CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9165 |
0.9115 |
-0.0050 |
-0.5% |
0.9357 |
| High |
0.9193 |
0.9127 |
-0.0066 |
-0.7% |
0.9432 |
| Low |
0.9077 |
0.9054 |
-0.0023 |
-0.3% |
0.9130 |
| Close |
0.9123 |
0.9065 |
-0.0058 |
-0.6% |
0.9153 |
| Range |
0.0116 |
0.0073 |
-0.0043 |
-37.1% |
0.0302 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
96,933 |
76,007 |
-20,926 |
-21.6% |
479,508 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9301 |
0.9256 |
0.9105 |
|
| R3 |
0.9228 |
0.9183 |
0.9085 |
|
| R2 |
0.9155 |
0.9155 |
0.9078 |
|
| R1 |
0.9110 |
0.9110 |
0.9072 |
0.9096 |
| PP |
0.9082 |
0.9082 |
0.9082 |
0.9075 |
| S1 |
0.9037 |
0.9037 |
0.9058 |
0.9023 |
| S2 |
0.9009 |
0.9009 |
0.9052 |
|
| S3 |
0.8936 |
0.8964 |
0.9045 |
|
| S4 |
0.8863 |
0.8891 |
0.9025 |
|
|
| 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 |
0.9320 |
0.9054 |
0.0266 |
2.9% |
0.0100 |
1.1% |
4% |
False |
True |
99,990 |
| 10 |
0.9432 |
0.9054 |
0.0378 |
4.2% |
0.0096 |
1.1% |
3% |
False |
True |
88,683 |
| 20 |
0.9518 |
0.9054 |
0.0464 |
5.1% |
0.0089 |
1.0% |
2% |
False |
True |
84,976 |
| 40 |
0.9725 |
0.9054 |
0.0671 |
7.4% |
0.0083 |
0.9% |
2% |
False |
True |
77,026 |
| 60 |
0.9725 |
0.9054 |
0.0671 |
7.4% |
0.0085 |
0.9% |
2% |
False |
True |
72,016 |
| 80 |
0.9725 |
0.8830 |
0.0895 |
9.9% |
0.0089 |
1.0% |
26% |
False |
False |
54,527 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.5% |
0.0093 |
1.0% |
31% |
False |
False |
43,703 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.5% |
0.0096 |
1.1% |
31% |
False |
False |
36,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9437 |
|
2.618 |
0.9318 |
|
1.618 |
0.9245 |
|
1.000 |
0.9200 |
|
0.618 |
0.9172 |
|
HIGH |
0.9127 |
|
0.618 |
0.9099 |
|
0.500 |
0.9091 |
|
0.382 |
0.9082 |
|
LOW |
0.9054 |
|
0.618 |
0.9009 |
|
1.000 |
0.8981 |
|
1.618 |
0.8936 |
|
2.618 |
0.8863 |
|
4.250 |
0.8744 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9091 |
0.9124 |
| PP |
0.9082 |
0.9104 |
| S1 |
0.9074 |
0.9085 |
|