CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8884 |
0.8875 |
-0.0009 |
-0.1% |
0.8847 |
High |
0.8884 |
0.8875 |
-0.0009 |
-0.1% |
0.8858 |
Low |
0.8884 |
0.8875 |
-0.0009 |
-0.1% |
0.8802 |
Close |
0.8884 |
0.8875 |
-0.0009 |
-0.1% |
0.8858 |
Range |
|
|
|
|
|
ATR |
0.0040 |
0.0038 |
-0.0002 |
-5.5% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8875 |
0.8875 |
0.8875 |
|
R3 |
0.8875 |
0.8875 |
0.8875 |
|
R2 |
0.8875 |
0.8875 |
0.8875 |
|
R1 |
0.8875 |
0.8875 |
0.8875 |
0.8875 |
PP |
0.8875 |
0.8875 |
0.8875 |
0.8875 |
S1 |
0.8875 |
0.8875 |
0.8875 |
0.8875 |
S2 |
0.8875 |
0.8875 |
0.8875 |
|
S3 |
0.8875 |
0.8875 |
0.8875 |
|
S4 |
0.8875 |
0.8875 |
0.8875 |
|
|
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 |
0.8875 |
2.618 |
0.8875 |
1.618 |
0.8875 |
1.000 |
0.8875 |
0.618 |
0.8875 |
HIGH |
0.8875 |
0.618 |
0.8875 |
0.500 |
0.8875 |
0.382 |
0.8875 |
LOW |
0.8875 |
0.618 |
0.8875 |
1.000 |
0.8875 |
1.618 |
0.8875 |
2.618 |
0.8875 |
4.250 |
0.8875 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8875 |
0.8918 |
PP |
0.8875 |
0.8903 |
S1 |
0.8875 |
0.8889 |
|