CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 06-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.8953 |
0.8996 |
0.0043 |
0.5% |
0.9041 |
High |
0.8953 |
0.8996 |
0.0043 |
0.5% |
0.9049 |
Low |
0.8953 |
0.8985 |
0.0032 |
0.4% |
0.8899 |
Close |
0.8953 |
0.8985 |
0.0032 |
0.4% |
0.8985 |
Range |
0.0000 |
0.0011 |
0.0011 |
|
0.0150 |
ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
5 |
5 |
0 |
0.0% |
29 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9022 |
0.9014 |
0.8991 |
|
R3 |
0.9011 |
0.9003 |
0.8988 |
|
R2 |
0.9000 |
0.9000 |
0.8987 |
|
R1 |
0.8992 |
0.8992 |
0.8986 |
0.8991 |
PP |
0.8989 |
0.8989 |
0.8989 |
0.8988 |
S1 |
0.8981 |
0.8981 |
0.8984 |
0.8980 |
S2 |
0.8978 |
0.8978 |
0.8983 |
|
S3 |
0.8967 |
0.8970 |
0.8982 |
|
S4 |
0.8956 |
0.8959 |
0.8979 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9428 |
0.9356 |
0.9068 |
|
R3 |
0.9278 |
0.9206 |
0.9026 |
|
R2 |
0.9128 |
0.9128 |
0.9013 |
|
R1 |
0.9056 |
0.9056 |
0.8999 |
0.9017 |
PP |
0.8978 |
0.8978 |
0.8978 |
0.8958 |
S1 |
0.8906 |
0.8906 |
0.8971 |
0.8867 |
S2 |
0.8828 |
0.8828 |
0.8958 |
|
S3 |
0.8678 |
0.8756 |
0.8944 |
|
S4 |
0.8528 |
0.8606 |
0.8903 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9043 |
2.618 |
0.9025 |
1.618 |
0.9014 |
1.000 |
0.9007 |
0.618 |
0.9003 |
HIGH |
0.8996 |
0.618 |
0.8992 |
0.500 |
0.8991 |
0.382 |
0.8989 |
LOW |
0.8985 |
0.618 |
0.8978 |
1.000 |
0.8974 |
1.618 |
0.8967 |
2.618 |
0.8956 |
4.250 |
0.8938 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8991 |
0.8973 |
PP |
0.8989 |
0.8960 |
S1 |
0.8987 |
0.8948 |
|