CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 27-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
0.9070 |
0.9015 |
-0.0055 |
-0.6% |
0.9240 |
High |
0.9070 |
0.9015 |
-0.0055 |
-0.6% |
0.9296 |
Low |
0.9001 |
0.8955 |
-0.0046 |
-0.5% |
0.9040 |
Close |
0.9016 |
0.8959 |
-0.0057 |
-0.6% |
0.9044 |
Range |
0.0069 |
0.0060 |
-0.0009 |
-13.0% |
0.0256 |
ATR |
0.0048 |
0.0049 |
0.0001 |
1.9% |
0.0000 |
Volume |
4 |
5 |
1 |
25.0% |
15 |
|
Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9156 |
0.9118 |
0.8992 |
|
R3 |
0.9096 |
0.9058 |
0.8976 |
|
R2 |
0.9036 |
0.9036 |
0.8970 |
|
R1 |
0.8998 |
0.8998 |
0.8965 |
0.8987 |
PP |
0.8976 |
0.8976 |
0.8976 |
0.8971 |
S1 |
0.8938 |
0.8938 |
0.8954 |
0.8927 |
S2 |
0.8916 |
0.8916 |
0.8948 |
|
S3 |
0.8856 |
0.8878 |
0.8943 |
|
S4 |
0.8796 |
0.8818 |
0.8926 |
|
|
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 |
0.9270 |
2.618 |
0.9172 |
1.618 |
0.9112 |
1.000 |
0.9075 |
0.618 |
0.9052 |
HIGH |
0.9015 |
0.618 |
0.8992 |
0.500 |
0.8985 |
0.382 |
0.8978 |
LOW |
0.8955 |
0.618 |
0.8918 |
1.000 |
0.8895 |
1.618 |
0.8858 |
2.618 |
0.8798 |
4.250 |
0.8700 |
|
|
Fisher Pivots for day following 27-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8985 |
0.9013 |
PP |
0.8976 |
0.8995 |
S1 |
0.8968 |
0.8977 |
|