CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9361 |
0.9333 |
-0.0028 |
-0.3% |
0.9417 |
| High |
0.9368 |
0.9347 |
-0.0021 |
-0.2% |
0.9518 |
| Low |
0.9323 |
0.9247 |
-0.0076 |
-0.8% |
0.9329 |
| Close |
0.9323 |
0.9276 |
-0.0047 |
-0.5% |
0.9353 |
| Range |
0.0045 |
0.0100 |
0.0055 |
122.2% |
0.0189 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.7% |
0.0000 |
| Volume |
52,885 |
77,961 |
25,076 |
47.4% |
433,755 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9590 |
0.9533 |
0.9331 |
|
| R3 |
0.9490 |
0.9433 |
0.9304 |
|
| R2 |
0.9390 |
0.9390 |
0.9294 |
|
| R1 |
0.9333 |
0.9333 |
0.9285 |
0.9312 |
| PP |
0.9290 |
0.9290 |
0.9290 |
0.9279 |
| S1 |
0.9233 |
0.9233 |
0.9267 |
0.9212 |
| S2 |
0.9190 |
0.9190 |
0.9258 |
|
| S3 |
0.9090 |
0.9133 |
0.9249 |
|
| S4 |
0.8990 |
0.9033 |
0.9221 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9967 |
0.9849 |
0.9457 |
|
| R3 |
0.9778 |
0.9660 |
0.9405 |
|
| R2 |
0.9589 |
0.9589 |
0.9388 |
|
| R1 |
0.9471 |
0.9471 |
0.9370 |
0.9436 |
| PP |
0.9400 |
0.9400 |
0.9400 |
0.9382 |
| S1 |
0.9282 |
0.9282 |
0.9336 |
0.9247 |
| S2 |
0.9211 |
0.9211 |
0.9318 |
|
| S3 |
0.9022 |
0.9093 |
0.9301 |
|
| S4 |
0.8833 |
0.8904 |
0.9249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9518 |
0.9247 |
0.0271 |
2.9% |
0.0085 |
0.9% |
11% |
False |
True |
84,451 |
| 10 |
0.9518 |
0.9247 |
0.0271 |
2.9% |
0.0080 |
0.9% |
11% |
False |
True |
81,833 |
| 20 |
0.9725 |
0.9247 |
0.0478 |
5.2% |
0.0083 |
0.9% |
6% |
False |
True |
76,941 |
| 40 |
0.9725 |
0.9235 |
0.0490 |
5.3% |
0.0082 |
0.9% |
8% |
False |
False |
74,178 |
| 60 |
0.9725 |
0.8830 |
0.0895 |
9.6% |
0.0085 |
0.9% |
50% |
False |
False |
56,573 |
| 80 |
0.9725 |
0.8769 |
0.0956 |
10.3% |
0.0090 |
1.0% |
53% |
False |
False |
42,580 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.3% |
0.0094 |
1.0% |
53% |
False |
False |
34,096 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.3% |
0.0095 |
1.0% |
53% |
False |
False |
28,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9772 |
|
2.618 |
0.9609 |
|
1.618 |
0.9509 |
|
1.000 |
0.9447 |
|
0.618 |
0.9409 |
|
HIGH |
0.9347 |
|
0.618 |
0.9309 |
|
0.500 |
0.9297 |
|
0.382 |
0.9285 |
|
LOW |
0.9247 |
|
0.618 |
0.9185 |
|
1.000 |
0.9147 |
|
1.618 |
0.9085 |
|
2.618 |
0.8985 |
|
4.250 |
0.8822 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9297 |
0.9354 |
| PP |
0.9290 |
0.9328 |
| S1 |
0.9283 |
0.9302 |
|