CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
0.9015 |
0.8985 |
-0.0030 |
-0.3% |
0.9022 |
High |
0.9015 |
0.8985 |
-0.0030 |
-0.3% |
0.9070 |
Low |
0.8955 |
0.8985 |
0.0030 |
0.3% |
0.8955 |
Close |
0.8959 |
0.8985 |
0.0026 |
0.3% |
0.8985 |
Range |
0.0060 |
0.0000 |
-0.0060 |
-100.0% |
0.0115 |
ATR |
0.0049 |
0.0048 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
5 |
7 |
2 |
40.0% |
21 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8985 |
0.8985 |
0.8985 |
|
R3 |
0.8985 |
0.8985 |
0.8985 |
|
R2 |
0.8985 |
0.8985 |
0.8985 |
|
R1 |
0.8985 |
0.8985 |
0.8985 |
0.8985 |
PP |
0.8985 |
0.8985 |
0.8985 |
0.8985 |
S1 |
0.8985 |
0.8985 |
0.8985 |
0.8985 |
S2 |
0.8985 |
0.8985 |
0.8985 |
|
S3 |
0.8985 |
0.8985 |
0.8985 |
|
S4 |
0.8985 |
0.8985 |
0.8985 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9348 |
0.9282 |
0.9048 |
|
R3 |
0.9233 |
0.9167 |
0.9017 |
|
R2 |
0.9118 |
0.9118 |
0.9006 |
|
R1 |
0.9052 |
0.9052 |
0.8996 |
0.9028 |
PP |
0.9003 |
0.9003 |
0.9003 |
0.8991 |
S1 |
0.8937 |
0.8937 |
0.8974 |
0.8913 |
S2 |
0.8888 |
0.8888 |
0.8964 |
|
S3 |
0.8773 |
0.8822 |
0.8953 |
|
S4 |
0.8658 |
0.8707 |
0.8922 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8985 |
2.618 |
0.8985 |
1.618 |
0.8985 |
1.000 |
0.8985 |
0.618 |
0.8985 |
HIGH |
0.8985 |
0.618 |
0.8985 |
0.500 |
0.8985 |
0.382 |
0.8985 |
LOW |
0.8985 |
0.618 |
0.8985 |
1.000 |
0.8985 |
1.618 |
0.8985 |
2.618 |
0.8985 |
4.250 |
0.8985 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8985 |
0.9013 |
PP |
0.8985 |
0.9003 |
S1 |
0.8985 |
0.8994 |
|