CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9096 |
0.9123 |
0.0027 |
0.3% |
0.9154 |
| High |
0.9139 |
0.9134 |
-0.0005 |
-0.1% |
0.9193 |
| Low |
0.9049 |
0.8991 |
-0.0058 |
-0.6% |
0.9045 |
| Close |
0.9130 |
0.9020 |
-0.0110 |
-1.2% |
0.9092 |
| Range |
0.0090 |
0.0143 |
0.0053 |
58.9% |
0.0148 |
| ATR |
0.0090 |
0.0093 |
0.0004 |
4.3% |
0.0000 |
| Volume |
88,507 |
113,632 |
25,125 |
28.4% |
350,467 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9477 |
0.9392 |
0.9099 |
|
| R3 |
0.9334 |
0.9249 |
0.9059 |
|
| R2 |
0.9191 |
0.9191 |
0.9046 |
|
| R1 |
0.9106 |
0.9106 |
0.9033 |
0.9077 |
| PP |
0.9048 |
0.9048 |
0.9048 |
0.9034 |
| S1 |
0.8963 |
0.8963 |
0.9007 |
0.8934 |
| S2 |
0.8905 |
0.8905 |
0.8994 |
|
| S3 |
0.8762 |
0.8820 |
0.8981 |
|
| S4 |
0.8619 |
0.8677 |
0.8941 |
|
|
| 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 |
0.9160 |
0.8991 |
0.0169 |
1.9% |
0.0096 |
1.1% |
17% |
False |
True |
91,737 |
| 10 |
0.9432 |
0.8991 |
0.0441 |
4.9% |
0.0104 |
1.2% |
7% |
False |
True |
98,154 |
| 20 |
0.9518 |
0.8991 |
0.0527 |
5.8% |
0.0094 |
1.0% |
6% |
False |
True |
88,365 |
| 40 |
0.9725 |
0.8991 |
0.0734 |
8.1% |
0.0087 |
1.0% |
4% |
False |
True |
80,274 |
| 60 |
0.9725 |
0.8991 |
0.0734 |
8.1% |
0.0086 |
1.0% |
4% |
False |
True |
77,183 |
| 80 |
0.9725 |
0.8830 |
0.0895 |
9.9% |
0.0088 |
1.0% |
21% |
False |
False |
59,276 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.6% |
0.0092 |
1.0% |
26% |
False |
False |
47,522 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.6% |
0.0096 |
1.1% |
26% |
False |
False |
39,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9742 |
|
2.618 |
0.9508 |
|
1.618 |
0.9365 |
|
1.000 |
0.9277 |
|
0.618 |
0.9222 |
|
HIGH |
0.9134 |
|
0.618 |
0.9079 |
|
0.500 |
0.9063 |
|
0.382 |
0.9046 |
|
LOW |
0.8991 |
|
0.618 |
0.8903 |
|
1.000 |
0.8848 |
|
1.618 |
0.8760 |
|
2.618 |
0.8617 |
|
4.250 |
0.8383 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9063 |
0.9076 |
| PP |
0.9048 |
0.9057 |
| S1 |
0.9034 |
0.9039 |
|