CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9270 |
0.9165 |
-0.0105 |
-1.1% |
0.9211 |
| High |
0.9270 |
0.9165 |
-0.0105 |
-1.1% |
0.9231 |
| Low |
0.9202 |
0.9095 |
-0.0107 |
-1.2% |
0.9150 |
| Close |
0.9202 |
0.9095 |
-0.0107 |
-1.2% |
0.9231 |
| Range |
0.0068 |
0.0070 |
0.0002 |
2.9% |
0.0081 |
| ATR |
0.0042 |
0.0047 |
0.0005 |
11.1% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
16 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9328 |
0.9282 |
0.9134 |
|
| R3 |
0.9258 |
0.9212 |
0.9114 |
|
| R2 |
0.9188 |
0.9188 |
0.9108 |
|
| R1 |
0.9142 |
0.9142 |
0.9101 |
0.9130 |
| PP |
0.9118 |
0.9118 |
0.9118 |
0.9113 |
| S1 |
0.9072 |
0.9072 |
0.9089 |
0.9060 |
| S2 |
0.9048 |
0.9048 |
0.9082 |
|
| S3 |
0.8978 |
0.9002 |
0.9076 |
|
| S4 |
0.8908 |
0.8932 |
0.9057 |
|
|
| 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 |
0.9463 |
|
2.618 |
0.9348 |
|
1.618 |
0.9278 |
|
1.000 |
0.9235 |
|
0.618 |
0.9208 |
|
HIGH |
0.9165 |
|
0.618 |
0.9138 |
|
0.500 |
0.9130 |
|
0.382 |
0.9122 |
|
LOW |
0.9095 |
|
0.618 |
0.9052 |
|
1.000 |
0.9025 |
|
1.618 |
0.8982 |
|
2.618 |
0.8912 |
|
4.250 |
0.8798 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9130 |
0.9196 |
| PP |
0.9118 |
0.9162 |
| S1 |
0.9107 |
0.9129 |
|