CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 04-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.8967 |
0.8914 |
-0.0053 |
-0.6% |
0.9022 |
High |
0.9022 |
0.8914 |
-0.0108 |
-1.2% |
0.9070 |
Low |
0.8967 |
0.8899 |
-0.0068 |
-0.8% |
0.8955 |
Close |
0.9022 |
0.8913 |
-0.0109 |
-1.2% |
0.8985 |
Range |
0.0055 |
0.0015 |
-0.0040 |
-72.7% |
0.0115 |
ATR |
0.0049 |
0.0054 |
0.0005 |
10.7% |
0.0000 |
Volume |
10 |
2 |
-8 |
-80.0% |
21 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8954 |
0.8948 |
0.8921 |
|
R3 |
0.8939 |
0.8933 |
0.8917 |
|
R2 |
0.8924 |
0.8924 |
0.8916 |
|
R1 |
0.8918 |
0.8918 |
0.8914 |
0.8914 |
PP |
0.8909 |
0.8909 |
0.8909 |
0.8906 |
S1 |
0.8903 |
0.8903 |
0.8912 |
0.8899 |
S2 |
0.8894 |
0.8894 |
0.8910 |
|
S3 |
0.8879 |
0.8888 |
0.8909 |
|
S4 |
0.8864 |
0.8873 |
0.8905 |
|
|
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 |
0.8978 |
2.618 |
0.8953 |
1.618 |
0.8938 |
1.000 |
0.8929 |
0.618 |
0.8923 |
HIGH |
0.8914 |
0.618 |
0.8908 |
0.500 |
0.8907 |
0.382 |
0.8905 |
LOW |
0.8899 |
0.618 |
0.8890 |
1.000 |
0.8884 |
1.618 |
0.8875 |
2.618 |
0.8860 |
4.250 |
0.8835 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8911 |
0.8974 |
PP |
0.8909 |
0.8954 |
S1 |
0.8907 |
0.8933 |
|