CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.8812 |
0.8838 |
0.0026 |
0.3% |
0.8965 |
High |
0.8855 |
0.8861 |
0.0006 |
0.1% |
0.9045 |
Low |
0.8812 |
0.8838 |
0.0026 |
0.3% |
0.8812 |
Close |
0.8855 |
0.8843 |
-0.0012 |
-0.1% |
0.8855 |
Range |
0.0043 |
0.0023 |
-0.0020 |
-46.5% |
0.0233 |
ATR |
0.0060 |
0.0058 |
-0.0003 |
-4.4% |
0.0000 |
Volume |
16 |
2 |
-14 |
-87.5% |
26 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8916 |
0.8903 |
0.8856 |
|
R3 |
0.8893 |
0.8880 |
0.8849 |
|
R2 |
0.8870 |
0.8870 |
0.8847 |
|
R1 |
0.8857 |
0.8857 |
0.8845 |
0.8864 |
PP |
0.8847 |
0.8847 |
0.8847 |
0.8851 |
S1 |
0.8834 |
0.8834 |
0.8841 |
0.8841 |
S2 |
0.8824 |
0.8824 |
0.8839 |
|
S3 |
0.8801 |
0.8811 |
0.8837 |
|
S4 |
0.8778 |
0.8788 |
0.8830 |
|
|
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 |
0.8959 |
2.618 |
0.8921 |
1.618 |
0.8898 |
1.000 |
0.8884 |
0.618 |
0.8875 |
HIGH |
0.8861 |
0.618 |
0.8852 |
0.500 |
0.8850 |
0.382 |
0.8847 |
LOW |
0.8838 |
0.618 |
0.8824 |
1.000 |
0.8815 |
1.618 |
0.8801 |
2.618 |
0.8778 |
4.250 |
0.8740 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8850 |
0.8861 |
PP |
0.8847 |
0.8855 |
S1 |
0.8845 |
0.8849 |
|