CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 25-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
0.9110 |
0.9022 |
-0.0088 |
-1.0% |
0.9240 |
High |
0.9110 |
0.9049 |
-0.0061 |
-0.7% |
0.9296 |
Low |
0.9040 |
0.9022 |
-0.0018 |
-0.2% |
0.9040 |
Close |
0.9044 |
0.9035 |
-0.0009 |
-0.1% |
0.9044 |
Range |
0.0070 |
0.0027 |
-0.0043 |
-61.4% |
0.0256 |
ATR |
0.0048 |
0.0047 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
4 |
5 |
1 |
25.0% |
15 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9116 |
0.9103 |
0.9050 |
|
R3 |
0.9089 |
0.9076 |
0.9042 |
|
R2 |
0.9062 |
0.9062 |
0.9040 |
|
R1 |
0.9049 |
0.9049 |
0.9037 |
0.9056 |
PP |
0.9035 |
0.9035 |
0.9035 |
0.9039 |
S1 |
0.9022 |
0.9022 |
0.9033 |
0.9029 |
S2 |
0.9008 |
0.9008 |
0.9030 |
|
S3 |
0.8981 |
0.8995 |
0.9028 |
|
S4 |
0.8954 |
0.8968 |
0.9020 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9895 |
0.9725 |
0.9185 |
|
R3 |
0.9639 |
0.9469 |
0.9114 |
|
R2 |
0.9383 |
0.9383 |
0.9091 |
|
R1 |
0.9213 |
0.9213 |
0.9067 |
0.9170 |
PP |
0.9127 |
0.9127 |
0.9127 |
0.9105 |
S1 |
0.8957 |
0.8957 |
0.9021 |
0.8914 |
S2 |
0.8871 |
0.8871 |
0.8997 |
|
S3 |
0.8615 |
0.8701 |
0.8974 |
|
S4 |
0.8359 |
0.8445 |
0.8903 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9164 |
2.618 |
0.9120 |
1.618 |
0.9093 |
1.000 |
0.9076 |
0.618 |
0.9066 |
HIGH |
0.9049 |
0.618 |
0.9039 |
0.500 |
0.9036 |
0.382 |
0.9032 |
LOW |
0.9022 |
0.618 |
0.9005 |
1.000 |
0.8995 |
1.618 |
0.8978 |
2.618 |
0.8951 |
4.250 |
0.8907 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9036 |
0.9094 |
PP |
0.9035 |
0.9074 |
S1 |
0.9035 |
0.9055 |
|