CME Australian Dollar Future March 2015
Trading Metrics calculated at close of trading on 05-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9215 |
0.9257 |
0.0042 |
0.5% |
0.9193 |
High |
0.9228 |
0.9257 |
0.0029 |
0.3% |
0.9257 |
Low |
0.9215 |
0.9253 |
0.0038 |
0.4% |
0.9121 |
Close |
0.9228 |
0.9253 |
0.0025 |
0.3% |
0.9253 |
Range |
0.0013 |
0.0004 |
-0.0009 |
-69.2% |
0.0136 |
ATR |
0.0030 |
0.0030 |
0.0000 |
-0.2% |
0.0000 |
Volume |
4 |
5 |
1 |
25.0% |
59 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9266 |
0.9264 |
0.9255 |
|
R3 |
0.9262 |
0.9260 |
0.9254 |
|
R2 |
0.9258 |
0.9258 |
0.9254 |
|
R1 |
0.9256 |
0.9256 |
0.9253 |
0.9255 |
PP |
0.9254 |
0.9254 |
0.9254 |
0.9254 |
S1 |
0.9252 |
0.9252 |
0.9253 |
0.9251 |
S2 |
0.9250 |
0.9250 |
0.9252 |
|
S3 |
0.9246 |
0.9248 |
0.9252 |
|
S4 |
0.9242 |
0.9244 |
0.9251 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9618 |
0.9572 |
0.9328 |
|
R3 |
0.9482 |
0.9436 |
0.9290 |
|
R2 |
0.9346 |
0.9346 |
0.9278 |
|
R1 |
0.9300 |
0.9300 |
0.9265 |
0.9323 |
PP |
0.9210 |
0.9210 |
0.9210 |
0.9222 |
S1 |
0.9164 |
0.9164 |
0.9241 |
0.9187 |
S2 |
0.9074 |
0.9074 |
0.9228 |
|
S3 |
0.8938 |
0.9028 |
0.9216 |
|
S4 |
0.8802 |
0.8892 |
0.9178 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9274 |
2.618 |
0.9267 |
1.618 |
0.9263 |
1.000 |
0.9261 |
0.618 |
0.9259 |
HIGH |
0.9257 |
0.618 |
0.9255 |
0.500 |
0.9255 |
0.382 |
0.9255 |
LOW |
0.9253 |
0.618 |
0.9251 |
1.000 |
0.9249 |
1.618 |
0.9247 |
2.618 |
0.9243 |
4.250 |
0.9236 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9255 |
0.9247 |
PP |
0.9254 |
0.9242 |
S1 |
0.9254 |
0.9236 |
|