CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9419 |
0.9398 |
-0.0021 |
-0.2% |
0.9387 |
| High |
0.9446 |
0.9469 |
0.0023 |
0.2% |
0.9446 |
| Low |
0.9392 |
0.9390 |
-0.0002 |
0.0% |
0.9345 |
| Close |
0.9430 |
0.9440 |
0.0010 |
0.1% |
0.9430 |
| Range |
0.0054 |
0.0079 |
0.0025 |
46.3% |
0.0101 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
59,339 |
41,908 |
-17,431 |
-29.4% |
337,664 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9670 |
0.9634 |
0.9483 |
|
| R3 |
0.9591 |
0.9555 |
0.9462 |
|
| R2 |
0.9512 |
0.9512 |
0.9454 |
|
| R1 |
0.9476 |
0.9476 |
0.9447 |
0.9494 |
| PP |
0.9433 |
0.9433 |
0.9433 |
0.9442 |
| S1 |
0.9397 |
0.9397 |
0.9433 |
0.9415 |
| S2 |
0.9354 |
0.9354 |
0.9426 |
|
| S3 |
0.9275 |
0.9318 |
0.9418 |
|
| S4 |
0.9196 |
0.9239 |
0.9397 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9710 |
0.9671 |
0.9486 |
|
| R3 |
0.9609 |
0.9570 |
0.9458 |
|
| R2 |
0.9508 |
0.9508 |
0.9449 |
|
| R1 |
0.9469 |
0.9469 |
0.9439 |
0.9489 |
| PP |
0.9407 |
0.9407 |
0.9407 |
0.9417 |
| S1 |
0.9368 |
0.9368 |
0.9421 |
0.9388 |
| S2 |
0.9306 |
0.9306 |
0.9411 |
|
| S3 |
0.9205 |
0.9267 |
0.9402 |
|
| S4 |
0.9104 |
0.9166 |
0.9374 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9469 |
0.9350 |
0.0119 |
1.3% |
0.0068 |
0.7% |
76% |
True |
False |
65,404 |
| 10 |
0.9469 |
0.9242 |
0.0227 |
2.4% |
0.0074 |
0.8% |
87% |
True |
False |
69,179 |
| 20 |
0.9476 |
0.9231 |
0.0245 |
2.6% |
0.0081 |
0.9% |
85% |
False |
False |
71,183 |
| 40 |
0.9476 |
0.8830 |
0.0646 |
6.8% |
0.0087 |
0.9% |
94% |
False |
False |
44,667 |
| 60 |
0.9476 |
0.8769 |
0.0707 |
7.5% |
0.0093 |
1.0% |
95% |
False |
False |
29,973 |
| 80 |
0.9476 |
0.8769 |
0.0707 |
7.5% |
0.0097 |
1.0% |
95% |
False |
False |
22,521 |
| 100 |
0.9626 |
0.8769 |
0.0857 |
9.1% |
0.0098 |
1.0% |
78% |
False |
False |
18,022 |
| 120 |
1.0197 |
0.8769 |
0.1428 |
15.1% |
0.0088 |
0.9% |
47% |
False |
False |
15,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9805 |
|
2.618 |
0.9676 |
|
1.618 |
0.9597 |
|
1.000 |
0.9548 |
|
0.618 |
0.9518 |
|
HIGH |
0.9469 |
|
0.618 |
0.9439 |
|
0.500 |
0.9430 |
|
0.382 |
0.9420 |
|
LOW |
0.9390 |
|
0.618 |
0.9341 |
|
1.000 |
0.9311 |
|
1.618 |
0.9262 |
|
2.618 |
0.9183 |
|
4.250 |
0.9054 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9437 |
0.9430 |
| PP |
0.9433 |
0.9420 |
| S1 |
0.9430 |
0.9410 |
|