CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 27-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.8582 |
0.8620 |
0.0038 |
0.4% |
0.8668 |
High |
0.8582 |
0.8620 |
0.0038 |
0.4% |
0.8740 |
Low |
0.8582 |
0.8620 |
0.0038 |
0.4% |
0.8582 |
Close |
0.8582 |
0.8620 |
0.0038 |
0.4% |
0.8582 |
Range |
|
|
|
|
|
ATR |
0.0050 |
0.0050 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8620 |
0.8620 |
0.8620 |
|
R3 |
0.8620 |
0.8620 |
0.8620 |
|
R2 |
0.8620 |
0.8620 |
0.8620 |
|
R1 |
0.8620 |
0.8620 |
0.8620 |
0.8620 |
PP |
0.8620 |
0.8620 |
0.8620 |
0.8620 |
S1 |
0.8620 |
0.8620 |
0.8620 |
0.8620 |
S2 |
0.8620 |
0.8620 |
0.8620 |
|
S3 |
0.8620 |
0.8620 |
0.8620 |
|
S4 |
0.8620 |
0.8620 |
0.8620 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9109 |
0.9003 |
0.8669 |
|
R3 |
0.8951 |
0.8845 |
0.8625 |
|
R2 |
0.8793 |
0.8793 |
0.8611 |
|
R1 |
0.8687 |
0.8687 |
0.8596 |
0.8661 |
PP |
0.8635 |
0.8635 |
0.8635 |
0.8622 |
S1 |
0.8529 |
0.8529 |
0.8568 |
0.8503 |
S2 |
0.8477 |
0.8477 |
0.8553 |
|
S3 |
0.8319 |
0.8371 |
0.8539 |
|
S4 |
0.8161 |
0.8213 |
0.8495 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8740 |
0.8582 |
0.0158 |
1.8% |
0.0008 |
0.1% |
24% |
False |
False |
1 |
10 |
0.8913 |
0.8582 |
0.0331 |
3.8% |
0.0004 |
0.0% |
11% |
False |
False |
1 |
20 |
0.8913 |
0.8582 |
0.0331 |
3.8% |
0.0005 |
0.1% |
11% |
False |
False |
1 |
40 |
0.8990 |
0.8582 |
0.0408 |
4.7% |
0.0003 |
0.0% |
9% |
False |
False |
|
60 |
0.9335 |
0.8582 |
0.0753 |
8.7% |
0.0002 |
0.0% |
5% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8620 |
2.618 |
0.8620 |
1.618 |
0.8620 |
1.000 |
0.8620 |
0.618 |
0.8620 |
HIGH |
0.8620 |
0.618 |
0.8620 |
0.500 |
0.8620 |
0.382 |
0.8620 |
LOW |
0.8620 |
0.618 |
0.8620 |
1.000 |
0.8620 |
1.618 |
0.8620 |
2.618 |
0.8620 |
4.250 |
0.8620 |
|
|
Fisher Pivots for day following 27-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8620 |
0.8617 |
PP |
0.8620 |
0.8614 |
S1 |
0.8620 |
0.8611 |
|