CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 12-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8064 |
0.8028 |
-0.0036 |
-0.4% |
0.7957 |
High |
0.8064 |
0.8028 |
-0.0036 |
-0.4% |
0.8064 |
Low |
0.8064 |
0.8028 |
-0.0036 |
-0.4% |
0.7947 |
Close |
0.8064 |
0.8028 |
-0.0036 |
-0.4% |
0.8064 |
Range |
|
|
|
|
|
ATR |
0.0036 |
0.0036 |
0.0000 |
0.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8028 |
0.8028 |
0.8028 |
|
R3 |
0.8028 |
0.8028 |
0.8028 |
|
R2 |
0.8028 |
0.8028 |
0.8028 |
|
R1 |
0.8028 |
0.8028 |
0.8028 |
0.8028 |
PP |
0.8028 |
0.8028 |
0.8028 |
0.8028 |
S1 |
0.8028 |
0.8028 |
0.8028 |
0.8028 |
S2 |
0.8028 |
0.8028 |
0.8028 |
|
S3 |
0.8028 |
0.8028 |
0.8028 |
|
S4 |
0.8028 |
0.8028 |
0.8028 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8376 |
0.8337 |
0.8128 |
|
R3 |
0.8259 |
0.8220 |
0.8096 |
|
R2 |
0.8142 |
0.8142 |
0.8085 |
|
R1 |
0.8103 |
0.8103 |
0.8075 |
0.8123 |
PP |
0.8025 |
0.8025 |
0.8025 |
0.8035 |
S1 |
0.7986 |
0.7986 |
0.8053 |
0.8006 |
S2 |
0.7908 |
0.7908 |
0.8043 |
|
S3 |
0.7791 |
0.7869 |
0.8032 |
|
S4 |
0.7674 |
0.7752 |
0.8000 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8028 |
2.618 |
0.8028 |
1.618 |
0.8028 |
1.000 |
0.8028 |
0.618 |
0.8028 |
HIGH |
0.8028 |
0.618 |
0.8028 |
0.500 |
0.8028 |
0.382 |
0.8028 |
LOW |
0.8028 |
0.618 |
0.8028 |
1.000 |
0.8028 |
1.618 |
0.8028 |
2.618 |
0.8028 |
4.250 |
0.8028 |
|
|
Fisher Pivots for day following 12-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8028 |
0.8025 |
PP |
0.8028 |
0.8022 |
S1 |
0.8028 |
0.8020 |
|