CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9584 |
0.9557 |
-0.0027 |
-0.3% |
0.9632 |
| High |
0.9592 |
0.9592 |
0.0000 |
0.0% |
0.9725 |
| Low |
0.9541 |
0.9525 |
-0.0016 |
-0.2% |
0.9539 |
| Close |
0.9552 |
0.9549 |
-0.0003 |
0.0% |
0.9552 |
| Range |
0.0051 |
0.0067 |
0.0016 |
31.4% |
0.0186 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
60,985 |
53,544 |
-7,441 |
-12.2% |
380,305 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9756 |
0.9720 |
0.9586 |
|
| R3 |
0.9689 |
0.9653 |
0.9567 |
|
| R2 |
0.9622 |
0.9622 |
0.9561 |
|
| R1 |
0.9586 |
0.9586 |
0.9555 |
0.9571 |
| PP |
0.9555 |
0.9555 |
0.9555 |
0.9548 |
| S1 |
0.9519 |
0.9519 |
0.9543 |
0.9504 |
| S2 |
0.9488 |
0.9488 |
0.9537 |
|
| S3 |
0.9421 |
0.9452 |
0.9531 |
|
| S4 |
0.9354 |
0.9385 |
0.9512 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0163 |
1.0044 |
0.9654 |
|
| R3 |
0.9977 |
0.9858 |
0.9603 |
|
| R2 |
0.9791 |
0.9791 |
0.9586 |
|
| R1 |
0.9672 |
0.9672 |
0.9569 |
0.9639 |
| PP |
0.9605 |
0.9605 |
0.9605 |
0.9589 |
| S1 |
0.9486 |
0.9486 |
0.9535 |
0.9453 |
| S2 |
0.9419 |
0.9419 |
0.9518 |
|
| S3 |
0.9233 |
0.9300 |
0.9501 |
|
| S4 |
0.9047 |
0.9114 |
0.9450 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9725 |
0.9525 |
0.0200 |
2.1% |
0.0091 |
1.0% |
12% |
False |
True |
75,517 |
| 10 |
0.9725 |
0.9439 |
0.0286 |
3.0% |
0.0083 |
0.9% |
38% |
False |
False |
70,594 |
| 20 |
0.9725 |
0.9242 |
0.0483 |
5.1% |
0.0078 |
0.8% |
64% |
False |
False |
69,886 |
| 40 |
0.9725 |
0.8864 |
0.0861 |
9.0% |
0.0086 |
0.9% |
80% |
False |
False |
61,854 |
| 60 |
0.9725 |
0.8769 |
0.0956 |
10.0% |
0.0089 |
0.9% |
82% |
False |
False |
41,640 |
| 80 |
0.9725 |
0.8769 |
0.0956 |
10.0% |
0.0094 |
1.0% |
82% |
False |
False |
31,326 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.0% |
0.0097 |
1.0% |
82% |
False |
False |
25,080 |
| 120 |
1.0000 |
0.8769 |
0.1231 |
12.9% |
0.0093 |
1.0% |
63% |
False |
False |
20,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9877 |
|
2.618 |
0.9767 |
|
1.618 |
0.9700 |
|
1.000 |
0.9659 |
|
0.618 |
0.9633 |
|
HIGH |
0.9592 |
|
0.618 |
0.9566 |
|
0.500 |
0.9559 |
|
0.382 |
0.9551 |
|
LOW |
0.9525 |
|
0.618 |
0.9484 |
|
1.000 |
0.9458 |
|
1.618 |
0.9417 |
|
2.618 |
0.9350 |
|
4.250 |
0.9240 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9559 |
0.9582 |
| PP |
0.9555 |
0.9571 |
| S1 |
0.9552 |
0.9560 |
|