CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9337 |
0.9334 |
-0.0003 |
0.0% |
0.9195 |
| High |
0.9349 |
0.9383 |
0.0034 |
0.4% |
0.9357 |
| Low |
0.9295 |
0.9317 |
0.0022 |
0.2% |
0.9187 |
| Close |
0.9341 |
0.9329 |
-0.0012 |
-0.1% |
0.9333 |
| Range |
0.0054 |
0.0066 |
0.0012 |
22.2% |
0.0170 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.0% |
0.0000 |
| Volume |
189 |
23 |
-166 |
-87.8% |
450 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9541 |
0.9501 |
0.9365 |
|
| R3 |
0.9475 |
0.9435 |
0.9347 |
|
| R2 |
0.9409 |
0.9409 |
0.9341 |
|
| R1 |
0.9369 |
0.9369 |
0.9335 |
0.9356 |
| PP |
0.9343 |
0.9343 |
0.9343 |
0.9337 |
| S1 |
0.9303 |
0.9303 |
0.9323 |
0.9290 |
| S2 |
0.9277 |
0.9277 |
0.9317 |
|
| S3 |
0.9211 |
0.9237 |
0.9311 |
|
| S4 |
0.9145 |
0.9171 |
0.9293 |
|
|
| 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 |
0.9383 |
0.9242 |
0.0141 |
1.5% |
0.0050 |
0.5% |
62% |
True |
False |
104 |
| 10 |
0.9383 |
0.9187 |
0.0196 |
2.1% |
0.0057 |
0.6% |
72% |
True |
False |
74 |
| 20 |
0.9416 |
0.9124 |
0.0292 |
3.1% |
0.0063 |
0.7% |
70% |
False |
False |
60 |
| 40 |
0.9416 |
0.8791 |
0.0625 |
6.7% |
0.0049 |
0.5% |
86% |
False |
False |
35 |
| 60 |
0.9416 |
0.8765 |
0.0651 |
7.0% |
0.0043 |
0.5% |
87% |
False |
False |
24 |
| 80 |
0.9416 |
0.8765 |
0.0651 |
7.0% |
0.0036 |
0.4% |
87% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9664 |
|
2.618 |
0.9556 |
|
1.618 |
0.9490 |
|
1.000 |
0.9449 |
|
0.618 |
0.9424 |
|
HIGH |
0.9383 |
|
0.618 |
0.9358 |
|
0.500 |
0.9350 |
|
0.382 |
0.9342 |
|
LOW |
0.9317 |
|
0.618 |
0.9276 |
|
1.000 |
0.9251 |
|
1.618 |
0.9210 |
|
2.618 |
0.9144 |
|
4.250 |
0.9037 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9350 |
0.9339 |
| PP |
0.9343 |
0.9336 |
| S1 |
0.9336 |
0.9332 |
|