CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9314 |
0.9216 |
-0.0098 |
-1.1% |
0.9357 |
| High |
0.9320 |
0.9236 |
-0.0084 |
-0.9% |
0.9432 |
| Low |
0.9184 |
0.9130 |
-0.0054 |
-0.6% |
0.9130 |
| Close |
0.9205 |
0.9153 |
-0.0052 |
-0.6% |
0.9153 |
| Range |
0.0136 |
0.0106 |
-0.0030 |
-22.1% |
0.0302 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
1.3% |
0.0000 |
| Volume |
142,449 |
103,263 |
-39,186 |
-27.5% |
479,508 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9491 |
0.9428 |
0.9211 |
|
| R3 |
0.9385 |
0.9322 |
0.9182 |
|
| R2 |
0.9279 |
0.9279 |
0.9172 |
|
| R1 |
0.9216 |
0.9216 |
0.9163 |
0.9195 |
| PP |
0.9173 |
0.9173 |
0.9173 |
0.9162 |
| S1 |
0.9110 |
0.9110 |
0.9143 |
0.9089 |
| S2 |
0.9067 |
0.9067 |
0.9134 |
|
| S3 |
0.8961 |
0.9004 |
0.9124 |
|
| S4 |
0.8855 |
0.8898 |
0.9095 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0144 |
0.9951 |
0.9319 |
|
| R3 |
0.9842 |
0.9649 |
0.9236 |
|
| R2 |
0.9540 |
0.9540 |
0.9208 |
|
| R1 |
0.9347 |
0.9347 |
0.9181 |
0.9293 |
| PP |
0.9238 |
0.9238 |
0.9238 |
0.9211 |
| S1 |
0.9045 |
0.9045 |
0.9125 |
0.8991 |
| S2 |
0.8936 |
0.8936 |
0.9098 |
|
| S3 |
0.8634 |
0.8743 |
0.9070 |
|
| S4 |
0.8332 |
0.8441 |
0.8987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9432 |
0.9130 |
0.0302 |
3.3% |
0.0106 |
1.2% |
8% |
False |
True |
95,901 |
| 10 |
0.9432 |
0.9130 |
0.0302 |
3.3% |
0.0094 |
1.0% |
8% |
False |
True |
83,898 |
| 20 |
0.9592 |
0.9130 |
0.0462 |
5.0% |
0.0088 |
1.0% |
5% |
False |
True |
83,195 |
| 40 |
0.9725 |
0.9130 |
0.0595 |
6.5% |
0.0084 |
0.9% |
4% |
False |
True |
76,999 |
| 60 |
0.9725 |
0.8833 |
0.0892 |
9.7% |
0.0087 |
0.9% |
36% |
False |
False |
68,235 |
| 80 |
0.9725 |
0.8769 |
0.0956 |
10.4% |
0.0089 |
1.0% |
40% |
False |
False |
51,371 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.4% |
0.0094 |
1.0% |
40% |
False |
False |
41,167 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.4% |
0.0097 |
1.1% |
40% |
False |
False |
34,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9687 |
|
2.618 |
0.9514 |
|
1.618 |
0.9408 |
|
1.000 |
0.9342 |
|
0.618 |
0.9302 |
|
HIGH |
0.9236 |
|
0.618 |
0.9196 |
|
0.500 |
0.9183 |
|
0.382 |
0.9170 |
|
LOW |
0.9130 |
|
0.618 |
0.9064 |
|
1.000 |
0.9024 |
|
1.618 |
0.8958 |
|
2.618 |
0.8852 |
|
4.250 |
0.8680 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9183 |
0.9281 |
| PP |
0.9173 |
0.9238 |
| S1 |
0.9163 |
0.9196 |
|