CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 18-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8920 |
0.8923 |
0.0003 |
0.0% |
0.8847 |
High |
0.8920 |
0.8960 |
0.0040 |
0.4% |
0.8858 |
Low |
0.8920 |
0.8923 |
0.0003 |
0.0% |
0.8802 |
Close |
0.8920 |
0.8958 |
0.0038 |
0.4% |
0.8858 |
Range |
0.0000 |
0.0037 |
0.0037 |
|
0.0056 |
ATR |
0.0037 |
0.0038 |
0.0000 |
0.5% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9058 |
0.9045 |
0.8978 |
|
R3 |
0.9021 |
0.9008 |
0.8968 |
|
R2 |
0.8984 |
0.8984 |
0.8965 |
|
R1 |
0.8971 |
0.8971 |
0.8961 |
0.8978 |
PP |
0.8947 |
0.8947 |
0.8947 |
0.8950 |
S1 |
0.8934 |
0.8934 |
0.8955 |
0.8941 |
S2 |
0.8910 |
0.8910 |
0.8951 |
|
S3 |
0.8873 |
0.8897 |
0.8948 |
|
S4 |
0.8836 |
0.8860 |
0.8938 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9007 |
0.8989 |
0.8889 |
|
R3 |
0.8951 |
0.8933 |
0.8873 |
|
R2 |
0.8895 |
0.8895 |
0.8868 |
|
R1 |
0.8877 |
0.8877 |
0.8863 |
0.8886 |
PP |
0.8839 |
0.8839 |
0.8839 |
0.8844 |
S1 |
0.8821 |
0.8821 |
0.8853 |
0.8830 |
S2 |
0.8783 |
0.8783 |
0.8848 |
|
S3 |
0.8727 |
0.8765 |
0.8843 |
|
S4 |
0.8671 |
0.8709 |
0.8827 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9117 |
2.618 |
0.9057 |
1.618 |
0.9020 |
1.000 |
0.8997 |
0.618 |
0.8983 |
HIGH |
0.8960 |
0.618 |
0.8946 |
0.500 |
0.8942 |
0.382 |
0.8937 |
LOW |
0.8923 |
0.618 |
0.8900 |
1.000 |
0.8886 |
1.618 |
0.8863 |
2.618 |
0.8826 |
4.250 |
0.8766 |
|
|
Fisher Pivots for day following 18-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8953 |
0.8942 |
PP |
0.8947 |
0.8925 |
S1 |
0.8942 |
0.8909 |
|