CME Australian Dollar Future March 2015
Trading Metrics calculated at close of trading on 10-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9146 |
0.9085 |
-0.0061 |
-0.7% |
0.9193 |
High |
0.9146 |
0.9085 |
-0.0061 |
-0.7% |
0.9257 |
Low |
0.9061 |
0.9004 |
-0.0057 |
-0.6% |
0.9121 |
Close |
0.9075 |
0.9036 |
-0.0039 |
-0.4% |
0.9253 |
Range |
0.0085 |
0.0081 |
-0.0004 |
-4.7% |
0.0136 |
ATR |
0.0040 |
0.0042 |
0.0003 |
7.5% |
0.0000 |
Volume |
22 |
31 |
9 |
40.9% |
59 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9285 |
0.9241 |
0.9081 |
|
R3 |
0.9204 |
0.9160 |
0.9058 |
|
R2 |
0.9123 |
0.9123 |
0.9051 |
|
R1 |
0.9079 |
0.9079 |
0.9043 |
0.9061 |
PP |
0.9042 |
0.9042 |
0.9042 |
0.9032 |
S1 |
0.8998 |
0.8998 |
0.9029 |
0.8980 |
S2 |
0.8961 |
0.8961 |
0.9021 |
|
S3 |
0.8880 |
0.8917 |
0.9014 |
|
S4 |
0.8799 |
0.8836 |
0.8991 |
|
|
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 |
0.9429 |
2.618 |
0.9297 |
1.618 |
0.9216 |
1.000 |
0.9166 |
0.618 |
0.9135 |
HIGH |
0.9085 |
0.618 |
0.9054 |
0.500 |
0.9045 |
0.382 |
0.9035 |
LOW |
0.9004 |
0.618 |
0.8954 |
1.000 |
0.8923 |
1.618 |
0.8873 |
2.618 |
0.8792 |
4.250 |
0.8660 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9045 |
0.9105 |
PP |
0.9042 |
0.9082 |
S1 |
0.9039 |
0.9059 |
|