CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9108 |
0.9078 |
-0.0030 |
-0.3% |
0.9110 |
| High |
0.9126 |
0.9164 |
0.0038 |
0.4% |
0.9160 |
| Low |
0.9066 |
0.9072 |
0.0006 |
0.1% |
0.8983 |
| Close |
0.9103 |
0.9153 |
0.0050 |
0.5% |
0.9093 |
| Range |
0.0060 |
0.0092 |
0.0032 |
53.3% |
0.0177 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.0% |
0.0000 |
| Volume |
63,913 |
107,827 |
43,914 |
68.7% |
498,326 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9406 |
0.9371 |
0.9204 |
|
| R3 |
0.9314 |
0.9279 |
0.9178 |
|
| R2 |
0.9222 |
0.9222 |
0.9170 |
|
| R1 |
0.9187 |
0.9187 |
0.9161 |
0.9205 |
| PP |
0.9130 |
0.9130 |
0.9130 |
0.9138 |
| S1 |
0.9095 |
0.9095 |
0.9145 |
0.9113 |
| S2 |
0.9038 |
0.9038 |
0.9136 |
|
| S3 |
0.8946 |
0.9003 |
0.9128 |
|
| S4 |
0.8854 |
0.8911 |
0.9102 |
|
|
| 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 |
0.9164 |
0.8983 |
0.0181 |
2.0% |
0.0100 |
1.1% |
94% |
True |
False |
99,448 |
| 10 |
0.9193 |
0.8983 |
0.0210 |
2.3% |
0.0095 |
1.0% |
81% |
False |
False |
93,923 |
| 20 |
0.9432 |
0.8983 |
0.0449 |
4.9% |
0.0096 |
1.0% |
38% |
False |
False |
90,331 |
| 40 |
0.9725 |
0.8983 |
0.0742 |
8.1% |
0.0089 |
1.0% |
23% |
False |
False |
83,420 |
| 60 |
0.9725 |
0.8983 |
0.0742 |
8.1% |
0.0086 |
0.9% |
23% |
False |
False |
79,341 |
| 80 |
0.9725 |
0.8830 |
0.0895 |
9.8% |
0.0088 |
1.0% |
36% |
False |
False |
64,044 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.4% |
0.0091 |
1.0% |
40% |
False |
False |
51,352 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.4% |
0.0094 |
1.0% |
40% |
False |
False |
42,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9555 |
|
2.618 |
0.9405 |
|
1.618 |
0.9313 |
|
1.000 |
0.9256 |
|
0.618 |
0.9221 |
|
HIGH |
0.9164 |
|
0.618 |
0.9129 |
|
0.500 |
0.9118 |
|
0.382 |
0.9107 |
|
LOW |
0.9072 |
|
0.618 |
0.9015 |
|
1.000 |
0.8980 |
|
1.618 |
0.8923 |
|
2.618 |
0.8831 |
|
4.250 |
0.8681 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9141 |
0.9127 |
| PP |
0.9130 |
0.9100 |
| S1 |
0.9118 |
0.9074 |
|