CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9482 |
0.9474 |
-0.0008 |
-0.1% |
0.9557 |
| High |
0.9512 |
0.9518 |
0.0006 |
0.1% |
0.9592 |
| Low |
0.9438 |
0.9461 |
0.0023 |
0.2% |
0.9395 |
| Close |
0.9467 |
0.9508 |
0.0041 |
0.4% |
0.9409 |
| Range |
0.0074 |
0.0057 |
-0.0017 |
-23.0% |
0.0197 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
88,449 |
57,063 |
-31,386 |
-35.5% |
391,167 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9667 |
0.9644 |
0.9539 |
|
| R3 |
0.9610 |
0.9587 |
0.9524 |
|
| R2 |
0.9553 |
0.9553 |
0.9518 |
|
| R1 |
0.9530 |
0.9530 |
0.9513 |
0.9542 |
| PP |
0.9496 |
0.9496 |
0.9496 |
0.9501 |
| S1 |
0.9473 |
0.9473 |
0.9503 |
0.9485 |
| S2 |
0.9439 |
0.9439 |
0.9498 |
|
| S3 |
0.9382 |
0.9416 |
0.9492 |
|
| S4 |
0.9325 |
0.9359 |
0.9477 |
|
|
| 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 |
0.9518 |
0.9395 |
0.0123 |
1.3% |
0.0071 |
0.7% |
92% |
True |
False |
74,393 |
| 10 |
0.9639 |
0.9395 |
0.0244 |
2.6% |
0.0075 |
0.8% |
46% |
False |
False |
73,794 |
| 20 |
0.9725 |
0.9350 |
0.0375 |
3.9% |
0.0079 |
0.8% |
42% |
False |
False |
71,556 |
| 40 |
0.9725 |
0.9167 |
0.0558 |
5.9% |
0.0082 |
0.9% |
61% |
False |
False |
71,906 |
| 60 |
0.9725 |
0.8830 |
0.0895 |
9.4% |
0.0086 |
0.9% |
76% |
False |
False |
50,523 |
| 80 |
0.9725 |
0.8769 |
0.0956 |
10.1% |
0.0090 |
0.9% |
77% |
False |
False |
38,023 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.1% |
0.0096 |
1.0% |
77% |
False |
False |
30,450 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.1% |
0.0095 |
1.0% |
77% |
False |
False |
25,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9760 |
|
2.618 |
0.9667 |
|
1.618 |
0.9610 |
|
1.000 |
0.9575 |
|
0.618 |
0.9553 |
|
HIGH |
0.9518 |
|
0.618 |
0.9496 |
|
0.500 |
0.9490 |
|
0.382 |
0.9483 |
|
LOW |
0.9461 |
|
0.618 |
0.9426 |
|
1.000 |
0.9404 |
|
1.618 |
0.9369 |
|
2.618 |
0.9312 |
|
4.250 |
0.9219 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9502 |
0.9493 |
| PP |
0.9496 |
0.9478 |
| S1 |
0.9490 |
0.9464 |
|