CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9170 |
0.9189 |
0.0019 |
0.2% |
0.9258 |
| High |
0.9170 |
0.9189 |
0.0019 |
0.2% |
0.9258 |
| Low |
0.9170 |
0.9189 |
0.0019 |
0.2% |
0.9151 |
| Close |
0.9170 |
0.9189 |
0.0019 |
0.2% |
0.9170 |
| Range |
|
|
|
|
|
| ATR |
0.0023 |
0.0023 |
0.0000 |
-1.3% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9189 |
0.9189 |
0.9189 |
|
| R3 |
0.9189 |
0.9189 |
0.9189 |
|
| R2 |
0.9189 |
0.9189 |
0.9189 |
|
| R1 |
0.9189 |
0.9189 |
0.9189 |
0.9189 |
| PP |
0.9189 |
0.9189 |
0.9189 |
0.9189 |
| S1 |
0.9189 |
0.9189 |
0.9189 |
0.9189 |
| S2 |
0.9189 |
0.9189 |
0.9189 |
|
| S3 |
0.9189 |
0.9189 |
0.9189 |
|
| S4 |
0.9189 |
0.9189 |
0.9189 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9514 |
0.9449 |
0.9229 |
|
| R3 |
0.9407 |
0.9342 |
0.9199 |
|
| R2 |
0.9300 |
0.9300 |
0.9190 |
|
| R1 |
0.9235 |
0.9235 |
0.9180 |
0.9214 |
| PP |
0.9193 |
0.9193 |
0.9193 |
0.9183 |
| S1 |
0.9128 |
0.9128 |
0.9160 |
0.9107 |
| S2 |
0.9086 |
0.9086 |
0.9150 |
|
| S3 |
0.8979 |
0.9021 |
0.9141 |
|
| S4 |
0.8872 |
0.8914 |
0.9111 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9189 |
|
2.618 |
0.9189 |
|
1.618 |
0.9189 |
|
1.000 |
0.9189 |
|
0.618 |
0.9189 |
|
HIGH |
0.9189 |
|
0.618 |
0.9189 |
|
0.500 |
0.9189 |
|
0.382 |
0.9189 |
|
LOW |
0.9189 |
|
0.618 |
0.9189 |
|
1.000 |
0.9189 |
|
1.618 |
0.9189 |
|
2.618 |
0.9189 |
|
4.250 |
0.9189 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9189 |
0.9183 |
| PP |
0.9189 |
0.9176 |
| S1 |
0.9189 |
0.9170 |
|