CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9398 |
0.9454 |
0.0056 |
0.6% |
0.9387 |
| High |
0.9469 |
0.9510 |
0.0041 |
0.4% |
0.9446 |
| Low |
0.9390 |
0.9439 |
0.0049 |
0.5% |
0.9345 |
| Close |
0.9440 |
0.9469 |
0.0029 |
0.3% |
0.9430 |
| Range |
0.0079 |
0.0071 |
-0.0008 |
-10.1% |
0.0101 |
| ATR |
0.0081 |
0.0081 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
41,908 |
69,328 |
27,420 |
65.4% |
337,664 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9686 |
0.9648 |
0.9508 |
|
| R3 |
0.9615 |
0.9577 |
0.9489 |
|
| R2 |
0.9544 |
0.9544 |
0.9482 |
|
| R1 |
0.9506 |
0.9506 |
0.9476 |
0.9525 |
| PP |
0.9473 |
0.9473 |
0.9473 |
0.9482 |
| S1 |
0.9435 |
0.9435 |
0.9462 |
0.9454 |
| S2 |
0.9402 |
0.9402 |
0.9456 |
|
| S3 |
0.9331 |
0.9364 |
0.9449 |
|
| S4 |
0.9260 |
0.9293 |
0.9430 |
|
|
| 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 |
0.9510 |
0.9350 |
0.0160 |
1.7% |
0.0068 |
0.7% |
74% |
True |
False |
65,418 |
| 10 |
0.9510 |
0.9287 |
0.0223 |
2.4% |
0.0067 |
0.7% |
82% |
True |
False |
66,200 |
| 20 |
0.9510 |
0.9235 |
0.0275 |
2.9% |
0.0080 |
0.8% |
85% |
True |
False |
71,416 |
| 40 |
0.9510 |
0.8830 |
0.0680 |
7.2% |
0.0086 |
0.9% |
94% |
True |
False |
46,389 |
| 60 |
0.9510 |
0.8769 |
0.0741 |
7.8% |
0.0092 |
1.0% |
94% |
True |
False |
31,126 |
| 80 |
0.9510 |
0.8769 |
0.0741 |
7.8% |
0.0097 |
1.0% |
94% |
True |
False |
23,384 |
| 100 |
0.9626 |
0.8769 |
0.0857 |
9.1% |
0.0097 |
1.0% |
82% |
False |
False |
18,715 |
| 120 |
1.0197 |
0.8769 |
0.1428 |
15.1% |
0.0089 |
0.9% |
49% |
False |
False |
15,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9812 |
|
2.618 |
0.9696 |
|
1.618 |
0.9625 |
|
1.000 |
0.9581 |
|
0.618 |
0.9554 |
|
HIGH |
0.9510 |
|
0.618 |
0.9483 |
|
0.500 |
0.9475 |
|
0.382 |
0.9466 |
|
LOW |
0.9439 |
|
0.618 |
0.9395 |
|
1.000 |
0.9368 |
|
1.618 |
0.9324 |
|
2.618 |
0.9253 |
|
4.250 |
0.9137 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9475 |
0.9463 |
| PP |
0.9473 |
0.9456 |
| S1 |
0.9471 |
0.9450 |
|