CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 10-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8897 |
0.8847 |
-0.0050 |
-0.6% |
0.8750 |
High |
0.8897 |
0.8847 |
-0.0050 |
-0.6% |
0.8924 |
Low |
0.8897 |
0.8847 |
-0.0050 |
-0.6% |
0.8750 |
Close |
0.8897 |
0.8847 |
-0.0050 |
-0.6% |
0.8897 |
Range |
|
|
|
|
|
ATR |
0.0039 |
0.0039 |
0.0001 |
2.1% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
18 |
|
Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8847 |
0.8847 |
0.8847 |
|
R3 |
0.8847 |
0.8847 |
0.8847 |
|
R2 |
0.8847 |
0.8847 |
0.8847 |
|
R1 |
0.8847 |
0.8847 |
0.8847 |
0.8847 |
PP |
0.8847 |
0.8847 |
0.8847 |
0.8847 |
S1 |
0.8847 |
0.8847 |
0.8847 |
0.8847 |
S2 |
0.8847 |
0.8847 |
0.8847 |
|
S3 |
0.8847 |
0.8847 |
0.8847 |
|
S4 |
0.8847 |
0.8847 |
0.8847 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9379 |
0.9312 |
0.8993 |
|
R3 |
0.9205 |
0.9138 |
0.8945 |
|
R2 |
0.9031 |
0.9031 |
0.8929 |
|
R1 |
0.8964 |
0.8964 |
0.8913 |
0.8998 |
PP |
0.8857 |
0.8857 |
0.8857 |
0.8874 |
S1 |
0.8790 |
0.8790 |
0.8881 |
0.8824 |
S2 |
0.8683 |
0.8683 |
0.8865 |
|
S3 |
0.8509 |
0.8616 |
0.8849 |
|
S4 |
0.8335 |
0.8442 |
0.8801 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8847 |
2.618 |
0.8847 |
1.618 |
0.8847 |
1.000 |
0.8847 |
0.618 |
0.8847 |
HIGH |
0.8847 |
0.618 |
0.8847 |
0.500 |
0.8847 |
0.382 |
0.8847 |
LOW |
0.8847 |
0.618 |
0.8847 |
1.000 |
0.8847 |
1.618 |
0.8847 |
2.618 |
0.8847 |
4.250 |
0.8847 |
|
|
Fisher Pivots for day following 10-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8847 |
0.8886 |
PP |
0.8847 |
0.8873 |
S1 |
0.8847 |
0.8860 |
|