CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 25-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8711 |
0.8665 |
-0.0046 |
-0.5% |
0.8855 |
| High |
0.8711 |
0.8665 |
-0.0046 |
-0.5% |
0.8919 |
| Low |
0.8711 |
0.8623 |
-0.0088 |
-1.0% |
0.8765 |
| Close |
0.8711 |
0.8623 |
-0.0088 |
-1.0% |
0.8765 |
| Range |
0.0000 |
0.0042 |
0.0042 |
|
0.0154 |
| ATR |
0.0043 |
0.0046 |
0.0003 |
7.6% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8763 |
0.8735 |
0.8646 |
|
| R3 |
0.8721 |
0.8693 |
0.8635 |
|
| R2 |
0.8679 |
0.8679 |
0.8631 |
|
| R1 |
0.8651 |
0.8651 |
0.8627 |
0.8644 |
| PP |
0.8637 |
0.8637 |
0.8637 |
0.8634 |
| S1 |
0.8609 |
0.8609 |
0.8619 |
0.8602 |
| S2 |
0.8595 |
0.8595 |
0.8615 |
|
| S3 |
0.8553 |
0.8567 |
0.8611 |
|
| S4 |
0.8511 |
0.8525 |
0.8600 |
|
|
| 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 |
0.8844 |
|
2.618 |
0.8775 |
|
1.618 |
0.8733 |
|
1.000 |
0.8707 |
|
0.618 |
0.8691 |
|
HIGH |
0.8665 |
|
0.618 |
0.8649 |
|
0.500 |
0.8644 |
|
0.382 |
0.8639 |
|
LOW |
0.8623 |
|
0.618 |
0.8597 |
|
1.000 |
0.8581 |
|
1.618 |
0.8555 |
|
2.618 |
0.8513 |
|
4.250 |
0.8445 |
|
|
| Fisher Pivots for day following 25-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8644 |
0.8667 |
| PP |
0.8637 |
0.8652 |
| S1 |
0.8630 |
0.8638 |
|