CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9115 |
0.9110 |
-0.0005 |
-0.1% |
0.9154 |
| High |
0.9140 |
0.9160 |
0.0020 |
0.2% |
0.9193 |
| Low |
0.9045 |
0.9081 |
0.0036 |
0.4% |
0.9045 |
| Close |
0.9092 |
0.9092 |
0.0000 |
0.0% |
0.9092 |
| Range |
0.0095 |
0.0079 |
-0.0016 |
-16.8% |
0.0148 |
| ATR |
0.0090 |
0.0090 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
96,228 |
84,315 |
-11,913 |
-12.4% |
350,467 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9348 |
0.9299 |
0.9135 |
|
| R3 |
0.9269 |
0.9220 |
0.9114 |
|
| R2 |
0.9190 |
0.9190 |
0.9106 |
|
| R1 |
0.9141 |
0.9141 |
0.9099 |
0.9126 |
| PP |
0.9111 |
0.9111 |
0.9111 |
0.9104 |
| S1 |
0.9062 |
0.9062 |
0.9085 |
0.9047 |
| S2 |
0.9032 |
0.9032 |
0.9078 |
|
| S3 |
0.8953 |
0.8983 |
0.9070 |
|
| S4 |
0.8874 |
0.8904 |
0.9049 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9554 |
0.9471 |
0.9173 |
|
| R3 |
0.9406 |
0.9323 |
0.9133 |
|
| R2 |
0.9258 |
0.9258 |
0.9119 |
|
| R1 |
0.9175 |
0.9175 |
0.9106 |
0.9143 |
| PP |
0.9110 |
0.9110 |
0.9110 |
0.9094 |
| S1 |
0.9027 |
0.9027 |
0.9078 |
0.8995 |
| S2 |
0.8962 |
0.8962 |
0.9065 |
|
| S3 |
0.8814 |
0.8879 |
0.9051 |
|
| S4 |
0.8666 |
0.8731 |
0.9011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9193 |
0.9045 |
0.0148 |
1.6% |
0.0086 |
0.9% |
32% |
False |
False |
86,956 |
| 10 |
0.9432 |
0.9045 |
0.0387 |
4.3% |
0.0096 |
1.1% |
12% |
False |
False |
91,429 |
| 20 |
0.9518 |
0.9045 |
0.0473 |
5.2% |
0.0090 |
1.0% |
10% |
False |
False |
85,375 |
| 40 |
0.9725 |
0.9045 |
0.0680 |
7.5% |
0.0084 |
0.9% |
7% |
False |
False |
78,266 |
| 60 |
0.9725 |
0.9045 |
0.0680 |
7.5% |
0.0085 |
0.9% |
7% |
False |
False |
74,724 |
| 80 |
0.9725 |
0.8830 |
0.0895 |
9.8% |
0.0088 |
1.0% |
29% |
False |
False |
56,768 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.5% |
0.0092 |
1.0% |
34% |
False |
False |
45,505 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.5% |
0.0095 |
1.0% |
34% |
False |
False |
37,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9496 |
|
2.618 |
0.9367 |
|
1.618 |
0.9288 |
|
1.000 |
0.9239 |
|
0.618 |
0.9209 |
|
HIGH |
0.9160 |
|
0.618 |
0.9130 |
|
0.500 |
0.9121 |
|
0.382 |
0.9111 |
|
LOW |
0.9081 |
|
0.618 |
0.9032 |
|
1.000 |
0.9002 |
|
1.618 |
0.8953 |
|
2.618 |
0.8874 |
|
4.250 |
0.8745 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9121 |
0.9103 |
| PP |
0.9111 |
0.9099 |
| S1 |
0.9102 |
0.9096 |
|