CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 02-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.8777 |
0.8758 |
-0.0019 |
-0.2% |
0.8781 |
High |
0.8777 |
0.8758 |
-0.0019 |
-0.2% |
0.8781 |
Low |
0.8777 |
0.8758 |
-0.0019 |
-0.2% |
0.8716 |
Close |
0.8777 |
0.8758 |
-0.0019 |
-0.2% |
0.8716 |
Range |
|
|
|
|
|
ATR |
0.0038 |
0.0036 |
-0.0001 |
-3.5% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8758 |
0.8758 |
0.8758 |
|
R3 |
0.8758 |
0.8758 |
0.8758 |
|
R2 |
0.8758 |
0.8758 |
0.8758 |
|
R1 |
0.8758 |
0.8758 |
0.8758 |
0.8758 |
PP |
0.8758 |
0.8758 |
0.8758 |
0.8758 |
S1 |
0.8758 |
0.8758 |
0.8758 |
0.8758 |
S2 |
0.8758 |
0.8758 |
0.8758 |
|
S3 |
0.8758 |
0.8758 |
0.8758 |
|
S4 |
0.8758 |
0.8758 |
0.8758 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8933 |
0.8889 |
0.8752 |
|
R3 |
0.8868 |
0.8824 |
0.8734 |
|
R2 |
0.8803 |
0.8803 |
0.8728 |
|
R1 |
0.8759 |
0.8759 |
0.8722 |
0.8749 |
PP |
0.8738 |
0.8738 |
0.8738 |
0.8732 |
S1 |
0.8694 |
0.8694 |
0.8710 |
0.8684 |
S2 |
0.8673 |
0.8673 |
0.8704 |
|
S3 |
0.8608 |
0.8629 |
0.8698 |
|
S4 |
0.8543 |
0.8564 |
0.8680 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8758 |
2.618 |
0.8758 |
1.618 |
0.8758 |
1.000 |
0.8758 |
0.618 |
0.8758 |
HIGH |
0.8758 |
0.618 |
0.8758 |
0.500 |
0.8758 |
0.382 |
0.8758 |
LOW |
0.8758 |
0.618 |
0.8758 |
1.000 |
0.8758 |
1.618 |
0.8758 |
2.618 |
0.8758 |
4.250 |
0.8758 |
|
|
Fisher Pivots for day following 02-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8758 |
0.8752 |
PP |
0.8758 |
0.8746 |
S1 |
0.8758 |
0.8740 |
|