CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9542 |
0.9452 |
-0.0090 |
-0.9% |
0.9632 |
| High |
0.9549 |
0.9487 |
-0.0062 |
-0.6% |
0.9725 |
| Low |
0.9443 |
0.9412 |
-0.0031 |
-0.3% |
0.9539 |
| Close |
0.9452 |
0.9438 |
-0.0014 |
-0.1% |
0.9552 |
| Range |
0.0106 |
0.0075 |
-0.0031 |
-29.2% |
0.0186 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
83,887 |
81,174 |
-2,713 |
-3.2% |
380,305 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9671 |
0.9629 |
0.9479 |
|
| R3 |
0.9596 |
0.9554 |
0.9459 |
|
| R2 |
0.9521 |
0.9521 |
0.9452 |
|
| R1 |
0.9479 |
0.9479 |
0.9445 |
0.9463 |
| PP |
0.9446 |
0.9446 |
0.9446 |
0.9437 |
| S1 |
0.9404 |
0.9404 |
0.9431 |
0.9388 |
| S2 |
0.9371 |
0.9371 |
0.9424 |
|
| S3 |
0.9296 |
0.9329 |
0.9417 |
|
| S4 |
0.9221 |
0.9254 |
0.9397 |
|
|
| 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 |
0.9639 |
0.9412 |
0.0227 |
2.4% |
0.0080 |
0.8% |
11% |
False |
True |
73,195 |
| 10 |
0.9725 |
0.9412 |
0.0313 |
3.3% |
0.0088 |
0.9% |
8% |
False |
True |
73,891 |
| 20 |
0.9725 |
0.9323 |
0.0402 |
4.3% |
0.0076 |
0.8% |
29% |
False |
False |
69,075 |
| 40 |
0.9725 |
0.9057 |
0.0668 |
7.1% |
0.0083 |
0.9% |
57% |
False |
False |
65,535 |
| 60 |
0.9725 |
0.8830 |
0.0895 |
9.5% |
0.0089 |
0.9% |
68% |
False |
False |
44,377 |
| 80 |
0.9725 |
0.8769 |
0.0956 |
10.1% |
0.0094 |
1.0% |
70% |
False |
False |
33,385 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.1% |
0.0097 |
1.0% |
70% |
False |
False |
26,731 |
| 120 |
0.9812 |
0.8769 |
0.1043 |
11.1% |
0.0093 |
1.0% |
64% |
False |
False |
22,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9806 |
|
2.618 |
0.9683 |
|
1.618 |
0.9608 |
|
1.000 |
0.9562 |
|
0.618 |
0.9533 |
|
HIGH |
0.9487 |
|
0.618 |
0.9458 |
|
0.500 |
0.9450 |
|
0.382 |
0.9441 |
|
LOW |
0.9412 |
|
0.618 |
0.9366 |
|
1.000 |
0.9337 |
|
1.618 |
0.9291 |
|
2.618 |
0.9216 |
|
4.250 |
0.9093 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9450 |
0.9502 |
| PP |
0.9446 |
0.9481 |
| S1 |
0.9442 |
0.9459 |
|