CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9167 |
0.9200 |
0.0033 |
0.4% |
0.9115 |
| High |
0.9167 |
0.9200 |
0.0033 |
0.4% |
0.9173 |
| Low |
0.9167 |
0.9172 |
0.0005 |
0.1% |
0.9115 |
| Close |
0.9167 |
0.9172 |
0.0005 |
0.1% |
0.9154 |
| Range |
0.0000 |
0.0028 |
0.0028 |
|
0.0058 |
| ATR |
0.0027 |
0.0028 |
0.0000 |
1.5% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
55 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9265 |
0.9247 |
0.9187 |
|
| R3 |
0.9237 |
0.9219 |
0.9180 |
|
| R2 |
0.9209 |
0.9209 |
0.9177 |
|
| R1 |
0.9191 |
0.9191 |
0.9175 |
0.9186 |
| PP |
0.9181 |
0.9181 |
0.9181 |
0.9179 |
| S1 |
0.9163 |
0.9163 |
0.9169 |
0.9158 |
| S2 |
0.9153 |
0.9153 |
0.9167 |
|
| S3 |
0.9125 |
0.9135 |
0.9164 |
|
| S4 |
0.9097 |
0.9107 |
0.9157 |
|
|
| 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 |
0.9319 |
|
2.618 |
0.9273 |
|
1.618 |
0.9245 |
|
1.000 |
0.9228 |
|
0.618 |
0.9217 |
|
HIGH |
0.9200 |
|
0.618 |
0.9189 |
|
0.500 |
0.9186 |
|
0.382 |
0.9183 |
|
LOW |
0.9172 |
|
0.618 |
0.9155 |
|
1.000 |
0.9144 |
|
1.618 |
0.9127 |
|
2.618 |
0.9099 |
|
4.250 |
0.9053 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9186 |
0.9164 |
| PP |
0.9181 |
0.9156 |
| S1 |
0.9177 |
0.9148 |
|