CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9243 |
0.9290 |
0.0047 |
0.5% |
0.9237 |
| High |
0.9243 |
0.9300 |
0.0057 |
0.6% |
0.9248 |
| Low |
0.9243 |
0.9290 |
0.0047 |
0.5% |
0.9210 |
| Close |
0.9243 |
0.9300 |
0.0057 |
0.6% |
0.9248 |
| Range |
0.0000 |
0.0010 |
0.0010 |
|
0.0038 |
| ATR |
0.0000 |
0.0019 |
0.0019 |
|
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
20 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9327 |
0.9323 |
0.9306 |
|
| R3 |
0.9317 |
0.9313 |
0.9303 |
|
| R2 |
0.9307 |
0.9307 |
0.9302 |
|
| R1 |
0.9303 |
0.9303 |
0.9301 |
0.9305 |
| PP |
0.9297 |
0.9297 |
0.9297 |
0.9298 |
| S1 |
0.9293 |
0.9293 |
0.9299 |
0.9295 |
| S2 |
0.9287 |
0.9287 |
0.9298 |
|
| S3 |
0.9277 |
0.9283 |
0.9297 |
|
| S4 |
0.9267 |
0.9273 |
0.9295 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9349 |
0.9337 |
0.9269 |
|
| R3 |
0.9311 |
0.9299 |
0.9258 |
|
| R2 |
0.9273 |
0.9273 |
0.9255 |
|
| R1 |
0.9261 |
0.9261 |
0.9251 |
0.9267 |
| PP |
0.9235 |
0.9235 |
0.9235 |
0.9239 |
| S1 |
0.9223 |
0.9223 |
0.9245 |
0.9229 |
| S2 |
0.9197 |
0.9197 |
0.9241 |
|
| S3 |
0.9159 |
0.9185 |
0.9238 |
|
| S4 |
0.9121 |
0.9147 |
0.9227 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9343 |
|
2.618 |
0.9326 |
|
1.618 |
0.9316 |
|
1.000 |
0.9310 |
|
0.618 |
0.9306 |
|
HIGH |
0.9300 |
|
0.618 |
0.9296 |
|
0.500 |
0.9295 |
|
0.382 |
0.9294 |
|
LOW |
0.9290 |
|
0.618 |
0.9284 |
|
1.000 |
0.9280 |
|
1.618 |
0.9274 |
|
2.618 |
0.9264 |
|
4.250 |
0.9248 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9298 |
0.9288 |
| PP |
0.9297 |
0.9277 |
| S1 |
0.9295 |
0.9265 |
|