CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 08-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9197 |
0.9113 |
-0.0084 |
-0.9% |
0.9143 |
High |
0.9197 |
0.9113 |
-0.0084 |
-0.9% |
0.9200 |
Low |
0.9197 |
0.9113 |
-0.0084 |
-0.9% |
0.9095 |
Close |
0.9197 |
0.9113 |
-0.0084 |
-0.9% |
0.9197 |
Range |
|
|
|
|
|
ATR |
0.0027 |
0.0031 |
0.0004 |
14.8% |
0.0000 |
Volume |
6 |
6 |
0 |
0.0% |
19 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9113 |
0.9113 |
0.9113 |
|
R3 |
0.9113 |
0.9113 |
0.9113 |
|
R2 |
0.9113 |
0.9113 |
0.9113 |
|
R1 |
0.9113 |
0.9113 |
0.9113 |
0.9113 |
PP |
0.9113 |
0.9113 |
0.9113 |
0.9113 |
S1 |
0.9113 |
0.9113 |
0.9113 |
0.9113 |
S2 |
0.9113 |
0.9113 |
0.9113 |
|
S3 |
0.9113 |
0.9113 |
0.9113 |
|
S4 |
0.9113 |
0.9113 |
0.9113 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9479 |
0.9443 |
0.9255 |
|
R3 |
0.9374 |
0.9338 |
0.9226 |
|
R2 |
0.9269 |
0.9269 |
0.9216 |
|
R1 |
0.9233 |
0.9233 |
0.9207 |
0.9251 |
PP |
0.9164 |
0.9164 |
0.9164 |
0.9173 |
S1 |
0.9128 |
0.9128 |
0.9187 |
0.9146 |
S2 |
0.9059 |
0.9059 |
0.9178 |
|
S3 |
0.8954 |
0.9023 |
0.9168 |
|
S4 |
0.8849 |
0.8918 |
0.9139 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9113 |
2.618 |
0.9113 |
1.618 |
0.9113 |
1.000 |
0.9113 |
0.618 |
0.9113 |
HIGH |
0.9113 |
0.618 |
0.9113 |
0.500 |
0.9113 |
0.382 |
0.9113 |
LOW |
0.9113 |
0.618 |
0.9113 |
1.000 |
0.9113 |
1.618 |
0.9113 |
2.618 |
0.9113 |
4.250 |
0.9113 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9113 |
0.9157 |
PP |
0.9113 |
0.9142 |
S1 |
0.9113 |
0.9128 |
|