CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 03-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9143 |
0.9167 |
0.0024 |
0.3% |
0.9115 |
High |
0.9143 |
0.9167 |
0.0024 |
0.3% |
0.9173 |
Low |
0.9095 |
0.9167 |
0.0072 |
0.8% |
0.9115 |
Close |
0.9095 |
0.9167 |
0.0072 |
0.8% |
0.9154 |
Range |
0.0048 |
0.0000 |
-0.0048 |
-100.0% |
0.0058 |
ATR |
0.0024 |
0.0027 |
0.0003 |
14.6% |
0.0000 |
Volume |
11 |
1 |
-10 |
-90.9% |
55 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9167 |
0.9167 |
0.9167 |
|
R3 |
0.9167 |
0.9167 |
0.9167 |
|
R2 |
0.9167 |
0.9167 |
0.9167 |
|
R1 |
0.9167 |
0.9167 |
0.9167 |
0.9167 |
PP |
0.9167 |
0.9167 |
0.9167 |
0.9167 |
S1 |
0.9167 |
0.9167 |
0.9167 |
0.9167 |
S2 |
0.9167 |
0.9167 |
0.9167 |
|
S3 |
0.9167 |
0.9167 |
0.9167 |
|
S4 |
0.9167 |
0.9167 |
0.9167 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9321 |
0.9296 |
0.9186 |
|
R3 |
0.9263 |
0.9238 |
0.9170 |
|
R2 |
0.9205 |
0.9205 |
0.9165 |
|
R1 |
0.9180 |
0.9180 |
0.9159 |
0.9193 |
PP |
0.9147 |
0.9147 |
0.9147 |
0.9154 |
S1 |
0.9122 |
0.9122 |
0.9149 |
0.9135 |
S2 |
0.9089 |
0.9089 |
0.9143 |
|
S3 |
0.9031 |
0.9064 |
0.9138 |
|
S4 |
0.8973 |
0.9006 |
0.9122 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9167 |
2.618 |
0.9167 |
1.618 |
0.9167 |
1.000 |
0.9167 |
0.618 |
0.9167 |
HIGH |
0.9167 |
0.618 |
0.9167 |
0.500 |
0.9167 |
0.382 |
0.9167 |
LOW |
0.9167 |
0.618 |
0.9167 |
1.000 |
0.9167 |
1.618 |
0.9167 |
2.618 |
0.9167 |
4.250 |
0.9167 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9167 |
0.9155 |
PP |
0.9167 |
0.9143 |
S1 |
0.9167 |
0.9131 |
|