CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 03-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9041 |
0.8967 |
-0.0074 |
-0.8% |
0.9022 |
High |
0.9049 |
0.9022 |
-0.0027 |
-0.3% |
0.9070 |
Low |
0.8985 |
0.8967 |
-0.0018 |
-0.2% |
0.8955 |
Close |
0.8985 |
0.9022 |
0.0037 |
0.4% |
0.8985 |
Range |
0.0064 |
0.0055 |
-0.0009 |
-14.1% |
0.0115 |
ATR |
0.0049 |
0.0049 |
0.0000 |
0.9% |
0.0000 |
Volume |
7 |
10 |
3 |
42.9% |
21 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9169 |
0.9150 |
0.9052 |
|
R3 |
0.9114 |
0.9095 |
0.9037 |
|
R2 |
0.9059 |
0.9059 |
0.9032 |
|
R1 |
0.9040 |
0.9040 |
0.9027 |
0.9050 |
PP |
0.9004 |
0.9004 |
0.9004 |
0.9008 |
S1 |
0.8985 |
0.8985 |
0.9017 |
0.8995 |
S2 |
0.8949 |
0.8949 |
0.9012 |
|
S3 |
0.8894 |
0.8930 |
0.9007 |
|
S4 |
0.8839 |
0.8875 |
0.8992 |
|
|
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 |
0.9256 |
2.618 |
0.9166 |
1.618 |
0.9111 |
1.000 |
0.9077 |
0.618 |
0.9056 |
HIGH |
0.9022 |
0.618 |
0.9001 |
0.500 |
0.8995 |
0.382 |
0.8988 |
LOW |
0.8967 |
0.618 |
0.8933 |
1.000 |
0.8912 |
1.618 |
0.8878 |
2.618 |
0.8823 |
4.250 |
0.8733 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9013 |
0.9017 |
PP |
0.9004 |
0.9013 |
S1 |
0.8995 |
0.9008 |
|