CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8929 |
0.9010 |
0.0081 |
0.9% |
0.9074 |
| High |
0.8929 |
0.9010 |
0.0081 |
0.9% |
0.9074 |
| Low |
0.8929 |
0.8908 |
-0.0021 |
-0.2% |
0.8908 |
| Close |
0.8929 |
0.8908 |
-0.0021 |
-0.2% |
0.8908 |
| Range |
0.0000 |
0.0102 |
0.0102 |
|
0.0166 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.2% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
32 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9248 |
0.9180 |
0.8964 |
|
| R3 |
0.9146 |
0.9078 |
0.8936 |
|
| R2 |
0.9044 |
0.9044 |
0.8927 |
|
| R1 |
0.8976 |
0.8976 |
0.8917 |
0.8959 |
| PP |
0.8942 |
0.8942 |
0.8942 |
0.8934 |
| S1 |
0.8874 |
0.8874 |
0.8899 |
0.8857 |
| S2 |
0.8840 |
0.8840 |
0.8889 |
|
| S3 |
0.8738 |
0.8772 |
0.8880 |
|
| S4 |
0.8636 |
0.8670 |
0.8852 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9461 |
0.9351 |
0.8999 |
|
| R3 |
0.9295 |
0.9185 |
0.8954 |
|
| R2 |
0.9129 |
0.9129 |
0.8938 |
|
| R1 |
0.9019 |
0.9019 |
0.8923 |
0.8991 |
| PP |
0.8963 |
0.8963 |
0.8963 |
0.8950 |
| S1 |
0.8853 |
0.8853 |
0.8893 |
0.8825 |
| S2 |
0.8797 |
0.8797 |
0.8878 |
|
| S3 |
0.8631 |
0.8687 |
0.8862 |
|
| S4 |
0.8465 |
0.8521 |
0.8817 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9444 |
|
2.618 |
0.9277 |
|
1.618 |
0.9175 |
|
1.000 |
0.9112 |
|
0.618 |
0.9073 |
|
HIGH |
0.9010 |
|
0.618 |
0.8971 |
|
0.500 |
0.8959 |
|
0.382 |
0.8947 |
|
LOW |
0.8908 |
|
0.618 |
0.8845 |
|
1.000 |
0.8806 |
|
1.618 |
0.8743 |
|
2.618 |
0.8641 |
|
4.250 |
0.8475 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8959 |
0.8975 |
| PP |
0.8942 |
0.8952 |
| S1 |
0.8925 |
0.8930 |
|