CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 21-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8138 |
0.8008 |
-0.0130 |
-1.6% |
0.8028 |
High |
0.8138 |
0.8008 |
-0.0130 |
-1.6% |
0.8098 |
Low |
0.8042 |
0.7963 |
-0.0079 |
-1.0% |
0.7983 |
Close |
0.8042 |
0.7963 |
-0.0079 |
-1.0% |
0.8098 |
Range |
0.0096 |
0.0045 |
-0.0051 |
-53.1% |
0.0115 |
ATR |
0.0039 |
0.0042 |
0.0003 |
7.2% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8113 |
0.8083 |
0.7988 |
|
R3 |
0.8068 |
0.8038 |
0.7975 |
|
R2 |
0.8023 |
0.8023 |
0.7971 |
|
R1 |
0.7993 |
0.7993 |
0.7967 |
0.7986 |
PP |
0.7978 |
0.7978 |
0.7978 |
0.7974 |
S1 |
0.7948 |
0.7948 |
0.7959 |
0.7941 |
S2 |
0.7933 |
0.7933 |
0.7955 |
|
S3 |
0.7888 |
0.7903 |
0.7951 |
|
S4 |
0.7843 |
0.7858 |
0.7938 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8405 |
0.8366 |
0.8161 |
|
R3 |
0.8290 |
0.8251 |
0.8130 |
|
R2 |
0.8175 |
0.8175 |
0.8119 |
|
R1 |
0.8136 |
0.8136 |
0.8109 |
0.8156 |
PP |
0.8060 |
0.8060 |
0.8060 |
0.8069 |
S1 |
0.8021 |
0.8021 |
0.8087 |
0.8041 |
S2 |
0.7945 |
0.7945 |
0.8077 |
|
S3 |
0.7830 |
0.7906 |
0.8066 |
|
S4 |
0.7715 |
0.7791 |
0.8035 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8199 |
2.618 |
0.8126 |
1.618 |
0.8081 |
1.000 |
0.8053 |
0.618 |
0.8036 |
HIGH |
0.8008 |
0.618 |
0.7991 |
0.500 |
0.7986 |
0.382 |
0.7980 |
LOW |
0.7963 |
0.618 |
0.7935 |
1.000 |
0.7918 |
1.618 |
0.7890 |
2.618 |
0.7845 |
4.250 |
0.7772 |
|
|
Fisher Pivots for day following 21-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7986 |
0.8051 |
PP |
0.7978 |
0.8021 |
S1 |
0.7971 |
0.7992 |
|