CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.8810 |
0.8767 |
-0.0043 |
-0.5% |
0.8965 |
High |
0.8835 |
0.8767 |
-0.0068 |
-0.8% |
0.9045 |
Low |
0.8745 |
0.8741 |
-0.0004 |
0.0% |
0.8812 |
Close |
0.8781 |
0.8753 |
-0.0028 |
-0.3% |
0.8855 |
Range |
0.0090 |
0.0026 |
-0.0064 |
-71.1% |
0.0233 |
ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
29 |
44 |
15 |
51.7% |
26 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8832 |
0.8818 |
0.8767 |
|
R3 |
0.8806 |
0.8792 |
0.8760 |
|
R2 |
0.8780 |
0.8780 |
0.8758 |
|
R1 |
0.8766 |
0.8766 |
0.8755 |
0.8760 |
PP |
0.8754 |
0.8754 |
0.8754 |
0.8751 |
S1 |
0.8740 |
0.8740 |
0.8751 |
0.8734 |
S2 |
0.8728 |
0.8728 |
0.8748 |
|
S3 |
0.8702 |
0.8714 |
0.8746 |
|
S4 |
0.8676 |
0.8688 |
0.8739 |
|
|
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 |
0.8878 |
2.618 |
0.8835 |
1.618 |
0.8809 |
1.000 |
0.8793 |
0.618 |
0.8783 |
HIGH |
0.8767 |
0.618 |
0.8757 |
0.500 |
0.8754 |
0.382 |
0.8751 |
LOW |
0.8741 |
0.618 |
0.8725 |
1.000 |
0.8715 |
1.618 |
0.8699 |
2.618 |
0.8673 |
4.250 |
0.8631 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8754 |
0.8789 |
PP |
0.8754 |
0.8777 |
S1 |
0.8753 |
0.8765 |
|