CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 27-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9124 |
0.9157 |
0.0033 |
0.4% |
0.9138 |
High |
0.9124 |
0.9157 |
0.0033 |
0.4% |
0.9138 |
Low |
0.9124 |
0.9157 |
0.0033 |
0.4% |
0.9103 |
Close |
0.9124 |
0.9157 |
0.0033 |
0.4% |
0.9131 |
Range |
|
|
|
|
|
ATR |
0.0021 |
0.0022 |
0.0001 |
4.3% |
0.0000 |
Volume |
11 |
11 |
0 |
0.0% |
55 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9157 |
0.9157 |
0.9157 |
|
R3 |
0.9157 |
0.9157 |
0.9157 |
|
R2 |
0.9157 |
0.9157 |
0.9157 |
|
R1 |
0.9157 |
0.9157 |
0.9157 |
0.9157 |
PP |
0.9157 |
0.9157 |
0.9157 |
0.9157 |
S1 |
0.9157 |
0.9157 |
0.9157 |
0.9157 |
S2 |
0.9157 |
0.9157 |
0.9157 |
|
S3 |
0.9157 |
0.9157 |
0.9157 |
|
S4 |
0.9157 |
0.9157 |
0.9157 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9229 |
0.9215 |
0.9150 |
|
R3 |
0.9194 |
0.9180 |
0.9141 |
|
R2 |
0.9159 |
0.9159 |
0.9137 |
|
R1 |
0.9145 |
0.9145 |
0.9134 |
0.9135 |
PP |
0.9124 |
0.9124 |
0.9124 |
0.9119 |
S1 |
0.9110 |
0.9110 |
0.9128 |
0.9100 |
S2 |
0.9089 |
0.9089 |
0.9125 |
|
S3 |
0.9054 |
0.9075 |
0.9121 |
|
S4 |
0.9019 |
0.9040 |
0.9112 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9157 |
2.618 |
0.9157 |
1.618 |
0.9157 |
1.000 |
0.9157 |
0.618 |
0.9157 |
HIGH |
0.9157 |
0.618 |
0.9157 |
0.500 |
0.9157 |
0.382 |
0.9157 |
LOW |
0.9157 |
0.618 |
0.9157 |
1.000 |
0.9157 |
1.618 |
0.9157 |
2.618 |
0.9157 |
4.250 |
0.9157 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9157 |
0.9150 |
PP |
0.9157 |
0.9143 |
S1 |
0.9157 |
0.9136 |
|