CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9037 |
0.8922 |
-0.0115 |
-1.3% |
0.9108 |
| High |
0.9089 |
0.8969 |
-0.0120 |
-1.3% |
0.9164 |
| Low |
0.8915 |
0.8909 |
-0.0006 |
-0.1% |
0.8909 |
| Close |
0.8936 |
0.8963 |
0.0027 |
0.3% |
0.8963 |
| Range |
0.0174 |
0.0060 |
-0.0114 |
-65.5% |
0.0255 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
112,557 |
31,514 |
-81,043 |
-72.0% |
425,923 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9127 |
0.9105 |
0.8996 |
|
| R3 |
0.9067 |
0.9045 |
0.8980 |
|
| R2 |
0.9007 |
0.9007 |
0.8974 |
|
| R1 |
0.8985 |
0.8985 |
0.8969 |
0.8996 |
| PP |
0.8947 |
0.8947 |
0.8947 |
0.8953 |
| S1 |
0.8925 |
0.8925 |
0.8958 |
0.8936 |
| S2 |
0.8887 |
0.8887 |
0.8952 |
|
| S3 |
0.8827 |
0.8865 |
0.8947 |
|
| S4 |
0.8767 |
0.8805 |
0.8930 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9777 |
0.9625 |
0.9103 |
|
| R3 |
0.9522 |
0.9370 |
0.9033 |
|
| R2 |
0.9267 |
0.9267 |
0.9010 |
|
| R1 |
0.9115 |
0.9115 |
0.8986 |
0.9064 |
| PP |
0.9012 |
0.9012 |
0.9012 |
0.8986 |
| S1 |
0.8860 |
0.8860 |
0.8940 |
0.8809 |
| S2 |
0.8757 |
0.8757 |
0.8916 |
|
| S3 |
0.8502 |
0.8605 |
0.8893 |
|
| S4 |
0.8247 |
0.8350 |
0.8823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9164 |
0.8909 |
0.0255 |
2.8% |
0.0099 |
1.1% |
21% |
False |
True |
85,184 |
| 10 |
0.9164 |
0.8909 |
0.0255 |
2.8% |
0.0101 |
1.1% |
21% |
False |
True |
92,424 |
| 20 |
0.9432 |
0.8909 |
0.0523 |
5.8% |
0.0098 |
1.1% |
10% |
False |
True |
90,930 |
| 40 |
0.9725 |
0.8909 |
0.0816 |
9.1% |
0.0091 |
1.0% |
7% |
False |
True |
84,521 |
| 60 |
0.9725 |
0.8909 |
0.0816 |
9.1% |
0.0086 |
1.0% |
7% |
False |
True |
79,144 |
| 80 |
0.9725 |
0.8830 |
0.0895 |
10.0% |
0.0088 |
1.0% |
15% |
False |
False |
67,205 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.7% |
0.0091 |
1.0% |
20% |
False |
False |
53,890 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.7% |
0.0095 |
1.1% |
20% |
False |
False |
44,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9224 |
|
2.618 |
0.9126 |
|
1.618 |
0.9066 |
|
1.000 |
0.9029 |
|
0.618 |
0.9006 |
|
HIGH |
0.8969 |
|
0.618 |
0.8946 |
|
0.500 |
0.8939 |
|
0.382 |
0.8932 |
|
LOW |
0.8909 |
|
0.618 |
0.8872 |
|
1.000 |
0.8849 |
|
1.618 |
0.8812 |
|
2.618 |
0.8752 |
|
4.250 |
0.8654 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8955 |
0.9031 |
| PP |
0.8947 |
0.9008 |
| S1 |
0.8939 |
0.8986 |
|