CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9987 |
0.9989 |
0.0002 |
0.0% |
1.0071 |
| High |
0.9987 |
0.9989 |
0.0002 |
0.0% |
1.0071 |
| Low |
0.9987 |
0.9989 |
0.0002 |
0.0% |
0.9987 |
| Close |
0.9987 |
0.9989 |
0.0002 |
0.0% |
0.9987 |
| Range |
|
|
|
|
|
| ATR |
0.0037 |
0.0035 |
-0.0003 |
-6.8% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
49 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9989 |
0.9989 |
0.9989 |
|
| R3 |
0.9989 |
0.9989 |
0.9989 |
|
| R2 |
0.9989 |
0.9989 |
0.9989 |
|
| R1 |
0.9989 |
0.9989 |
0.9989 |
0.9989 |
| PP |
0.9989 |
0.9989 |
0.9989 |
0.9989 |
| S1 |
0.9989 |
0.9989 |
0.9989 |
0.9989 |
| S2 |
0.9989 |
0.9989 |
0.9989 |
|
| S3 |
0.9989 |
0.9989 |
0.9989 |
|
| S4 |
0.9989 |
0.9989 |
0.9989 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0267 |
1.0211 |
1.0033 |
|
| R3 |
1.0183 |
1.0127 |
1.0010 |
|
| R2 |
1.0099 |
1.0099 |
1.0002 |
|
| R1 |
1.0043 |
1.0043 |
0.9995 |
1.0029 |
| PP |
1.0015 |
1.0015 |
1.0015 |
1.0008 |
| S1 |
0.9959 |
0.9959 |
0.9979 |
0.9945 |
| S2 |
0.9931 |
0.9931 |
0.9972 |
|
| S3 |
0.9847 |
0.9875 |
0.9964 |
|
| S4 |
0.9763 |
0.9791 |
0.9941 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9989 |
|
2.618 |
0.9989 |
|
1.618 |
0.9989 |
|
1.000 |
0.9989 |
|
0.618 |
0.9989 |
|
HIGH |
0.9989 |
|
0.618 |
0.9989 |
|
0.500 |
0.9989 |
|
0.382 |
0.9989 |
|
LOW |
0.9989 |
|
0.618 |
0.9989 |
|
1.000 |
0.9989 |
|
1.618 |
0.9989 |
|
2.618 |
0.9989 |
|
4.250 |
0.9989 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9989 |
1.0000 |
| PP |
0.9989 |
0.9996 |
| S1 |
0.9989 |
0.9993 |
|