CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9332 |
0.9296 |
-0.0036 |
-0.4% |
0.9361 |
| High |
0.9369 |
0.9357 |
-0.0012 |
-0.1% |
0.9369 |
| Low |
0.9263 |
0.9288 |
0.0025 |
0.3% |
0.9247 |
| Close |
0.9298 |
0.9343 |
0.0045 |
0.5% |
0.9343 |
| Range |
0.0106 |
0.0069 |
-0.0037 |
-34.9% |
0.0122 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
88,707 |
64,378 |
-24,329 |
-27.4% |
359,473 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9536 |
0.9509 |
0.9381 |
|
| R3 |
0.9467 |
0.9440 |
0.9362 |
|
| R2 |
0.9398 |
0.9398 |
0.9356 |
|
| R1 |
0.9371 |
0.9371 |
0.9349 |
0.9385 |
| PP |
0.9329 |
0.9329 |
0.9329 |
0.9336 |
| S1 |
0.9302 |
0.9302 |
0.9337 |
0.9316 |
| S2 |
0.9260 |
0.9260 |
0.9330 |
|
| S3 |
0.9191 |
0.9233 |
0.9324 |
|
| S4 |
0.9122 |
0.9164 |
0.9305 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9686 |
0.9636 |
0.9410 |
|
| R3 |
0.9564 |
0.9514 |
0.9377 |
|
| R2 |
0.9442 |
0.9442 |
0.9365 |
|
| R1 |
0.9392 |
0.9392 |
0.9354 |
0.9356 |
| PP |
0.9320 |
0.9320 |
0.9320 |
0.9302 |
| S1 |
0.9270 |
0.9270 |
0.9332 |
0.9234 |
| S2 |
0.9198 |
0.9198 |
0.9321 |
|
| S3 |
0.9076 |
0.9148 |
0.9309 |
|
| S4 |
0.8954 |
0.9026 |
0.9276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9369 |
0.9247 |
0.0122 |
1.3% |
0.0083 |
0.9% |
79% |
False |
False |
71,894 |
| 10 |
0.9518 |
0.9247 |
0.0271 |
2.9% |
0.0085 |
0.9% |
35% |
False |
False |
79,322 |
| 20 |
0.9725 |
0.9247 |
0.0478 |
5.1% |
0.0083 |
0.9% |
20% |
False |
False |
78,235 |
| 40 |
0.9725 |
0.9235 |
0.0490 |
5.2% |
0.0079 |
0.8% |
22% |
False |
False |
72,776 |
| 60 |
0.9725 |
0.8830 |
0.0895 |
9.6% |
0.0084 |
0.9% |
57% |
False |
False |
60,357 |
| 80 |
0.9725 |
0.8769 |
0.0956 |
10.2% |
0.0089 |
1.0% |
60% |
False |
False |
45,430 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.2% |
0.0094 |
1.0% |
60% |
False |
False |
36,378 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.2% |
0.0096 |
1.0% |
60% |
False |
False |
30,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9650 |
|
2.618 |
0.9538 |
|
1.618 |
0.9469 |
|
1.000 |
0.9426 |
|
0.618 |
0.9400 |
|
HIGH |
0.9357 |
|
0.618 |
0.9331 |
|
0.500 |
0.9323 |
|
0.382 |
0.9314 |
|
LOW |
0.9288 |
|
0.618 |
0.9245 |
|
1.000 |
0.9219 |
|
1.618 |
0.9176 |
|
2.618 |
0.9107 |
|
4.250 |
0.8995 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9336 |
0.9333 |
| PP |
0.9329 |
0.9324 |
| S1 |
0.9323 |
0.9314 |
|