CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 25-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8432 |
0.8346 |
-0.0086 |
-1.0% |
0.8521 |
High |
0.8432 |
0.8346 |
-0.0086 |
-1.0% |
0.8543 |
Low |
0.8432 |
0.8346 |
-0.0086 |
-1.0% |
0.8436 |
Close |
0.8432 |
0.8346 |
-0.0086 |
-1.0% |
0.8481 |
Range |
|
|
|
|
|
ATR |
0.0046 |
0.0049 |
0.0003 |
6.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8346 |
0.8346 |
0.8346 |
|
R3 |
0.8346 |
0.8346 |
0.8346 |
|
R2 |
0.8346 |
0.8346 |
0.8346 |
|
R1 |
0.8346 |
0.8346 |
0.8346 |
0.8346 |
PP |
0.8346 |
0.8346 |
0.8346 |
0.8346 |
S1 |
0.8346 |
0.8346 |
0.8346 |
0.8346 |
S2 |
0.8346 |
0.8346 |
0.8346 |
|
S3 |
0.8346 |
0.8346 |
0.8346 |
|
S4 |
0.8346 |
0.8346 |
0.8346 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8808 |
0.8751 |
0.8540 |
|
R3 |
0.8701 |
0.8644 |
0.8510 |
|
R2 |
0.8594 |
0.8594 |
0.8501 |
|
R1 |
0.8537 |
0.8537 |
0.8491 |
0.8512 |
PP |
0.8487 |
0.8487 |
0.8487 |
0.8474 |
S1 |
0.8430 |
0.8430 |
0.8471 |
0.8405 |
S2 |
0.8380 |
0.8380 |
0.8461 |
|
S3 |
0.8273 |
0.8323 |
0.8452 |
|
S4 |
0.8166 |
0.8216 |
0.8422 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8346 |
2.618 |
0.8346 |
1.618 |
0.8346 |
1.000 |
0.8346 |
0.618 |
0.8346 |
HIGH |
0.8346 |
0.618 |
0.8346 |
0.500 |
0.8346 |
0.382 |
0.8346 |
LOW |
0.8346 |
0.618 |
0.8346 |
1.000 |
0.8346 |
1.618 |
0.8346 |
2.618 |
0.8346 |
4.250 |
0.8346 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8346 |
0.8414 |
PP |
0.8346 |
0.8391 |
S1 |
0.8346 |
0.8369 |
|