CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8855 |
0.8919 |
0.0064 |
0.7% |
0.9113 |
| High |
0.8855 |
0.8919 |
0.0064 |
0.7% |
0.9113 |
| Low |
0.8855 |
0.8919 |
0.0064 |
0.7% |
0.8870 |
| Close |
0.8855 |
0.8919 |
0.0064 |
0.7% |
0.8870 |
| Range |
|
|
|
|
|
| ATR |
0.0038 |
0.0040 |
0.0002 |
4.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
30 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8919 |
0.8919 |
0.8919 |
|
| R3 |
0.8919 |
0.8919 |
0.8919 |
|
| R2 |
0.8919 |
0.8919 |
0.8919 |
|
| R1 |
0.8919 |
0.8919 |
0.8919 |
0.8919 |
| PP |
0.8919 |
0.8919 |
0.8919 |
0.8919 |
| S1 |
0.8919 |
0.8919 |
0.8919 |
0.8919 |
| S2 |
0.8919 |
0.8919 |
0.8919 |
|
| S3 |
0.8919 |
0.8919 |
0.8919 |
|
| S4 |
0.8919 |
0.8919 |
0.8919 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9680 |
0.9518 |
0.9004 |
|
| R3 |
0.9437 |
0.9275 |
0.8937 |
|
| R2 |
0.9194 |
0.9194 |
0.8915 |
|
| R1 |
0.9032 |
0.9032 |
0.8892 |
0.8992 |
| PP |
0.8951 |
0.8951 |
0.8951 |
0.8931 |
| S1 |
0.8789 |
0.8789 |
0.8848 |
0.8749 |
| S2 |
0.8708 |
0.8708 |
0.8825 |
|
| S3 |
0.8465 |
0.8546 |
0.8803 |
|
| S4 |
0.8222 |
0.8303 |
0.8736 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8919 |
|
2.618 |
0.8919 |
|
1.618 |
0.8919 |
|
1.000 |
0.8919 |
|
0.618 |
0.8919 |
|
HIGH |
0.8919 |
|
0.618 |
0.8919 |
|
0.500 |
0.8919 |
|
0.382 |
0.8919 |
|
LOW |
0.8919 |
|
0.618 |
0.8919 |
|
1.000 |
0.8919 |
|
1.618 |
0.8919 |
|
2.618 |
0.8919 |
|
4.250 |
0.8919 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8919 |
0.8912 |
| PP |
0.8919 |
0.8905 |
| S1 |
0.8919 |
0.8899 |
|