CME Australian Dollar Future December 2013
Trading Metrics calculated at close of trading on 22-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
0.9632 |
0.9619 |
-0.0013 |
-0.1% |
0.9398 |
High |
0.9644 |
0.9695 |
0.0051 |
0.5% |
0.9649 |
Low |
0.9607 |
0.9609 |
0.0002 |
0.0% |
0.9390 |
Close |
0.9622 |
0.9671 |
0.0049 |
0.5% |
0.9631 |
Range |
0.0037 |
0.0086 |
0.0049 |
132.4% |
0.0259 |
ATR |
0.0079 |
0.0079 |
0.0001 |
0.7% |
0.0000 |
Volume |
56,263 |
77,313 |
21,050 |
37.4% |
314,002 |
|
Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9916 |
0.9880 |
0.9718 |
|
R3 |
0.9830 |
0.9794 |
0.9695 |
|
R2 |
0.9744 |
0.9744 |
0.9687 |
|
R1 |
0.9708 |
0.9708 |
0.9679 |
0.9726 |
PP |
0.9658 |
0.9658 |
0.9658 |
0.9668 |
S1 |
0.9622 |
0.9622 |
0.9663 |
0.9640 |
S2 |
0.9572 |
0.9572 |
0.9655 |
|
S3 |
0.9486 |
0.9536 |
0.9647 |
|
S4 |
0.9400 |
0.9450 |
0.9624 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0334 |
1.0241 |
0.9773 |
|
R3 |
1.0075 |
0.9982 |
0.9702 |
|
R2 |
0.9816 |
0.9816 |
0.9678 |
|
R1 |
0.9723 |
0.9723 |
0.9655 |
0.9770 |
PP |
0.9557 |
0.9557 |
0.9557 |
0.9580 |
S1 |
0.9464 |
0.9464 |
0.9607 |
0.9511 |
S2 |
0.9298 |
0.9298 |
0.9584 |
|
S3 |
0.9039 |
0.9205 |
0.9560 |
|
S4 |
0.8780 |
0.8946 |
0.9489 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9695 |
0.9461 |
0.0234 |
2.4% |
0.0077 |
0.8% |
90% |
True |
False |
67,268 |
10 |
0.9695 |
0.9350 |
0.0345 |
3.6% |
0.0072 |
0.7% |
93% |
True |
False |
66,343 |
20 |
0.9695 |
0.9235 |
0.0460 |
4.8% |
0.0073 |
0.8% |
95% |
True |
False |
67,669 |
40 |
0.9695 |
0.8830 |
0.0865 |
8.9% |
0.0085 |
0.9% |
97% |
True |
False |
54,695 |
60 |
0.9695 |
0.8769 |
0.0926 |
9.6% |
0.0090 |
0.9% |
97% |
True |
False |
36,714 |
80 |
0.9695 |
0.8769 |
0.0926 |
9.6% |
0.0095 |
1.0% |
97% |
True |
False |
27,581 |
100 |
0.9695 |
0.8769 |
0.0926 |
9.6% |
0.0098 |
1.0% |
97% |
True |
False |
22,078 |
120 |
1.0192 |
0.8769 |
0.1423 |
14.7% |
0.0091 |
0.9% |
63% |
False |
False |
18,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0061 |
2.618 |
0.9920 |
1.618 |
0.9834 |
1.000 |
0.9781 |
0.618 |
0.9748 |
HIGH |
0.9695 |
0.618 |
0.9662 |
0.500 |
0.9652 |
0.382 |
0.9642 |
LOW |
0.9609 |
0.618 |
0.9556 |
1.000 |
0.9523 |
1.618 |
0.9470 |
2.618 |
0.9384 |
4.250 |
0.9244 |
|
|
Fisher Pivots for day following 22-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9665 |
0.9658 |
PP |
0.9658 |
0.9645 |
S1 |
0.9652 |
0.9632 |
|