CME Australian Dollar Future March 2015
Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.8760 |
0.8687 |
-0.0073 |
-0.8% |
0.8825 |
High |
0.8760 |
0.8691 |
-0.0069 |
-0.8% |
0.8833 |
Low |
0.8669 |
0.8647 |
-0.0022 |
-0.3% |
0.8647 |
Close |
0.8678 |
0.8653 |
-0.0025 |
-0.3% |
0.8653 |
Range |
0.0091 |
0.0044 |
-0.0047 |
-51.6% |
0.0186 |
ATR |
0.0064 |
0.0063 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
70 |
136 |
66 |
94.3% |
742 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8796 |
0.8768 |
0.8677 |
|
R3 |
0.8752 |
0.8724 |
0.8665 |
|
R2 |
0.8708 |
0.8708 |
0.8661 |
|
R1 |
0.8680 |
0.8680 |
0.8657 |
0.8672 |
PP |
0.8664 |
0.8664 |
0.8664 |
0.8660 |
S1 |
0.8636 |
0.8636 |
0.8649 |
0.8628 |
S2 |
0.8620 |
0.8620 |
0.8645 |
|
S3 |
0.8576 |
0.8592 |
0.8641 |
|
S4 |
0.8532 |
0.8548 |
0.8629 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9269 |
0.9147 |
0.8755 |
|
R3 |
0.9083 |
0.8961 |
0.8704 |
|
R2 |
0.8897 |
0.8897 |
0.8687 |
|
R1 |
0.8775 |
0.8775 |
0.8670 |
0.8743 |
PP |
0.8711 |
0.8711 |
0.8711 |
0.8695 |
S1 |
0.8589 |
0.8589 |
0.8636 |
0.8557 |
S2 |
0.8525 |
0.8525 |
0.8619 |
|
S3 |
0.8339 |
0.8403 |
0.8602 |
|
S4 |
0.8153 |
0.8217 |
0.8551 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8878 |
2.618 |
0.8806 |
1.618 |
0.8762 |
1.000 |
0.8735 |
0.618 |
0.8718 |
HIGH |
0.8691 |
0.618 |
0.8674 |
0.500 |
0.8669 |
0.382 |
0.8664 |
LOW |
0.8647 |
0.618 |
0.8620 |
1.000 |
0.8603 |
1.618 |
0.8576 |
2.618 |
0.8532 |
4.250 |
0.8460 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8669 |
0.8715 |
PP |
0.8664 |
0.8694 |
S1 |
0.8658 |
0.8674 |
|