CME Australian Dollar Future March 2015
Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8645 |
0.8699 |
0.0054 |
0.6% |
0.8620 |
High |
0.8720 |
0.8701 |
-0.0019 |
-0.2% |
0.8720 |
Low |
0.8641 |
0.8544 |
-0.0097 |
-1.1% |
0.8544 |
Close |
0.8703 |
0.8572 |
-0.0131 |
-1.5% |
0.8572 |
Range |
0.0079 |
0.0157 |
0.0078 |
98.7% |
0.0176 |
ATR |
0.0066 |
0.0072 |
0.0007 |
10.2% |
0.0000 |
Volume |
148 |
44 |
-104 |
-70.3% |
426 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9077 |
0.8981 |
0.8658 |
|
R3 |
0.8920 |
0.8824 |
0.8615 |
|
R2 |
0.8763 |
0.8763 |
0.8601 |
|
R1 |
0.8667 |
0.8667 |
0.8586 |
0.8637 |
PP |
0.8606 |
0.8606 |
0.8606 |
0.8590 |
S1 |
0.8510 |
0.8510 |
0.8558 |
0.8480 |
S2 |
0.8449 |
0.8449 |
0.8543 |
|
S3 |
0.8292 |
0.8353 |
0.8529 |
|
S4 |
0.8135 |
0.8196 |
0.8486 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9140 |
0.9032 |
0.8669 |
|
R3 |
0.8964 |
0.8856 |
0.8620 |
|
R2 |
0.8788 |
0.8788 |
0.8604 |
|
R1 |
0.8680 |
0.8680 |
0.8588 |
0.8646 |
PP |
0.8612 |
0.8612 |
0.8612 |
0.8595 |
S1 |
0.8504 |
0.8504 |
0.8556 |
0.8470 |
S2 |
0.8436 |
0.8436 |
0.8540 |
|
S3 |
0.8260 |
0.8328 |
0.8524 |
|
S4 |
0.8084 |
0.8152 |
0.8475 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8720 |
0.8544 |
0.0176 |
2.1% |
0.0084 |
1.0% |
16% |
False |
True |
85 |
10 |
0.8833 |
0.8544 |
0.0289 |
3.4% |
0.0078 |
0.9% |
10% |
False |
True |
116 |
20 |
0.9206 |
0.8544 |
0.0662 |
7.7% |
0.0076 |
0.9% |
4% |
False |
True |
89 |
40 |
0.9257 |
0.8544 |
0.0713 |
8.3% |
0.0044 |
0.5% |
4% |
False |
True |
47 |
60 |
0.9326 |
0.8544 |
0.0782 |
9.1% |
0.0031 |
0.4% |
4% |
False |
True |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9368 |
2.618 |
0.9112 |
1.618 |
0.8955 |
1.000 |
0.8858 |
0.618 |
0.8798 |
HIGH |
0.8701 |
0.618 |
0.8641 |
0.500 |
0.8623 |
0.382 |
0.8604 |
LOW |
0.8544 |
0.618 |
0.8447 |
1.000 |
0.8387 |
1.618 |
0.8290 |
2.618 |
0.8133 |
4.250 |
0.7877 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8623 |
0.8632 |
PP |
0.8606 |
0.8612 |
S1 |
0.8589 |
0.8592 |
|