CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 09-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.8996 |
0.8965 |
-0.0031 |
-0.3% |
0.9041 |
High |
0.8996 |
0.8995 |
-0.0001 |
0.0% |
0.9049 |
Low |
0.8985 |
0.8965 |
-0.0020 |
-0.2% |
0.8899 |
Close |
0.8985 |
0.8995 |
0.0010 |
0.1% |
0.8985 |
Range |
0.0011 |
0.0030 |
0.0019 |
172.7% |
0.0150 |
ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
5 |
3 |
-2 |
-40.0% |
29 |
|
Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9075 |
0.9065 |
0.9012 |
|
R3 |
0.9045 |
0.9035 |
0.9003 |
|
R2 |
0.9015 |
0.9015 |
0.9001 |
|
R1 |
0.9005 |
0.9005 |
0.8998 |
0.9010 |
PP |
0.8985 |
0.8985 |
0.8985 |
0.8988 |
S1 |
0.8975 |
0.8975 |
0.8992 |
0.8980 |
S2 |
0.8955 |
0.8955 |
0.8990 |
|
S3 |
0.8925 |
0.8945 |
0.8987 |
|
S4 |
0.8895 |
0.8915 |
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 |
0.9123 |
2.618 |
0.9074 |
1.618 |
0.9044 |
1.000 |
0.9025 |
0.618 |
0.9014 |
HIGH |
0.8995 |
0.618 |
0.8984 |
0.500 |
0.8980 |
0.382 |
0.8976 |
LOW |
0.8965 |
0.618 |
0.8946 |
1.000 |
0.8935 |
1.618 |
0.8916 |
2.618 |
0.8886 |
4.250 |
0.8838 |
|
|
Fisher Pivots for day following 09-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8990 |
0.8988 |
PP |
0.8985 |
0.8981 |
S1 |
0.8980 |
0.8975 |
|