CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.8965 |
0.8954 |
-0.0011 |
-0.1% |
0.9041 |
High |
0.9045 |
0.8954 |
-0.0091 |
-1.0% |
0.9049 |
Low |
0.8965 |
0.8954 |
-0.0011 |
-0.1% |
0.8899 |
Close |
0.9044 |
0.8954 |
-0.0090 |
-1.0% |
0.8985 |
Range |
0.0080 |
0.0000 |
-0.0080 |
-100.0% |
0.0150 |
ATR |
0.0053 |
0.0056 |
0.0003 |
5.0% |
0.0000 |
Volume |
1 |
3 |
2 |
200.0% |
29 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8954 |
0.8954 |
0.8954 |
|
R3 |
0.8954 |
0.8954 |
0.8954 |
|
R2 |
0.8954 |
0.8954 |
0.8954 |
|
R1 |
0.8954 |
0.8954 |
0.8954 |
0.8954 |
PP |
0.8954 |
0.8954 |
0.8954 |
0.8954 |
S1 |
0.8954 |
0.8954 |
0.8954 |
0.8954 |
S2 |
0.8954 |
0.8954 |
0.8954 |
|
S3 |
0.8954 |
0.8954 |
0.8954 |
|
S4 |
0.8954 |
0.8954 |
0.8954 |
|
|
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 |
0.8954 |
2.618 |
0.8954 |
1.618 |
0.8954 |
1.000 |
0.8954 |
0.618 |
0.8954 |
HIGH |
0.8954 |
0.618 |
0.8954 |
0.500 |
0.8954 |
0.382 |
0.8954 |
LOW |
0.8954 |
0.618 |
0.8954 |
1.000 |
0.8954 |
1.618 |
0.8954 |
2.618 |
0.8954 |
4.250 |
0.8954 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8954 |
0.9000 |
PP |
0.8954 |
0.8984 |
S1 |
0.8954 |
0.8969 |
|