CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9308 |
0.9337 |
0.0029 |
0.3% |
0.9195 |
| High |
0.9357 |
0.9349 |
-0.0008 |
-0.1% |
0.9357 |
| Low |
0.9308 |
0.9295 |
-0.0013 |
-0.1% |
0.9187 |
| Close |
0.9333 |
0.9341 |
0.0008 |
0.1% |
0.9333 |
| Range |
0.0049 |
0.0054 |
0.0005 |
10.2% |
0.0170 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
159 |
189 |
30 |
18.9% |
450 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9490 |
0.9470 |
0.9371 |
|
| R3 |
0.9436 |
0.9416 |
0.9356 |
|
| R2 |
0.9382 |
0.9382 |
0.9351 |
|
| R1 |
0.9362 |
0.9362 |
0.9346 |
0.9372 |
| PP |
0.9328 |
0.9328 |
0.9328 |
0.9334 |
| S1 |
0.9308 |
0.9308 |
0.9336 |
0.9318 |
| S2 |
0.9274 |
0.9274 |
0.9331 |
|
| S3 |
0.9220 |
0.9254 |
0.9326 |
|
| S4 |
0.9166 |
0.9200 |
0.9311 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9802 |
0.9738 |
0.9427 |
|
| R3 |
0.9632 |
0.9568 |
0.9380 |
|
| R2 |
0.9462 |
0.9462 |
0.9364 |
|
| R1 |
0.9398 |
0.9398 |
0.9349 |
0.9430 |
| PP |
0.9292 |
0.9292 |
0.9292 |
0.9309 |
| S1 |
0.9228 |
0.9228 |
0.9317 |
0.9260 |
| S2 |
0.9122 |
0.9122 |
0.9302 |
|
| S3 |
0.8952 |
0.9058 |
0.9286 |
|
| S4 |
0.8782 |
0.8888 |
0.9240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9357 |
0.9199 |
0.0158 |
1.7% |
0.0063 |
0.7% |
90% |
False |
False |
120 |
| 10 |
0.9357 |
0.9187 |
0.0170 |
1.8% |
0.0055 |
0.6% |
91% |
False |
False |
73 |
| 20 |
0.9416 |
0.9114 |
0.0302 |
3.2% |
0.0064 |
0.7% |
75% |
False |
False |
59 |
| 40 |
0.9416 |
0.8791 |
0.0625 |
6.7% |
0.0048 |
0.5% |
88% |
False |
False |
35 |
| 60 |
0.9416 |
0.8765 |
0.0651 |
7.0% |
0.0042 |
0.5% |
88% |
False |
False |
23 |
| 80 |
0.9446 |
0.8765 |
0.0681 |
7.3% |
0.0036 |
0.4% |
85% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9579 |
|
2.618 |
0.9490 |
|
1.618 |
0.9436 |
|
1.000 |
0.9403 |
|
0.618 |
0.9382 |
|
HIGH |
0.9349 |
|
0.618 |
0.9328 |
|
0.500 |
0.9322 |
|
0.382 |
0.9316 |
|
LOW |
0.9295 |
|
0.618 |
0.9262 |
|
1.000 |
0.9241 |
|
1.618 |
0.9208 |
|
2.618 |
0.9154 |
|
4.250 |
0.9066 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9335 |
0.9334 |
| PP |
0.9328 |
0.9326 |
| S1 |
0.9322 |
0.9319 |
|