CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.8921 |
0.8942 |
0.0021 |
0.2% |
0.9113 |
High |
0.8921 |
0.8942 |
0.0021 |
0.2% |
0.9113 |
Low |
0.8921 |
0.8870 |
-0.0051 |
-0.6% |
0.8870 |
Close |
0.8921 |
0.8870 |
-0.0051 |
-0.6% |
0.8870 |
Range |
0.0000 |
0.0072 |
0.0072 |
|
0.0243 |
ATR |
0.0038 |
0.0040 |
0.0002 |
6.5% |
0.0000 |
Volume |
6 |
6 |
0 |
0.0% |
30 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9110 |
0.9062 |
0.8910 |
|
R3 |
0.9038 |
0.8990 |
0.8890 |
|
R2 |
0.8966 |
0.8966 |
0.8883 |
|
R1 |
0.8918 |
0.8918 |
0.8877 |
0.8906 |
PP |
0.8894 |
0.8894 |
0.8894 |
0.8888 |
S1 |
0.8846 |
0.8846 |
0.8863 |
0.8834 |
S2 |
0.8822 |
0.8822 |
0.8857 |
|
S3 |
0.8750 |
0.8774 |
0.8850 |
|
S4 |
0.8678 |
0.8702 |
0.8830 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9680 |
0.9518 |
0.9004 |
|
R3 |
0.9437 |
0.9275 |
0.8937 |
|
R2 |
0.9194 |
0.9194 |
0.8915 |
|
R1 |
0.9032 |
0.9032 |
0.8892 |
0.8992 |
PP |
0.8951 |
0.8951 |
0.8951 |
0.8931 |
S1 |
0.8789 |
0.8789 |
0.8848 |
0.8749 |
S2 |
0.8708 |
0.8708 |
0.8825 |
|
S3 |
0.8465 |
0.8546 |
0.8803 |
|
S4 |
0.8222 |
0.8303 |
0.8736 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9248 |
2.618 |
0.9130 |
1.618 |
0.9058 |
1.000 |
0.9014 |
0.618 |
0.8986 |
HIGH |
0.8942 |
0.618 |
0.8914 |
0.500 |
0.8906 |
0.382 |
0.8898 |
LOW |
0.8870 |
0.618 |
0.8826 |
1.000 |
0.8798 |
1.618 |
0.8754 |
2.618 |
0.8682 |
4.250 |
0.8564 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8906 |
0.8925 |
PP |
0.8894 |
0.8907 |
S1 |
0.8882 |
0.8888 |
|