CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 23-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.8785 |
0.8824 |
0.0039 |
0.4% |
0.8838 |
High |
0.8831 |
0.8842 |
0.0011 |
0.1% |
0.8861 |
Low |
0.8785 |
0.8824 |
0.0039 |
0.4% |
0.8741 |
Close |
0.8815 |
0.8833 |
0.0018 |
0.2% |
0.8815 |
Range |
0.0046 |
0.0018 |
-0.0028 |
-60.9% |
0.0120 |
ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
5 |
18 |
13 |
260.0% |
111 |
|
Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8887 |
0.8878 |
0.8843 |
|
R3 |
0.8869 |
0.8860 |
0.8838 |
|
R2 |
0.8851 |
0.8851 |
0.8836 |
|
R1 |
0.8842 |
0.8842 |
0.8835 |
0.8847 |
PP |
0.8833 |
0.8833 |
0.8833 |
0.8835 |
S1 |
0.8824 |
0.8824 |
0.8831 |
0.8829 |
S2 |
0.8815 |
0.8815 |
0.8830 |
|
S3 |
0.8797 |
0.8806 |
0.8828 |
|
S4 |
0.8779 |
0.8788 |
0.8823 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9166 |
0.9110 |
0.8881 |
|
R3 |
0.9046 |
0.8990 |
0.8848 |
|
R2 |
0.8926 |
0.8926 |
0.8837 |
|
R1 |
0.8870 |
0.8870 |
0.8826 |
0.8838 |
PP |
0.8806 |
0.8806 |
0.8806 |
0.8790 |
S1 |
0.8750 |
0.8750 |
0.8804 |
0.8718 |
S2 |
0.8686 |
0.8686 |
0.8793 |
|
S3 |
0.8566 |
0.8630 |
0.8782 |
|
S4 |
0.8446 |
0.8510 |
0.8749 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8919 |
2.618 |
0.8889 |
1.618 |
0.8871 |
1.000 |
0.8860 |
0.618 |
0.8853 |
HIGH |
0.8842 |
0.618 |
0.8835 |
0.500 |
0.8833 |
0.382 |
0.8831 |
LOW |
0.8824 |
0.618 |
0.8813 |
1.000 |
0.8806 |
1.618 |
0.8795 |
2.618 |
0.8777 |
4.250 |
0.8748 |
|
|
Fisher Pivots for day following 23-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8833 |
0.8819 |
PP |
0.8833 |
0.8805 |
S1 |
0.8833 |
0.8792 |
|