CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9334 |
0.9327 |
-0.0007 |
-0.1% |
0.9195 |
| High |
0.9383 |
0.9365 |
-0.0018 |
-0.2% |
0.9357 |
| Low |
0.9317 |
0.9327 |
0.0010 |
0.1% |
0.9187 |
| Close |
0.9329 |
0.9351 |
0.0022 |
0.2% |
0.9333 |
| Range |
0.0066 |
0.0038 |
-0.0028 |
-42.4% |
0.0170 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
23 |
206 |
183 |
795.7% |
450 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9462 |
0.9444 |
0.9372 |
|
| R3 |
0.9424 |
0.9406 |
0.9361 |
|
| R2 |
0.9386 |
0.9386 |
0.9358 |
|
| R1 |
0.9368 |
0.9368 |
0.9354 |
0.9377 |
| PP |
0.9348 |
0.9348 |
0.9348 |
0.9352 |
| S1 |
0.9330 |
0.9330 |
0.9348 |
0.9339 |
| S2 |
0.9310 |
0.9310 |
0.9344 |
|
| S3 |
0.9272 |
0.9292 |
0.9341 |
|
| S4 |
0.9234 |
0.9254 |
0.9330 |
|
|
| 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 |
0.9280 |
0.0103 |
1.1% |
0.0047 |
0.5% |
69% |
False |
False |
125 |
| 10 |
0.9383 |
0.9187 |
0.0196 |
2.1% |
0.0059 |
0.6% |
84% |
False |
False |
91 |
| 20 |
0.9416 |
0.9124 |
0.0292 |
3.1% |
0.0063 |
0.7% |
78% |
False |
False |
69 |
| 40 |
0.9416 |
0.8791 |
0.0625 |
6.7% |
0.0049 |
0.5% |
90% |
False |
False |
40 |
| 60 |
0.9416 |
0.8765 |
0.0651 |
7.0% |
0.0043 |
0.5% |
90% |
False |
False |
27 |
| 80 |
0.9416 |
0.8765 |
0.0651 |
7.0% |
0.0037 |
0.4% |
90% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9527 |
|
2.618 |
0.9464 |
|
1.618 |
0.9426 |
|
1.000 |
0.9403 |
|
0.618 |
0.9388 |
|
HIGH |
0.9365 |
|
0.618 |
0.9350 |
|
0.500 |
0.9346 |
|
0.382 |
0.9342 |
|
LOW |
0.9327 |
|
0.618 |
0.9304 |
|
1.000 |
0.9289 |
|
1.618 |
0.9266 |
|
2.618 |
0.9228 |
|
4.250 |
0.9166 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9349 |
0.9347 |
| PP |
0.9348 |
0.9343 |
| S1 |
0.9346 |
0.9339 |
|