CME Australian Dollar Future March 2015
Trading Metrics calculated at close of trading on 23-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.8825 |
0.8781 |
-0.0044 |
-0.5% |
0.8873 |
High |
0.8833 |
0.8811 |
-0.0022 |
-0.2% |
0.8979 |
Low |
0.8745 |
0.8722 |
-0.0023 |
-0.3% |
0.8810 |
Close |
0.8762 |
0.8731 |
-0.0031 |
-0.4% |
0.8821 |
Range |
0.0088 |
0.0089 |
0.0001 |
1.1% |
0.0169 |
ATR |
0.0060 |
0.0062 |
0.0002 |
3.4% |
0.0000 |
Volume |
313 |
95 |
-218 |
-69.6% |
386 |
|
Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9022 |
0.8965 |
0.8780 |
|
R3 |
0.8933 |
0.8876 |
0.8755 |
|
R2 |
0.8844 |
0.8844 |
0.8747 |
|
R1 |
0.8787 |
0.8787 |
0.8739 |
0.8771 |
PP |
0.8755 |
0.8755 |
0.8755 |
0.8747 |
S1 |
0.8698 |
0.8698 |
0.8723 |
0.8682 |
S2 |
0.8666 |
0.8666 |
0.8715 |
|
S3 |
0.8577 |
0.8609 |
0.8707 |
|
S4 |
0.8488 |
0.8520 |
0.8682 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9377 |
0.9268 |
0.8914 |
|
R3 |
0.9208 |
0.9099 |
0.8867 |
|
R2 |
0.9039 |
0.9039 |
0.8852 |
|
R1 |
0.8930 |
0.8930 |
0.8836 |
0.8900 |
PP |
0.8870 |
0.8870 |
0.8870 |
0.8855 |
S1 |
0.8761 |
0.8761 |
0.8806 |
0.8731 |
S2 |
0.8701 |
0.8701 |
0.8790 |
|
S3 |
0.8532 |
0.8592 |
0.8775 |
|
S4 |
0.8363 |
0.8423 |
0.8728 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9189 |
2.618 |
0.9044 |
1.618 |
0.8955 |
1.000 |
0.8900 |
0.618 |
0.8866 |
HIGH |
0.8811 |
0.618 |
0.8777 |
0.500 |
0.8767 |
0.382 |
0.8756 |
LOW |
0.8722 |
0.618 |
0.8667 |
1.000 |
0.8633 |
1.618 |
0.8578 |
2.618 |
0.8489 |
4.250 |
0.8344 |
|
|
Fisher Pivots for day following 23-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8767 |
0.8801 |
PP |
0.8755 |
0.8778 |
S1 |
0.8743 |
0.8754 |
|