CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 05-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.7978 |
0.7957 |
-0.0021 |
-0.3% |
0.7990 |
High |
0.7978 |
0.7957 |
-0.0021 |
-0.3% |
0.8038 |
Low |
0.7978 |
0.7957 |
-0.0021 |
-0.3% |
0.7978 |
Close |
0.7978 |
0.7957 |
-0.0021 |
-0.3% |
0.7978 |
Range |
|
|
|
|
|
ATR |
0.0034 |
0.0033 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7957 |
0.7957 |
0.7957 |
|
R3 |
0.7957 |
0.7957 |
0.7957 |
|
R2 |
0.7957 |
0.7957 |
0.7957 |
|
R1 |
0.7957 |
0.7957 |
0.7957 |
0.7957 |
PP |
0.7957 |
0.7957 |
0.7957 |
0.7957 |
S1 |
0.7957 |
0.7957 |
0.7957 |
0.7957 |
S2 |
0.7957 |
0.7957 |
0.7957 |
|
S3 |
0.7957 |
0.7957 |
0.7957 |
|
S4 |
0.7957 |
0.7957 |
0.7957 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8178 |
0.8138 |
0.8011 |
|
R3 |
0.8118 |
0.8078 |
0.7995 |
|
R2 |
0.8058 |
0.8058 |
0.7989 |
|
R1 |
0.8018 |
0.8018 |
0.7984 |
0.8008 |
PP |
0.7998 |
0.7998 |
0.7998 |
0.7993 |
S1 |
0.7958 |
0.7958 |
0.7973 |
0.7948 |
S2 |
0.7938 |
0.7938 |
0.7967 |
|
S3 |
0.7878 |
0.7898 |
0.7962 |
|
S4 |
0.7818 |
0.7838 |
0.7945 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7957 |
2.618 |
0.7957 |
1.618 |
0.7957 |
1.000 |
0.7957 |
0.618 |
0.7957 |
HIGH |
0.7957 |
0.618 |
0.7957 |
0.500 |
0.7957 |
0.382 |
0.7957 |
LOW |
0.7957 |
0.618 |
0.7957 |
1.000 |
0.7957 |
1.618 |
0.7957 |
2.618 |
0.7957 |
4.250 |
0.7957 |
|
|
Fisher Pivots for day following 05-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7957 |
0.7992 |
PP |
0.7957 |
0.7980 |
S1 |
0.7957 |
0.7969 |
|