CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 22-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.8668 |
0.8740 |
0.0072 |
0.8% |
0.8913 |
High |
0.8668 |
0.8740 |
0.0072 |
0.8% |
0.8913 |
Low |
0.8668 |
0.8709 |
0.0041 |
0.5% |
0.8636 |
Close |
0.8668 |
0.8709 |
0.0041 |
0.5% |
0.8636 |
Range |
0.0000 |
0.0031 |
0.0031 |
|
0.0277 |
ATR |
0.0047 |
0.0048 |
0.0002 |
3.9% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8812 |
0.8792 |
0.8726 |
|
R3 |
0.8781 |
0.8761 |
0.8718 |
|
R2 |
0.8750 |
0.8750 |
0.8715 |
|
R1 |
0.8730 |
0.8730 |
0.8712 |
0.8725 |
PP |
0.8719 |
0.8719 |
0.8719 |
0.8717 |
S1 |
0.8699 |
0.8699 |
0.8706 |
0.8694 |
S2 |
0.8688 |
0.8688 |
0.8703 |
|
S3 |
0.8657 |
0.8668 |
0.8700 |
|
S4 |
0.8626 |
0.8637 |
0.8692 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9559 |
0.9375 |
0.8788 |
|
R3 |
0.9282 |
0.9098 |
0.8712 |
|
R2 |
0.9005 |
0.9005 |
0.8687 |
|
R1 |
0.8821 |
0.8821 |
0.8661 |
0.8775 |
PP |
0.8728 |
0.8728 |
0.8728 |
0.8705 |
S1 |
0.8544 |
0.8544 |
0.8611 |
0.8498 |
S2 |
0.8451 |
0.8451 |
0.8585 |
|
S3 |
0.8174 |
0.8267 |
0.8560 |
|
S4 |
0.7897 |
0.7990 |
0.8484 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8767 |
0.8636 |
0.0131 |
1.5% |
0.0006 |
0.1% |
56% |
False |
False |
1 |
10 |
0.8913 |
0.8636 |
0.0277 |
3.2% |
0.0003 |
0.0% |
26% |
False |
False |
1 |
20 |
0.8913 |
0.8636 |
0.0277 |
3.2% |
0.0005 |
0.1% |
26% |
False |
False |
1 |
40 |
0.8990 |
0.8636 |
0.0354 |
4.1% |
0.0003 |
0.0% |
21% |
False |
False |
|
60 |
0.9382 |
0.8636 |
0.0746 |
8.6% |
0.0002 |
0.0% |
10% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8872 |
2.618 |
0.8821 |
1.618 |
0.8790 |
1.000 |
0.8771 |
0.618 |
0.8759 |
HIGH |
0.8740 |
0.618 |
0.8728 |
0.500 |
0.8725 |
0.382 |
0.8721 |
LOW |
0.8709 |
0.618 |
0.8690 |
1.000 |
0.8678 |
1.618 |
0.8659 |
2.618 |
0.8628 |
4.250 |
0.8577 |
|
|
Fisher Pivots for day following 22-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8725 |
0.8702 |
PP |
0.8719 |
0.8695 |
S1 |
0.8714 |
0.8688 |
|