CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8534 |
0.8500 |
-0.0034 |
-0.4% |
0.8427 |
| High |
0.8534 |
0.8569 |
0.0035 |
0.4% |
0.8569 |
| Low |
0.8534 |
0.8500 |
-0.0034 |
-0.4% |
0.8427 |
| Close |
0.8534 |
0.8569 |
0.0035 |
0.4% |
0.8569 |
| Range |
0.0000 |
0.0069 |
0.0069 |
|
0.0142 |
| ATR |
0.0046 |
0.0047 |
0.0002 |
3.6% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
15 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8753 |
0.8730 |
0.8607 |
|
| R3 |
0.8684 |
0.8661 |
0.8588 |
|
| R2 |
0.8615 |
0.8615 |
0.8582 |
|
| R1 |
0.8592 |
0.8592 |
0.8575 |
0.8604 |
| PP |
0.8546 |
0.8546 |
0.8546 |
0.8552 |
| S1 |
0.8523 |
0.8523 |
0.8563 |
0.8535 |
| S2 |
0.8477 |
0.8477 |
0.8556 |
|
| S3 |
0.8408 |
0.8454 |
0.8550 |
|
| S4 |
0.8339 |
0.8385 |
0.8531 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8948 |
0.8900 |
0.8647 |
|
| R3 |
0.8806 |
0.8758 |
0.8608 |
|
| R2 |
0.8664 |
0.8664 |
0.8595 |
|
| R1 |
0.8616 |
0.8616 |
0.8582 |
0.8640 |
| PP |
0.8522 |
0.8522 |
0.8522 |
0.8534 |
| S1 |
0.8474 |
0.8474 |
0.8556 |
0.8498 |
| S2 |
0.8380 |
0.8380 |
0.8543 |
|
| S3 |
0.8238 |
0.8332 |
0.8530 |
|
| S4 |
0.8096 |
0.8190 |
0.8491 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8862 |
|
2.618 |
0.8750 |
|
1.618 |
0.8681 |
|
1.000 |
0.8638 |
|
0.618 |
0.8612 |
|
HIGH |
0.8569 |
|
0.618 |
0.8543 |
|
0.500 |
0.8535 |
|
0.382 |
0.8526 |
|
LOW |
0.8500 |
|
0.618 |
0.8457 |
|
1.000 |
0.8431 |
|
1.618 |
0.8388 |
|
2.618 |
0.8319 |
|
4.250 |
0.8207 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8558 |
0.8558 |
| PP |
0.8546 |
0.8546 |
| S1 |
0.8535 |
0.8535 |
|