CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 18-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.8837 |
0.8810 |
-0.0027 |
-0.3% |
0.8965 |
High |
0.8837 |
0.8835 |
-0.0002 |
0.0% |
0.9045 |
Low |
0.8785 |
0.8745 |
-0.0040 |
-0.5% |
0.8812 |
Close |
0.8792 |
0.8781 |
-0.0011 |
-0.1% |
0.8855 |
Range |
0.0052 |
0.0090 |
0.0038 |
73.1% |
0.0233 |
ATR |
0.0058 |
0.0060 |
0.0002 |
4.0% |
0.0000 |
Volume |
31 |
29 |
-2 |
-6.5% |
26 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9057 |
0.9009 |
0.8831 |
|
R3 |
0.8967 |
0.8919 |
0.8806 |
|
R2 |
0.8877 |
0.8877 |
0.8798 |
|
R1 |
0.8829 |
0.8829 |
0.8789 |
0.8808 |
PP |
0.8787 |
0.8787 |
0.8787 |
0.8777 |
S1 |
0.8739 |
0.8739 |
0.8773 |
0.8718 |
S2 |
0.8697 |
0.8697 |
0.8765 |
|
S3 |
0.8607 |
0.8649 |
0.8756 |
|
S4 |
0.8517 |
0.8559 |
0.8732 |
|
|
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 |
0.9218 |
2.618 |
0.9071 |
1.618 |
0.8981 |
1.000 |
0.8925 |
0.618 |
0.8891 |
HIGH |
0.8835 |
0.618 |
0.8801 |
0.500 |
0.8790 |
0.382 |
0.8779 |
LOW |
0.8745 |
0.618 |
0.8689 |
1.000 |
0.8655 |
1.618 |
0.8599 |
2.618 |
0.8509 |
4.250 |
0.8363 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8790 |
0.8803 |
PP |
0.8787 |
0.8796 |
S1 |
0.8784 |
0.8788 |
|