CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.8910 |
0.8812 |
-0.0098 |
-1.1% |
0.8965 |
High |
0.8910 |
0.8855 |
-0.0055 |
-0.6% |
0.9045 |
Low |
0.8815 |
0.8812 |
-0.0003 |
0.0% |
0.8812 |
Close |
0.8829 |
0.8855 |
0.0026 |
0.3% |
0.8855 |
Range |
0.0095 |
0.0043 |
-0.0052 |
-54.7% |
0.0233 |
ATR |
0.0062 |
0.0060 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
3 |
16 |
13 |
433.3% |
26 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8970 |
0.8955 |
0.8879 |
|
R3 |
0.8927 |
0.8912 |
0.8867 |
|
R2 |
0.8884 |
0.8884 |
0.8863 |
|
R1 |
0.8869 |
0.8869 |
0.8859 |
0.8877 |
PP |
0.8841 |
0.8841 |
0.8841 |
0.8844 |
S1 |
0.8826 |
0.8826 |
0.8851 |
0.8834 |
S2 |
0.8798 |
0.8798 |
0.8847 |
|
S3 |
0.8755 |
0.8783 |
0.8843 |
|
S4 |
0.8712 |
0.8740 |
0.8831 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9603 |
0.9462 |
0.8983 |
|
R3 |
0.9370 |
0.9229 |
0.8919 |
|
R2 |
0.9137 |
0.9137 |
0.8898 |
|
R1 |
0.8996 |
0.8996 |
0.8876 |
0.8950 |
PP |
0.8904 |
0.8904 |
0.8904 |
0.8881 |
S1 |
0.8763 |
0.8763 |
0.8834 |
0.8717 |
S2 |
0.8671 |
0.8671 |
0.8812 |
|
S3 |
0.8438 |
0.8530 |
0.8791 |
|
S4 |
0.8205 |
0.8297 |
0.8727 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9038 |
2.618 |
0.8968 |
1.618 |
0.8925 |
1.000 |
0.8898 |
0.618 |
0.8882 |
HIGH |
0.8855 |
0.618 |
0.8839 |
0.500 |
0.8834 |
0.382 |
0.8828 |
LOW |
0.8812 |
0.618 |
0.8785 |
1.000 |
0.8769 |
1.618 |
0.8742 |
2.618 |
0.8699 |
4.250 |
0.8629 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8848 |
0.8883 |
PP |
0.8841 |
0.8874 |
S1 |
0.8834 |
0.8864 |
|