CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 03-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8279 |
0.8239 |
-0.0040 |
-0.5% |
0.8432 |
High |
0.8279 |
0.8239 |
-0.0040 |
-0.5% |
0.8432 |
Low |
0.8279 |
0.8239 |
-0.0040 |
-0.5% |
0.8337 |
Close |
0.8279 |
0.8239 |
-0.0040 |
-0.5% |
0.8337 |
Range |
|
|
|
|
|
ATR |
0.0046 |
0.0046 |
0.0000 |
-0.9% |
0.0000 |
Volume |
1 |
3 |
2 |
200.0% |
4 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8239 |
0.8239 |
0.8239 |
|
R3 |
0.8239 |
0.8239 |
0.8239 |
|
R2 |
0.8239 |
0.8239 |
0.8239 |
|
R1 |
0.8239 |
0.8239 |
0.8239 |
0.8239 |
PP |
0.8239 |
0.8239 |
0.8239 |
0.8239 |
S1 |
0.8239 |
0.8239 |
0.8239 |
0.8239 |
S2 |
0.8239 |
0.8239 |
0.8239 |
|
S3 |
0.8239 |
0.8239 |
0.8239 |
|
S4 |
0.8239 |
0.8239 |
0.8239 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8654 |
0.8590 |
0.8389 |
|
R3 |
0.8559 |
0.8495 |
0.8363 |
|
R2 |
0.8464 |
0.8464 |
0.8354 |
|
R1 |
0.8400 |
0.8400 |
0.8346 |
0.8385 |
PP |
0.8369 |
0.8369 |
0.8369 |
0.8361 |
S1 |
0.8305 |
0.8305 |
0.8328 |
0.8290 |
S2 |
0.8274 |
0.8274 |
0.8320 |
|
S3 |
0.8179 |
0.8210 |
0.8311 |
|
S4 |
0.8084 |
0.8115 |
0.8285 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8239 |
2.618 |
0.8239 |
1.618 |
0.8239 |
1.000 |
0.8239 |
0.618 |
0.8239 |
HIGH |
0.8239 |
0.618 |
0.8239 |
0.500 |
0.8239 |
0.382 |
0.8239 |
LOW |
0.8239 |
0.618 |
0.8239 |
1.000 |
0.8239 |
1.618 |
0.8239 |
2.618 |
0.8239 |
4.250 |
0.8239 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8239 |
0.8291 |
PP |
0.8239 |
0.8273 |
S1 |
0.8239 |
0.8256 |
|