CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 26-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.8817 |
0.8792 |
-0.0025 |
-0.3% |
0.8838 |
High |
0.8828 |
0.8794 |
-0.0034 |
-0.4% |
0.8861 |
Low |
0.8816 |
0.8782 |
-0.0034 |
-0.4% |
0.8741 |
Close |
0.8826 |
0.8794 |
-0.0032 |
-0.4% |
0.8815 |
Range |
0.0012 |
0.0012 |
0.0000 |
0.0% |
0.0120 |
ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
26 |
50 |
24 |
92.3% |
111 |
|
Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8826 |
0.8822 |
0.8801 |
|
R3 |
0.8814 |
0.8810 |
0.8797 |
|
R2 |
0.8802 |
0.8802 |
0.8796 |
|
R1 |
0.8798 |
0.8798 |
0.8795 |
0.8800 |
PP |
0.8790 |
0.8790 |
0.8790 |
0.8791 |
S1 |
0.8786 |
0.8786 |
0.8793 |
0.8788 |
S2 |
0.8778 |
0.8778 |
0.8792 |
|
S3 |
0.8766 |
0.8774 |
0.8791 |
|
S4 |
0.8754 |
0.8762 |
0.8787 |
|
|
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 |
0.8845 |
2.618 |
0.8825 |
1.618 |
0.8813 |
1.000 |
0.8806 |
0.618 |
0.8801 |
HIGH |
0.8794 |
0.618 |
0.8789 |
0.500 |
0.8788 |
0.382 |
0.8787 |
LOW |
0.8782 |
0.618 |
0.8775 |
1.000 |
0.8770 |
1.618 |
0.8763 |
2.618 |
0.8751 |
4.250 |
0.8731 |
|
|
Fisher Pivots for day following 26-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8792 |
0.8812 |
PP |
0.8790 |
0.8806 |
S1 |
0.8788 |
0.8800 |
|