CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8774 |
0.8763 |
-0.0011 |
-0.1% |
0.8702 |
| High |
0.8774 |
0.8763 |
-0.0011 |
-0.1% |
0.8826 |
| Low |
0.8774 |
0.8763 |
-0.0011 |
-0.1% |
0.8702 |
| Close |
0.8774 |
0.8763 |
-0.0011 |
-0.1% |
0.8826 |
| Range |
|
|
|
|
|
| ATR |
0.0037 |
0.0035 |
-0.0002 |
-5.0% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8763 |
0.8763 |
0.8763 |
|
| R3 |
0.8763 |
0.8763 |
0.8763 |
|
| R2 |
0.8763 |
0.8763 |
0.8763 |
|
| R1 |
0.8763 |
0.8763 |
0.8763 |
0.8763 |
| PP |
0.8763 |
0.8763 |
0.8763 |
0.8763 |
| S1 |
0.8763 |
0.8763 |
0.8763 |
0.8763 |
| S2 |
0.8763 |
0.8763 |
0.8763 |
|
| S3 |
0.8763 |
0.8763 |
0.8763 |
|
| S4 |
0.8763 |
0.8763 |
0.8763 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9157 |
0.9115 |
0.8894 |
|
| R3 |
0.9033 |
0.8991 |
0.8860 |
|
| R2 |
0.8909 |
0.8909 |
0.8849 |
|
| R1 |
0.8867 |
0.8867 |
0.8837 |
0.8888 |
| PP |
0.8785 |
0.8785 |
0.8785 |
0.8795 |
| S1 |
0.8743 |
0.8743 |
0.8815 |
0.8764 |
| S2 |
0.8661 |
0.8661 |
0.8803 |
|
| S3 |
0.8537 |
0.8619 |
0.8792 |
|
| S4 |
0.8413 |
0.8495 |
0.8758 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8763 |
|
2.618 |
0.8763 |
|
1.618 |
0.8763 |
|
1.000 |
0.8763 |
|
0.618 |
0.8763 |
|
HIGH |
0.8763 |
|
0.618 |
0.8763 |
|
0.500 |
0.8763 |
|
0.382 |
0.8763 |
|
LOW |
0.8763 |
|
0.618 |
0.8763 |
|
1.000 |
0.8763 |
|
1.618 |
0.8763 |
|
2.618 |
0.8763 |
|
4.250 |
0.8763 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8763 |
0.8790 |
| PP |
0.8763 |
0.8781 |
| S1 |
0.8763 |
0.8772 |
|