CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 14-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.8913 |
0.8815 |
-0.0098 |
-1.1% |
0.8816 |
High |
0.8913 |
0.8815 |
-0.0098 |
-1.1% |
0.8848 |
Low |
0.8913 |
0.8815 |
-0.0098 |
-1.1% |
0.8745 |
Close |
0.8913 |
0.8815 |
-0.0098 |
-1.1% |
0.8848 |
Range |
|
|
|
|
|
ATR |
0.0041 |
0.0045 |
0.0004 |
10.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8815 |
0.8815 |
0.8815 |
|
R3 |
0.8815 |
0.8815 |
0.8815 |
|
R2 |
0.8815 |
0.8815 |
0.8815 |
|
R1 |
0.8815 |
0.8815 |
0.8815 |
0.8815 |
PP |
0.8815 |
0.8815 |
0.8815 |
0.8815 |
S1 |
0.8815 |
0.8815 |
0.8815 |
0.8815 |
S2 |
0.8815 |
0.8815 |
0.8815 |
|
S3 |
0.8815 |
0.8815 |
0.8815 |
|
S4 |
0.8815 |
0.8815 |
0.8815 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9123 |
0.9088 |
0.8905 |
|
R3 |
0.9020 |
0.8985 |
0.8876 |
|
R2 |
0.8917 |
0.8917 |
0.8867 |
|
R1 |
0.8882 |
0.8882 |
0.8857 |
0.8900 |
PP |
0.8814 |
0.8814 |
0.8814 |
0.8822 |
S1 |
0.8779 |
0.8779 |
0.8839 |
0.8797 |
S2 |
0.8711 |
0.8711 |
0.8829 |
|
S3 |
0.8608 |
0.8676 |
0.8820 |
|
S4 |
0.8505 |
0.8573 |
0.8791 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8815 |
2.618 |
0.8815 |
1.618 |
0.8815 |
1.000 |
0.8815 |
0.618 |
0.8815 |
HIGH |
0.8815 |
0.618 |
0.8815 |
0.500 |
0.8815 |
0.382 |
0.8815 |
LOW |
0.8815 |
0.618 |
0.8815 |
1.000 |
0.8815 |
1.618 |
0.8815 |
2.618 |
0.8815 |
4.250 |
0.8815 |
|
|
Fisher Pivots for day following 14-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8815 |
0.8864 |
PP |
0.8815 |
0.8848 |
S1 |
0.8815 |
0.8831 |
|