CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 23-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.8740 |
0.8639 |
-0.0101 |
-1.2% |
0.8913 |
High |
0.8740 |
0.8639 |
-0.0101 |
-1.2% |
0.8913 |
Low |
0.8709 |
0.8629 |
-0.0080 |
-0.9% |
0.8636 |
Close |
0.8709 |
0.8629 |
-0.0080 |
-0.9% |
0.8636 |
Range |
0.0031 |
0.0010 |
-0.0021 |
-67.7% |
0.0277 |
ATR |
0.0048 |
0.0051 |
0.0002 |
4.7% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8662 |
0.8656 |
0.8635 |
|
R3 |
0.8652 |
0.8646 |
0.8632 |
|
R2 |
0.8642 |
0.8642 |
0.8631 |
|
R1 |
0.8636 |
0.8636 |
0.8630 |
0.8634 |
PP |
0.8632 |
0.8632 |
0.8632 |
0.8632 |
S1 |
0.8626 |
0.8626 |
0.8628 |
0.8624 |
S2 |
0.8622 |
0.8622 |
0.8627 |
|
S3 |
0.8612 |
0.8616 |
0.8626 |
|
S4 |
0.8602 |
0.8606 |
0.8624 |
|
|
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 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8682 |
2.618 |
0.8665 |
1.618 |
0.8655 |
1.000 |
0.8649 |
0.618 |
0.8645 |
HIGH |
0.8639 |
0.618 |
0.8635 |
0.500 |
0.8634 |
0.382 |
0.8633 |
LOW |
0.8629 |
0.618 |
0.8623 |
1.000 |
0.8619 |
1.618 |
0.8613 |
2.618 |
0.8603 |
4.250 |
0.8587 |
|
|
Fisher Pivots for day following 23-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8634 |
0.8685 |
PP |
0.8632 |
0.8666 |
S1 |
0.8631 |
0.8648 |
|