0.9211 |
| High |
0.9246 |
0.9296 |
0.0050 |
0.5% |
0.9231 |
| Low |
0.9240 |
0.9288 |
0.0048 |
0.5% |
0.9150 |
| Close |
0.9246 |
0.9288 |
0.0042 |
0.5% |
0.9231 |
| Range |
0.0006 |
0.0008 |
0.0002 |
33.3% |
0.0081 |
| ATR |
0.0038 |
0.0038 |
0.0001 |
2.4% |
0.0000 |
| Volume |
5 |
2 |
-3 |
-60.0% |
16 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9315 |
0.9309 |
0.9292 |
|
| R3 |
0.9307 |
0.9301 |
0.9290 |
|
| R2 |
0.9299 |
0.9299 |
0.9289 |
|
| R1 |
0.9293 |
0.9293 |
0.9289 |
0.9292 |
| PP |
0.9291 |
0.9291 |
0.9291 |
0.9290 |
| S1 |
0.9285 |
0.9285 |
0.9287 |
0.9284 |
| S2 |
0.9283 |
0.9283 |
0.9287 |
|
| S3 |
0.9275 |
0.9277 |
0.9286 |
|
| S4 |
0.9267 |
0.9269 |
0.9284 |
|
|
| 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 |
0.9330 |
|
2.618 |
0.9317 |
|
1.618 |
0.9309 |
|
1.000 |
0.9304 |
|
0.618 |
0.9301 |
|
HIGH |
0.9296 |
|
0.618 |
0.9293 |
|
0.500 |
0.9292 |
|
0.382 |
0.9291 |
|
LOW |
0.9288 |
|
0.618 |
0.9283 |
|
1.000 |
0.9280 |
|
1.618 |
0.9275 |
|
2.618 |
0.9267 |
|
4.250 |
0.9254 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9292 |
0.9278 |
| PP |
0.9291 |
0.9268 |
| S1 |
0.9289 |
0.9258 |
|