CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9296 |
0.9270 |
-0.0026 |
-0.3% |
0.9211 |
| High |
0.9296 |
0.9270 |
-0.0026 |
-0.3% |
0.9231 |
| Low |
0.9288 |
0.9202 |
-0.0086 |
-0.9% |
0.9150 |
| Close |
0.9288 |
0.9202 |
-0.0086 |
-0.9% |
0.9231 |
| Range |
0.0008 |
0.0068 |
0.0060 |
750.0% |
0.0081 |
| ATR |
0.0038 |
0.0042 |
0.0003 |
8.8% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
16 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9429 |
0.9383 |
0.9239 |
|
| R3 |
0.9361 |
0.9315 |
0.9221 |
|
| R2 |
0.9293 |
0.9293 |
0.9214 |
|
| R1 |
0.9247 |
0.9247 |
0.9208 |
0.9236 |
| PP |
0.9225 |
0.9225 |
0.9225 |
0.9219 |
| S1 |
0.9179 |
0.9179 |
0.9196 |
0.9168 |
| S2 |
0.9157 |
0.9157 |
0.9190 |
|
| S3 |
0.9089 |
0.9111 |
0.9183 |
|
| S4 |
0.9021 |
0.9043 |
0.9165 |
|
|
| 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 |
0.9559 |
|
2.618 |
0.9448 |
|
1.618 |
0.9380 |
|
1.000 |
0.9338 |
|
0.618 |
0.9312 |
|
HIGH |
0.9270 |
|
0.618 |
0.9244 |
|
0.500 |
0.9236 |
|
0.382 |
0.9228 |
|
LOW |
0.9202 |
|
0.618 |
0.9160 |
|
1.000 |
0.9134 |
|
1.618 |
0.9092 |
|
2.618 |
0.9024 |
|
4.250 |
0.8913 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9236 |
0.9249 |
| PP |
0.9225 |
0.9233 |
| S1 |
0.9213 |
0.9218 |
|