CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9141 |
0.9037 |
-0.0104 |
-1.1% |
0.9110 |
| High |
0.9153 |
0.9089 |
-0.0064 |
-0.7% |
0.9160 |
| Low |
0.9044 |
0.8915 |
-0.0129 |
-1.4% |
0.8983 |
| Close |
0.9061 |
0.8936 |
-0.0125 |
-1.4% |
0.9093 |
| Range |
0.0109 |
0.0174 |
0.0065 |
59.6% |
0.0177 |
| ATR |
0.0093 |
0.0099 |
0.0006 |
6.2% |
0.0000 |
| Volume |
110,112 |
112,557 |
2,445 |
2.2% |
498,326 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9502 |
0.9393 |
0.9032 |
|
| R3 |
0.9328 |
0.9219 |
0.8984 |
|
| R2 |
0.9154 |
0.9154 |
0.8968 |
|
| R1 |
0.9045 |
0.9045 |
0.8952 |
0.9013 |
| PP |
0.8980 |
0.8980 |
0.8980 |
0.8964 |
| S1 |
0.8871 |
0.8871 |
0.8920 |
0.8839 |
| S2 |
0.8806 |
0.8806 |
0.8904 |
|
| S3 |
0.8632 |
0.8697 |
0.8888 |
|
| S4 |
0.8458 |
0.8523 |
0.8840 |
|
|
| 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 |
0.8915 |
0.0249 |
2.8% |
0.0113 |
1.3% |
8% |
False |
True |
102,310 |
| 10 |
0.9164 |
0.8915 |
0.0249 |
2.8% |
0.0105 |
1.2% |
8% |
False |
True |
98,896 |
| 20 |
0.9432 |
0.8915 |
0.0517 |
5.8% |
0.0100 |
1.1% |
4% |
False |
True |
93,789 |
| 40 |
0.9725 |
0.8915 |
0.0810 |
9.1% |
0.0093 |
1.0% |
3% |
False |
True |
85,685 |
| 60 |
0.9725 |
0.8915 |
0.0810 |
9.1% |
0.0086 |
1.0% |
3% |
False |
True |
80,273 |
| 80 |
0.9725 |
0.8830 |
0.0895 |
10.0% |
0.0089 |
1.0% |
12% |
False |
False |
66,817 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.7% |
0.0092 |
1.0% |
17% |
False |
False |
53,576 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.7% |
0.0095 |
1.1% |
17% |
False |
False |
44,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9829 |
|
2.618 |
0.9545 |
|
1.618 |
0.9371 |
|
1.000 |
0.9263 |
|
0.618 |
0.9197 |
|
HIGH |
0.9089 |
|
0.618 |
0.9023 |
|
0.500 |
0.9002 |
|
0.382 |
0.8981 |
|
LOW |
0.8915 |
|
0.618 |
0.8807 |
|
1.000 |
0.8741 |
|
1.618 |
0.8633 |
|
2.618 |
0.8459 |
|
4.250 |
0.8176 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9002 |
0.9040 |
| PP |
0.8980 |
0.9005 |
| S1 |
0.8958 |
0.8971 |
|