CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 21-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
0.9146 |
0.9039 |
-0.0107 |
-1.2% |
0.9155 |
High |
0.9146 |
0.9039 |
-0.0107 |
-1.2% |
0.9175 |
Low |
0.9146 |
0.9039 |
-0.0107 |
-1.2% |
0.9109 |
Close |
0.9146 |
0.9039 |
-0.0107 |
-1.2% |
0.9175 |
Range |
|
|
|
|
|
ATR |
0.0038 |
0.0042 |
0.0005 |
13.2% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9039 |
0.9039 |
0.9039 |
|
R3 |
0.9039 |
0.9039 |
0.9039 |
|
R2 |
0.9039 |
0.9039 |
0.9039 |
|
R1 |
0.9039 |
0.9039 |
0.9039 |
0.9039 |
PP |
0.9039 |
0.9039 |
0.9039 |
0.9039 |
S1 |
0.9039 |
0.9039 |
0.9039 |
0.9039 |
S2 |
0.9039 |
0.9039 |
0.9039 |
|
S3 |
0.9039 |
0.9039 |
0.9039 |
|
S4 |
0.9039 |
0.9039 |
0.9039 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9351 |
0.9329 |
0.9211 |
|
R3 |
0.9285 |
0.9263 |
0.9193 |
|
R2 |
0.9219 |
0.9219 |
0.9187 |
|
R1 |
0.9197 |
0.9197 |
0.9181 |
0.9208 |
PP |
0.9153 |
0.9153 |
0.9153 |
0.9159 |
S1 |
0.9131 |
0.9131 |
0.9169 |
0.9142 |
S2 |
0.9087 |
0.9087 |
0.9163 |
|
S3 |
0.9021 |
0.9065 |
0.9157 |
|
S4 |
0.8955 |
0.8999 |
0.9139 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9039 |
2.618 |
0.9039 |
1.618 |
0.9039 |
1.000 |
0.9039 |
0.618 |
0.9039 |
HIGH |
0.9039 |
0.618 |
0.9039 |
0.500 |
0.9039 |
0.382 |
0.9039 |
LOW |
0.9039 |
0.618 |
0.9039 |
1.000 |
0.9039 |
1.618 |
0.9039 |
2.618 |
0.9039 |
4.250 |
0.9039 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9039 |
0.9135 |
PP |
0.9039 |
0.9103 |
S1 |
0.9039 |
0.9071 |
|