CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9452 |
0.9454 |
0.0002 |
0.0% |
0.9632 |
| High |
0.9487 |
0.9499 |
0.0012 |
0.1% |
0.9725 |
| Low |
0.9412 |
0.9423 |
0.0011 |
0.1% |
0.9539 |
| Close |
0.9438 |
0.9431 |
-0.0007 |
-0.1% |
0.9552 |
| Range |
0.0075 |
0.0076 |
0.0001 |
1.3% |
0.0186 |
| ATR |
0.0083 |
0.0083 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
81,174 |
97,777 |
16,603 |
20.5% |
380,305 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9679 |
0.9631 |
0.9473 |
|
| R3 |
0.9603 |
0.9555 |
0.9452 |
|
| R2 |
0.9527 |
0.9527 |
0.9445 |
|
| R1 |
0.9479 |
0.9479 |
0.9438 |
0.9465 |
| PP |
0.9451 |
0.9451 |
0.9451 |
0.9444 |
| S1 |
0.9403 |
0.9403 |
0.9424 |
0.9389 |
| S2 |
0.9375 |
0.9375 |
0.9417 |
|
| S3 |
0.9299 |
0.9327 |
0.9410 |
|
| S4 |
0.9223 |
0.9251 |
0.9389 |
|
|
| 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 |
0.9592 |
0.9412 |
0.0180 |
1.9% |
0.0075 |
0.8% |
11% |
False |
False |
75,473 |
| 10 |
0.9725 |
0.9412 |
0.0313 |
3.3% |
0.0083 |
0.9% |
6% |
False |
False |
75,861 |
| 20 |
0.9725 |
0.9345 |
0.0380 |
4.0% |
0.0078 |
0.8% |
23% |
False |
False |
70,689 |
| 40 |
0.9725 |
0.9058 |
0.0667 |
7.1% |
0.0084 |
0.9% |
56% |
False |
False |
67,768 |
| 60 |
0.9725 |
0.8830 |
0.0895 |
9.5% |
0.0088 |
0.9% |
67% |
False |
False |
45,994 |
| 80 |
0.9725 |
0.8769 |
0.0956 |
10.1% |
0.0093 |
1.0% |
69% |
False |
False |
34,605 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.1% |
0.0097 |
1.0% |
69% |
False |
False |
27,708 |
| 120 |
0.9775 |
0.8769 |
0.1006 |
10.7% |
0.0094 |
1.0% |
66% |
False |
False |
23,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9822 |
|
2.618 |
0.9698 |
|
1.618 |
0.9622 |
|
1.000 |
0.9575 |
|
0.618 |
0.9546 |
|
HIGH |
0.9499 |
|
0.618 |
0.9470 |
|
0.500 |
0.9461 |
|
0.382 |
0.9452 |
|
LOW |
0.9423 |
|
0.618 |
0.9376 |
|
1.000 |
0.9347 |
|
1.618 |
0.9300 |
|
2.618 |
0.9224 |
|
4.250 |
0.9100 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9461 |
0.9481 |
| PP |
0.9451 |
0.9464 |
| S1 |
0.9441 |
0.9448 |
|