CME Australian Dollar Future March 2015
Trading Metrics calculated at close of trading on 09-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8700 |
0.8731 |
0.0031 |
0.4% |
0.8620 |
High |
0.8747 |
0.8784 |
0.0037 |
0.4% |
0.8720 |
Low |
0.8639 |
0.8671 |
0.0032 |
0.4% |
0.8544 |
Close |
0.8732 |
0.8674 |
-0.0058 |
-0.7% |
0.8572 |
Range |
0.0108 |
0.0113 |
0.0005 |
4.6% |
0.0176 |
ATR |
0.0080 |
0.0082 |
0.0002 |
3.0% |
0.0000 |
Volume |
213 |
305 |
92 |
43.2% |
426 |
|
Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9049 |
0.8974 |
0.8736 |
|
R3 |
0.8936 |
0.8861 |
0.8705 |
|
R2 |
0.8823 |
0.8823 |
0.8695 |
|
R1 |
0.8748 |
0.8748 |
0.8684 |
0.8729 |
PP |
0.8710 |
0.8710 |
0.8710 |
0.8700 |
S1 |
0.8635 |
0.8635 |
0.8664 |
0.8616 |
S2 |
0.8597 |
0.8597 |
0.8653 |
|
S3 |
0.8484 |
0.8522 |
0.8643 |
|
S4 |
0.8371 |
0.8409 |
0.8612 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9140 |
0.9032 |
0.8669 |
|
R3 |
0.8964 |
0.8856 |
0.8620 |
|
R2 |
0.8788 |
0.8788 |
0.8604 |
|
R1 |
0.8680 |
0.8680 |
0.8588 |
0.8646 |
PP |
0.8612 |
0.8612 |
0.8612 |
0.8595 |
S1 |
0.8504 |
0.8504 |
0.8556 |
0.8470 |
S2 |
0.8436 |
0.8436 |
0.8540 |
|
S3 |
0.8260 |
0.8328 |
0.8524 |
|
S4 |
0.8084 |
0.8152 |
0.8475 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8784 |
0.8544 |
0.0240 |
2.8% |
0.0121 |
1.4% |
54% |
True |
False |
218 |
10 |
0.8784 |
0.8544 |
0.0240 |
2.8% |
0.0091 |
1.1% |
54% |
True |
False |
161 |
20 |
0.8979 |
0.8544 |
0.0435 |
5.0% |
0.0081 |
0.9% |
30% |
False |
False |
137 |
40 |
0.9257 |
0.8544 |
0.0713 |
8.2% |
0.0054 |
0.6% |
18% |
False |
False |
73 |
60 |
0.9326 |
0.8544 |
0.0782 |
9.0% |
0.0038 |
0.4% |
17% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9264 |
2.618 |
0.9080 |
1.618 |
0.8967 |
1.000 |
0.8897 |
0.618 |
0.8854 |
HIGH |
0.8784 |
0.618 |
0.8741 |
0.500 |
0.8728 |
0.382 |
0.8714 |
LOW |
0.8671 |
0.618 |
0.8601 |
1.000 |
0.8558 |
1.618 |
0.8488 |
2.618 |
0.8375 |
4.250 |
0.8191 |
|
|
Fisher Pivots for day following 09-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8728 |
0.8710 |
PP |
0.8710 |
0.8698 |
S1 |
0.8692 |
0.8686 |
|