CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9117 |
0.9167 |
0.0050 |
0.5% |
0.9189 |
| High |
0.9140 |
0.9167 |
0.0027 |
0.3% |
0.9210 |
| Low |
0.9097 |
0.9167 |
0.0070 |
0.8% |
0.9134 |
| Close |
0.9140 |
0.9167 |
0.0027 |
0.3% |
0.9140 |
| Range |
0.0043 |
0.0000 |
-0.0043 |
-100.0% |
0.0076 |
| ATR |
0.0028 |
0.0028 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
4 |
5 |
1 |
25.0% |
8 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9167 |
0.9167 |
0.9167 |
|
| R3 |
0.9167 |
0.9167 |
0.9167 |
|
| R2 |
0.9167 |
0.9167 |
0.9167 |
|
| R1 |
0.9167 |
0.9167 |
0.9167 |
0.9167 |
| PP |
0.9167 |
0.9167 |
0.9167 |
0.9167 |
| S1 |
0.9167 |
0.9167 |
0.9167 |
0.9167 |
| S2 |
0.9167 |
0.9167 |
0.9167 |
|
| S3 |
0.9167 |
0.9167 |
0.9167 |
|
| S4 |
0.9167 |
0.9167 |
0.9167 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9389 |
0.9341 |
0.9182 |
|
| R3 |
0.9313 |
0.9265 |
0.9161 |
|
| R2 |
0.9237 |
0.9237 |
0.9154 |
|
| R1 |
0.9189 |
0.9189 |
0.9147 |
0.9175 |
| PP |
0.9161 |
0.9161 |
0.9161 |
0.9155 |
| S1 |
0.9113 |
0.9113 |
0.9133 |
0.9099 |
| S2 |
0.9085 |
0.9085 |
0.9126 |
|
| S3 |
0.9009 |
0.9037 |
0.9119 |
|
| S4 |
0.8933 |
0.8961 |
0.9098 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9167 |
|
2.618 |
0.9167 |
|
1.618 |
0.9167 |
|
1.000 |
0.9167 |
|
0.618 |
0.9167 |
|
HIGH |
0.9167 |
|
0.618 |
0.9167 |
|
0.500 |
0.9167 |
|
0.382 |
0.9167 |
|
LOW |
0.9167 |
|
0.618 |
0.9167 |
|
1.000 |
0.9167 |
|
1.618 |
0.9167 |
|
2.618 |
0.9167 |
|
4.250 |
0.9167 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9167 |
0.9155 |
| PP |
0.9167 |
0.9144 |
| S1 |
0.9167 |
0.9132 |
|