CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.8990 |
0.8902 |
-0.0088 |
-1.0% |
0.8930 |
High |
0.8990 |
0.8902 |
-0.0088 |
-1.0% |
0.8968 |
Low |
0.8990 |
0.8902 |
-0.0088 |
-1.0% |
0.8860 |
Close |
0.8990 |
0.8902 |
-0.0088 |
-1.0% |
0.8932 |
Range |
|
|
|
|
|
ATR |
0.0039 |
0.0043 |
0.0003 |
8.8% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8902 |
0.8902 |
0.8902 |
|
R3 |
0.8902 |
0.8902 |
0.8902 |
|
R2 |
0.8902 |
0.8902 |
0.8902 |
|
R1 |
0.8902 |
0.8902 |
0.8902 |
0.8902 |
PP |
0.8902 |
0.8902 |
0.8902 |
0.8902 |
S1 |
0.8902 |
0.8902 |
0.8902 |
0.8902 |
S2 |
0.8902 |
0.8902 |
0.8902 |
|
S3 |
0.8902 |
0.8902 |
0.8902 |
|
S4 |
0.8902 |
0.8902 |
0.8902 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9244 |
0.9196 |
0.8991 |
|
R3 |
0.9136 |
0.9088 |
0.8962 |
|
R2 |
0.9028 |
0.9028 |
0.8952 |
|
R1 |
0.8980 |
0.8980 |
0.8942 |
0.9004 |
PP |
0.8920 |
0.8920 |
0.8920 |
0.8932 |
S1 |
0.8872 |
0.8872 |
0.8922 |
0.8896 |
S2 |
0.8812 |
0.8812 |
0.8912 |
|
S3 |
0.8704 |
0.8764 |
0.8902 |
|
S4 |
0.8596 |
0.8656 |
0.8873 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8902 |
2.618 |
0.8902 |
1.618 |
0.8902 |
1.000 |
0.8902 |
0.618 |
0.8902 |
HIGH |
0.8902 |
0.618 |
0.8902 |
0.500 |
0.8902 |
0.382 |
0.8902 |
LOW |
0.8902 |
0.618 |
0.8902 |
1.000 |
0.8902 |
1.618 |
0.8902 |
2.618 |
0.8902 |
4.250 |
0.8902 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8902 |
0.8946 |
PP |
0.8902 |
0.8931 |
S1 |
0.8902 |
0.8917 |
|