CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9025 |
0.9057 |
0.0032 |
0.4% |
0.9110 |
| High |
0.9072 |
0.9113 |
0.0041 |
0.5% |
0.9160 |
| Low |
0.8998 |
0.8983 |
-0.0015 |
-0.2% |
0.8983 |
| Close |
0.9060 |
0.9093 |
0.0033 |
0.4% |
0.9093 |
| Range |
0.0074 |
0.0130 |
0.0056 |
75.7% |
0.0177 |
| ATR |
0.0092 |
0.0095 |
0.0003 |
2.9% |
0.0000 |
| Volume |
94,728 |
117,144 |
22,416 |
23.7% |
498,326 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9453 |
0.9403 |
0.9165 |
|
| R3 |
0.9323 |
0.9273 |
0.9129 |
|
| R2 |
0.9193 |
0.9193 |
0.9117 |
|
| R1 |
0.9143 |
0.9143 |
0.9105 |
0.9168 |
| PP |
0.9063 |
0.9063 |
0.9063 |
0.9076 |
| S1 |
0.9013 |
0.9013 |
0.9081 |
0.9038 |
| S2 |
0.8933 |
0.8933 |
0.9069 |
|
| S3 |
0.8803 |
0.8883 |
0.9057 |
|
| S4 |
0.8673 |
0.8753 |
0.9022 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9610 |
0.9528 |
0.9190 |
|
| R3 |
0.9433 |
0.9351 |
0.9142 |
|
| R2 |
0.9256 |
0.9256 |
0.9125 |
|
| R1 |
0.9174 |
0.9174 |
0.9109 |
0.9127 |
| PP |
0.9079 |
0.9079 |
0.9079 |
0.9055 |
| S1 |
0.8997 |
0.8997 |
0.9077 |
0.8950 |
| S2 |
0.8902 |
0.8902 |
0.9061 |
|
| S3 |
0.8725 |
0.8820 |
0.9044 |
|
| S4 |
0.8548 |
0.8643 |
0.8996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9160 |
0.8983 |
0.0177 |
1.9% |
0.0103 |
1.1% |
62% |
False |
True |
99,665 |
| 10 |
0.9236 |
0.8983 |
0.0253 |
2.8% |
0.0097 |
1.1% |
43% |
False |
True |
95,205 |
| 20 |
0.9460 |
0.8983 |
0.0477 |
5.2% |
0.0097 |
1.1% |
23% |
False |
True |
90,289 |
| 40 |
0.9725 |
0.8983 |
0.0742 |
8.2% |
0.0088 |
1.0% |
15% |
False |
True |
81,658 |
| 60 |
0.9725 |
0.8983 |
0.0742 |
8.2% |
0.0087 |
1.0% |
15% |
False |
True |
78,981 |
| 80 |
0.9725 |
0.8830 |
0.0895 |
9.8% |
0.0089 |
1.0% |
29% |
False |
False |
61,915 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.5% |
0.0091 |
1.0% |
34% |
False |
False |
49,637 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.5% |
0.0096 |
1.1% |
34% |
False |
False |
41,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9666 |
|
2.618 |
0.9453 |
|
1.618 |
0.9323 |
|
1.000 |
0.9243 |
|
0.618 |
0.9193 |
|
HIGH |
0.9113 |
|
0.618 |
0.9063 |
|
0.500 |
0.9048 |
|
0.382 |
0.9033 |
|
LOW |
0.8983 |
|
0.618 |
0.8903 |
|
1.000 |
0.8853 |
|
1.618 |
0.8773 |
|
2.618 |
0.8643 |
|
4.250 |
0.8431 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9078 |
0.9082 |
| PP |
0.9063 |
0.9070 |
| S1 |
0.9048 |
0.9059 |
|