CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9182 |
0.9151 |
-0.0031 |
-0.3% |
0.9230 |
| High |
0.9182 |
0.9151 |
-0.0031 |
-0.3% |
0.9326 |
| Low |
0.9182 |
0.9151 |
-0.0031 |
-0.3% |
0.9230 |
| Close |
0.9182 |
0.9151 |
-0.0031 |
-0.3% |
0.9248 |
| Range |
|
|
|
|
|
| ATR |
0.0023 |
0.0024 |
0.0001 |
2.5% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
15 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9151 |
0.9151 |
0.9151 |
|
| R3 |
0.9151 |
0.9151 |
0.9151 |
|
| R2 |
0.9151 |
0.9151 |
0.9151 |
|
| R1 |
0.9151 |
0.9151 |
0.9151 |
0.9151 |
| PP |
0.9151 |
0.9151 |
0.9151 |
0.9151 |
| S1 |
0.9151 |
0.9151 |
0.9151 |
0.9151 |
| S2 |
0.9151 |
0.9151 |
0.9151 |
|
| S3 |
0.9151 |
0.9151 |
0.9151 |
|
| S4 |
0.9151 |
0.9151 |
0.9151 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9556 |
0.9498 |
0.9301 |
|
| R3 |
0.9460 |
0.9402 |
0.9274 |
|
| R2 |
0.9364 |
0.9364 |
0.9266 |
|
| R1 |
0.9306 |
0.9306 |
0.9257 |
0.9335 |
| PP |
0.9268 |
0.9268 |
0.9268 |
0.9283 |
| S1 |
0.9210 |
0.9210 |
0.9239 |
0.9239 |
| S2 |
0.9172 |
0.9172 |
0.9230 |
|
| S3 |
0.9076 |
0.9114 |
0.9222 |
|
| S4 |
0.8980 |
0.9018 |
0.9195 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9151 |
|
2.618 |
0.9151 |
|
1.618 |
0.9151 |
|
1.000 |
0.9151 |
|
0.618 |
0.9151 |
|
HIGH |
0.9151 |
|
0.618 |
0.9151 |
|
0.500 |
0.9151 |
|
0.382 |
0.9151 |
|
LOW |
0.9151 |
|
0.618 |
0.9151 |
|
1.000 |
0.9151 |
|
1.618 |
0.9151 |
|
2.618 |
0.9151 |
|
4.250 |
0.9151 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9151 |
0.9196 |
| PP |
0.9151 |
0.9181 |
| S1 |
0.9151 |
0.9166 |
|