CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9333 |
0.9280 |
-0.0053 |
-0.6% |
0.9417 |
| High |
0.9347 |
0.9352 |
0.0005 |
0.1% |
0.9518 |
| Low |
0.9247 |
0.9259 |
0.0012 |
0.1% |
0.9329 |
| Close |
0.9276 |
0.9302 |
0.0026 |
0.3% |
0.9353 |
| Range |
0.0100 |
0.0093 |
-0.0007 |
-7.0% |
0.0189 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
0.9% |
0.0000 |
| Volume |
77,961 |
75,542 |
-2,419 |
-3.1% |
433,755 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9583 |
0.9536 |
0.9353 |
|
| R3 |
0.9490 |
0.9443 |
0.9328 |
|
| R2 |
0.9397 |
0.9397 |
0.9319 |
|
| R1 |
0.9350 |
0.9350 |
0.9311 |
0.9374 |
| PP |
0.9304 |
0.9304 |
0.9304 |
0.9316 |
| S1 |
0.9257 |
0.9257 |
0.9293 |
0.9281 |
| S2 |
0.9211 |
0.9211 |
0.9285 |
|
| S3 |
0.9118 |
0.9164 |
0.9276 |
|
| S4 |
0.9025 |
0.9071 |
0.9251 |
|
|
| 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 |
0.9508 |
0.9247 |
0.0261 |
2.8% |
0.0092 |
1.0% |
21% |
False |
False |
88,147 |
| 10 |
0.9518 |
0.9247 |
0.0271 |
2.9% |
0.0082 |
0.9% |
20% |
False |
False |
81,270 |
| 20 |
0.9725 |
0.9247 |
0.0478 |
5.1% |
0.0085 |
0.9% |
12% |
False |
False |
77,580 |
| 40 |
0.9725 |
0.9235 |
0.0490 |
5.3% |
0.0079 |
0.8% |
14% |
False |
False |
73,515 |
| 60 |
0.9725 |
0.8830 |
0.0895 |
9.6% |
0.0085 |
0.9% |
53% |
False |
False |
57,827 |
| 80 |
0.9725 |
0.8769 |
0.0956 |
10.3% |
0.0090 |
1.0% |
56% |
False |
False |
43,523 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.3% |
0.0094 |
1.0% |
56% |
False |
False |
34,850 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.3% |
0.0095 |
1.0% |
56% |
False |
False |
29,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9747 |
|
2.618 |
0.9595 |
|
1.618 |
0.9502 |
|
1.000 |
0.9445 |
|
0.618 |
0.9409 |
|
HIGH |
0.9352 |
|
0.618 |
0.9316 |
|
0.500 |
0.9306 |
|
0.382 |
0.9295 |
|
LOW |
0.9259 |
|
0.618 |
0.9202 |
|
1.000 |
0.9166 |
|
1.618 |
0.9109 |
|
2.618 |
0.9016 |
|
4.250 |
0.8864 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9306 |
0.9308 |
| PP |
0.9304 |
0.9306 |
| S1 |
0.9303 |
0.9304 |
|