CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9417 |
0.9482 |
0.0065 |
0.7% |
0.9557 |
| High |
0.9489 |
0.9512 |
0.0023 |
0.2% |
0.9592 |
| Low |
0.9409 |
0.9438 |
0.0029 |
0.3% |
0.9395 |
| Close |
0.9481 |
0.9467 |
-0.0014 |
-0.1% |
0.9409 |
| Range |
0.0080 |
0.0074 |
-0.0006 |
-7.5% |
0.0197 |
| ATR |
0.0081 |
0.0081 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
53,895 |
88,449 |
34,554 |
64.1% |
391,167 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9694 |
0.9655 |
0.9508 |
|
| R3 |
0.9620 |
0.9581 |
0.9487 |
|
| R2 |
0.9546 |
0.9546 |
0.9481 |
|
| R1 |
0.9507 |
0.9507 |
0.9474 |
0.9490 |
| PP |
0.9472 |
0.9472 |
0.9472 |
0.9464 |
| S1 |
0.9433 |
0.9433 |
0.9460 |
0.9416 |
| S2 |
0.9398 |
0.9398 |
0.9453 |
|
| S3 |
0.9324 |
0.9359 |
0.9447 |
|
| S4 |
0.9250 |
0.9285 |
0.9426 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0056 |
0.9930 |
0.9517 |
|
| R3 |
0.9859 |
0.9733 |
0.9463 |
|
| R2 |
0.9662 |
0.9662 |
0.9445 |
|
| R1 |
0.9536 |
0.9536 |
0.9427 |
0.9501 |
| PP |
0.9465 |
0.9465 |
0.9465 |
0.9448 |
| S1 |
0.9339 |
0.9339 |
0.9391 |
0.9304 |
| S2 |
0.9268 |
0.9268 |
0.9373 |
|
| S3 |
0.9071 |
0.9142 |
0.9355 |
|
| S4 |
0.8874 |
0.8945 |
0.9301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9512 |
0.9395 |
0.0117 |
1.2% |
0.0075 |
0.8% |
62% |
True |
False |
79,216 |
| 10 |
0.9725 |
0.9395 |
0.0330 |
3.5% |
0.0085 |
0.9% |
22% |
False |
False |
78,024 |
| 20 |
0.9725 |
0.9350 |
0.0375 |
4.0% |
0.0079 |
0.8% |
31% |
False |
False |
72,183 |
| 40 |
0.9725 |
0.9167 |
0.0558 |
5.9% |
0.0082 |
0.9% |
54% |
False |
False |
71,592 |
| 60 |
0.9725 |
0.8830 |
0.0895 |
9.5% |
0.0086 |
0.9% |
71% |
False |
False |
49,579 |
| 80 |
0.9725 |
0.8769 |
0.0956 |
10.1% |
0.0091 |
1.0% |
73% |
False |
False |
37,311 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.1% |
0.0096 |
1.0% |
73% |
False |
False |
29,879 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.1% |
0.0095 |
1.0% |
73% |
False |
False |
24,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9827 |
|
2.618 |
0.9706 |
|
1.618 |
0.9632 |
|
1.000 |
0.9586 |
|
0.618 |
0.9558 |
|
HIGH |
0.9512 |
|
0.618 |
0.9484 |
|
0.500 |
0.9475 |
|
0.382 |
0.9466 |
|
LOW |
0.9438 |
|
0.618 |
0.9392 |
|
1.000 |
0.9364 |
|
1.618 |
0.9318 |
|
2.618 |
0.9244 |
|
4.250 |
0.9124 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9475 |
0.9463 |
| PP |
0.9472 |
0.9458 |
| S1 |
0.9470 |
0.9454 |
|