CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9110 |
0.9096 |
-0.0014 |
-0.2% |
0.9154 |
| High |
0.9160 |
0.9139 |
-0.0021 |
-0.2% |
0.9193 |
| Low |
0.9081 |
0.9049 |
-0.0032 |
-0.4% |
0.9045 |
| Close |
0.9092 |
0.9130 |
0.0038 |
0.4% |
0.9092 |
| Range |
0.0079 |
0.0090 |
0.0011 |
13.9% |
0.0148 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.0% |
0.0000 |
| Volume |
84,315 |
88,507 |
4,192 |
5.0% |
350,467 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9376 |
0.9343 |
0.9180 |
|
| R3 |
0.9286 |
0.9253 |
0.9155 |
|
| R2 |
0.9196 |
0.9196 |
0.9147 |
|
| R1 |
0.9163 |
0.9163 |
0.9138 |
0.9180 |
| PP |
0.9106 |
0.9106 |
0.9106 |
0.9114 |
| S1 |
0.9073 |
0.9073 |
0.9122 |
0.9090 |
| S2 |
0.9016 |
0.9016 |
0.9114 |
|
| S3 |
0.8926 |
0.8983 |
0.9105 |
|
| S4 |
0.8836 |
0.8893 |
0.9081 |
|
|
| 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% |
0.0091 |
1.0% |
57% |
False |
False |
88,398 |
| 10 |
0.9432 |
0.9045 |
0.0387 |
4.2% |
0.0099 |
1.1% |
22% |
False |
False |
93,770 |
| 20 |
0.9518 |
0.9045 |
0.0473 |
5.2% |
0.0091 |
1.0% |
18% |
False |
False |
87,106 |
| 40 |
0.9725 |
0.9045 |
0.0680 |
7.4% |
0.0085 |
0.9% |
13% |
False |
False |
79,165 |
| 60 |
0.9725 |
0.9045 |
0.0680 |
7.4% |
0.0086 |
0.9% |
13% |
False |
False |
75,825 |
| 80 |
0.9725 |
0.8830 |
0.0895 |
9.8% |
0.0087 |
1.0% |
34% |
False |
False |
57,867 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.5% |
0.0091 |
1.0% |
38% |
False |
False |
46,388 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.5% |
0.0095 |
1.0% |
38% |
False |
False |
38,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9522 |
|
2.618 |
0.9375 |
|
1.618 |
0.9285 |
|
1.000 |
0.9229 |
|
0.618 |
0.9195 |
|
HIGH |
0.9139 |
|
0.618 |
0.9105 |
|
0.500 |
0.9094 |
|
0.382 |
0.9083 |
|
LOW |
0.9049 |
|
0.618 |
0.8993 |
|
1.000 |
0.8959 |
|
1.618 |
0.8903 |
|
2.618 |
0.8813 |
|
4.250 |
0.8667 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9118 |
0.9121 |
| PP |
0.9106 |
0.9112 |
| S1 |
0.9094 |
0.9103 |
|