CME Australian Dollar Future March 2015
Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9094 |
0.8960 |
-0.0134 |
-1.5% |
0.9206 |
High |
0.9097 |
0.8961 |
-0.0136 |
-1.5% |
0.9206 |
Low |
0.8977 |
0.8924 |
-0.0053 |
-0.6% |
0.8924 |
Close |
0.8977 |
0.8924 |
-0.0053 |
-0.6% |
0.8924 |
Range |
0.0120 |
0.0037 |
-0.0083 |
-69.2% |
0.0282 |
ATR |
0.0048 |
0.0048 |
0.0000 |
0.7% |
0.0000 |
Volume |
36 |
146 |
110 |
305.6% |
237 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9047 |
0.9023 |
0.8944 |
|
R3 |
0.9010 |
0.8986 |
0.8934 |
|
R2 |
0.8973 |
0.8973 |
0.8931 |
|
R1 |
0.8949 |
0.8949 |
0.8927 |
0.8943 |
PP |
0.8936 |
0.8936 |
0.8936 |
0.8933 |
S1 |
0.8912 |
0.8912 |
0.8921 |
0.8906 |
S2 |
0.8899 |
0.8899 |
0.8917 |
|
S3 |
0.8862 |
0.8875 |
0.8914 |
|
S4 |
0.8825 |
0.8838 |
0.8904 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9864 |
0.9676 |
0.9079 |
|
R3 |
0.9582 |
0.9394 |
0.9002 |
|
R2 |
0.9300 |
0.9300 |
0.8976 |
|
R1 |
0.9112 |
0.9112 |
0.8950 |
0.9065 |
PP |
0.9018 |
0.9018 |
0.9018 |
0.8995 |
S1 |
0.8830 |
0.8830 |
0.8898 |
0.8783 |
S2 |
0.8736 |
0.8736 |
0.8872 |
|
S3 |
0.8454 |
0.8548 |
0.8846 |
|
S4 |
0.8172 |
0.8266 |
0.8769 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9118 |
2.618 |
0.9058 |
1.618 |
0.9021 |
1.000 |
0.8998 |
0.618 |
0.8984 |
HIGH |
0.8961 |
0.618 |
0.8947 |
0.500 |
0.8943 |
0.382 |
0.8938 |
LOW |
0.8924 |
0.618 |
0.8901 |
1.000 |
0.8887 |
1.618 |
0.8864 |
2.618 |
0.8827 |
4.250 |
0.8767 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8943 |
0.9011 |
PP |
0.8936 |
0.8982 |
S1 |
0.8930 |
0.8953 |
|