CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9290 |
0.9326 |
0.0036 |
0.4% |
0.9237 |
| High |
0.9300 |
0.9326 |
0.0026 |
0.3% |
0.9248 |
| Low |
0.9290 |
0.9265 |
-0.0025 |
-0.3% |
0.9210 |
| Close |
0.9300 |
0.9265 |
-0.0035 |
-0.4% |
0.9248 |
| Range |
0.0010 |
0.0061 |
0.0051 |
510.0% |
0.0038 |
| ATR |
0.0019 |
0.0022 |
0.0003 |
16.3% |
0.0000 |
| Volume |
4 |
1 |
-3 |
-75.0% |
20 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9468 |
0.9428 |
0.9299 |
|
| R3 |
0.9407 |
0.9367 |
0.9282 |
|
| R2 |
0.9346 |
0.9346 |
0.9276 |
|
| R1 |
0.9306 |
0.9306 |
0.9271 |
0.9296 |
| PP |
0.9285 |
0.9285 |
0.9285 |
0.9280 |
| S1 |
0.9245 |
0.9245 |
0.9259 |
0.9235 |
| S2 |
0.9224 |
0.9224 |
0.9254 |
|
| S3 |
0.9163 |
0.9184 |
0.9248 |
|
| S4 |
0.9102 |
0.9123 |
0.9231 |
|
|
| 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 |
0.9585 |
|
2.618 |
0.9486 |
|
1.618 |
0.9425 |
|
1.000 |
0.9387 |
|
0.618 |
0.9364 |
|
HIGH |
0.9326 |
|
0.618 |
0.9303 |
|
0.500 |
0.9296 |
|
0.382 |
0.9288 |
|
LOW |
0.9265 |
|
0.618 |
0.9227 |
|
1.000 |
0.9204 |
|
1.618 |
0.9166 |
|
2.618 |
0.9105 |
|
4.250 |
0.9006 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9296 |
0.9285 |
| PP |
0.9285 |
0.9278 |
| S1 |
0.9275 |
0.9272 |
|