CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 24-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.8675 |
0.8711 |
0.0036 |
0.4% |
0.8855 |
High |
0.8675 |
0.8711 |
0.0036 |
0.4% |
0.8919 |
Low |
0.8675 |
0.8711 |
0.0036 |
0.4% |
0.8765 |
Close |
0.8675 |
0.8711 |
0.0036 |
0.4% |
0.8765 |
Range |
|
|
|
|
|
ATR |
0.0043 |
0.0043 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8711 |
0.8711 |
0.8711 |
|
R3 |
0.8711 |
0.8711 |
0.8711 |
|
R2 |
0.8711 |
0.8711 |
0.8711 |
|
R1 |
0.8711 |
0.8711 |
0.8711 |
0.8711 |
PP |
0.8711 |
0.8711 |
0.8711 |
0.8711 |
S1 |
0.8711 |
0.8711 |
0.8711 |
0.8711 |
S2 |
0.8711 |
0.8711 |
0.8711 |
|
S3 |
0.8711 |
0.8711 |
0.8711 |
|
S4 |
0.8711 |
0.8711 |
0.8711 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9278 |
0.9176 |
0.8850 |
|
R3 |
0.9124 |
0.9022 |
0.8807 |
|
R2 |
0.8970 |
0.8970 |
0.8793 |
|
R1 |
0.8868 |
0.8868 |
0.8779 |
0.8842 |
PP |
0.8816 |
0.8816 |
0.8816 |
0.8804 |
S1 |
0.8714 |
0.8714 |
0.8751 |
0.8688 |
S2 |
0.8662 |
0.8662 |
0.8737 |
|
S3 |
0.8508 |
0.8560 |
0.8723 |
|
S4 |
0.8354 |
0.8406 |
0.8680 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8711 |
2.618 |
0.8711 |
1.618 |
0.8711 |
1.000 |
0.8711 |
0.618 |
0.8711 |
HIGH |
0.8711 |
0.618 |
0.8711 |
0.500 |
0.8711 |
0.382 |
0.8711 |
LOW |
0.8711 |
0.618 |
0.8711 |
1.000 |
0.8711 |
1.618 |
0.8711 |
2.618 |
0.8711 |
4.250 |
0.8711 |
|
|
Fisher Pivots for day following 24-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8711 |
0.8705 |
PP |
0.8711 |
0.8699 |
S1 |
0.8711 |
0.8693 |
|