CME Australian Dollar Future March 2015
Trading Metrics calculated at close of trading on 18-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.8955 |
0.8843 |
-0.0112 |
-1.3% |
0.9206 |
High |
0.8963 |
0.8879 |
-0.0084 |
-0.9% |
0.9206 |
Low |
0.8853 |
0.8823 |
-0.0030 |
-0.3% |
0.8924 |
Close |
0.8890 |
0.8866 |
-0.0024 |
-0.3% |
0.8924 |
Range |
0.0110 |
0.0056 |
-0.0054 |
-49.1% |
0.0282 |
ATR |
0.0056 |
0.0057 |
0.0001 |
1.4% |
0.0000 |
Volume |
97 |
76 |
-21 |
-21.6% |
237 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9024 |
0.9001 |
0.8897 |
|
R3 |
0.8968 |
0.8945 |
0.8881 |
|
R2 |
0.8912 |
0.8912 |
0.8876 |
|
R1 |
0.8889 |
0.8889 |
0.8871 |
0.8901 |
PP |
0.8856 |
0.8856 |
0.8856 |
0.8862 |
S1 |
0.8833 |
0.8833 |
0.8861 |
0.8845 |
S2 |
0.8800 |
0.8800 |
0.8856 |
|
S3 |
0.8744 |
0.8777 |
0.8851 |
|
S4 |
0.8688 |
0.8721 |
0.8835 |
|
|
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 |
0.9117 |
2.618 |
0.9026 |
1.618 |
0.8970 |
1.000 |
0.8935 |
0.618 |
0.8914 |
HIGH |
0.8879 |
0.618 |
0.8858 |
0.500 |
0.8851 |
0.382 |
0.8844 |
LOW |
0.8823 |
0.618 |
0.8788 |
1.000 |
0.8767 |
1.618 |
0.8732 |
2.618 |
0.8676 |
4.250 |
0.8585 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8861 |
0.8901 |
PP |
0.8856 |
0.8889 |
S1 |
0.8851 |
0.8878 |
|