CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8379 |
0.8337 |
-0.0042 |
-0.5% |
0.8432 |
| High |
0.8379 |
0.8337 |
-0.0042 |
-0.5% |
0.8432 |
| Low |
0.8379 |
0.8337 |
-0.0042 |
-0.5% |
0.8337 |
| Close |
0.8379 |
0.8337 |
-0.0042 |
-0.5% |
0.8337 |
| Range |
|
|
|
|
|
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8337 |
0.8337 |
0.8337 |
|
| R3 |
0.8337 |
0.8337 |
0.8337 |
|
| R2 |
0.8337 |
0.8337 |
0.8337 |
|
| R1 |
0.8337 |
0.8337 |
0.8337 |
0.8337 |
| PP |
0.8337 |
0.8337 |
0.8337 |
0.8337 |
| S1 |
0.8337 |
0.8337 |
0.8337 |
0.8337 |
| S2 |
0.8337 |
0.8337 |
0.8337 |
|
| S3 |
0.8337 |
0.8337 |
0.8337 |
|
| S4 |
0.8337 |
0.8337 |
0.8337 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8654 |
0.8590 |
0.8389 |
|
| R3 |
0.8559 |
0.8495 |
0.8363 |
|
| R2 |
0.8464 |
0.8464 |
0.8354 |
|
| R1 |
0.8400 |
0.8400 |
0.8346 |
0.8385 |
| PP |
0.8369 |
0.8369 |
0.8369 |
0.8361 |
| S1 |
0.8305 |
0.8305 |
0.8328 |
0.8290 |
| S2 |
0.8274 |
0.8274 |
0.8320 |
|
| S3 |
0.8179 |
0.8210 |
0.8311 |
|
| S4 |
0.8084 |
0.8115 |
0.8285 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8337 |
|
2.618 |
0.8337 |
|
1.618 |
0.8337 |
|
1.000 |
0.8337 |
|
0.618 |
0.8337 |
|
HIGH |
0.8337 |
|
0.618 |
0.8337 |
|
0.500 |
0.8337 |
|
0.382 |
0.8337 |
|
LOW |
0.8337 |
|
0.618 |
0.8337 |
|
1.000 |
0.8337 |
|
1.618 |
0.8337 |
|
2.618 |
0.8337 |
|
4.250 |
0.8337 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8337 |
0.8358 |
| PP |
0.8337 |
0.8351 |
| S1 |
0.8337 |
0.8344 |
|