CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8648 |
0.8506 |
-0.0142 |
-1.6% |
0.8556 |
High |
0.8648 |
0.8517 |
-0.0131 |
-1.5% |
0.8648 |
Low |
0.8648 |
0.8506 |
-0.0142 |
-1.6% |
0.8506 |
Close |
0.8648 |
0.8517 |
-0.0131 |
-1.5% |
0.8517 |
Range |
0.0000 |
0.0011 |
0.0011 |
|
0.0142 |
ATR |
0.0043 |
0.0050 |
0.0007 |
16.3% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8546 |
0.8543 |
0.8523 |
|
R3 |
0.8535 |
0.8532 |
0.8520 |
|
R2 |
0.8524 |
0.8524 |
0.8519 |
|
R1 |
0.8521 |
0.8521 |
0.8518 |
0.8523 |
PP |
0.8513 |
0.8513 |
0.8513 |
0.8514 |
S1 |
0.8510 |
0.8510 |
0.8516 |
0.8512 |
S2 |
0.8502 |
0.8502 |
0.8515 |
|
S3 |
0.8491 |
0.8499 |
0.8514 |
|
S4 |
0.8480 |
0.8488 |
0.8511 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8983 |
0.8892 |
0.8595 |
|
R3 |
0.8841 |
0.8750 |
0.8556 |
|
R2 |
0.8699 |
0.8699 |
0.8543 |
|
R1 |
0.8608 |
0.8608 |
0.8530 |
0.8583 |
PP |
0.8557 |
0.8557 |
0.8557 |
0.8544 |
S1 |
0.8466 |
0.8466 |
0.8504 |
0.8441 |
S2 |
0.8415 |
0.8415 |
0.8491 |
|
S3 |
0.8273 |
0.8324 |
0.8478 |
|
S4 |
0.8131 |
0.8182 |
0.8439 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8564 |
2.618 |
0.8546 |
1.618 |
0.8535 |
1.000 |
0.8528 |
0.618 |
0.8524 |
HIGH |
0.8517 |
0.618 |
0.8513 |
0.500 |
0.8512 |
0.382 |
0.8510 |
LOW |
0.8506 |
0.618 |
0.8499 |
1.000 |
0.8495 |
1.618 |
0.8488 |
2.618 |
0.8477 |
4.250 |
0.8459 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8515 |
0.8577 |
PP |
0.8513 |
0.8557 |
S1 |
0.8512 |
0.8537 |
|