CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9327 |
0.9360 |
0.0033 |
0.4% |
0.9195 |
| High |
0.9365 |
0.9375 |
0.0010 |
0.1% |
0.9357 |
| Low |
0.9327 |
0.9301 |
-0.0026 |
-0.3% |
0.9187 |
| Close |
0.9351 |
0.9363 |
0.0012 |
0.1% |
0.9333 |
| Range |
0.0038 |
0.0074 |
0.0036 |
94.7% |
0.0170 |
| ATR |
0.0064 |
0.0064 |
0.0001 |
1.2% |
0.0000 |
| Volume |
206 |
112 |
-94 |
-45.6% |
450 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9568 |
0.9540 |
0.9404 |
|
| R3 |
0.9494 |
0.9466 |
0.9383 |
|
| R2 |
0.9420 |
0.9420 |
0.9377 |
|
| R1 |
0.9392 |
0.9392 |
0.9370 |
0.9406 |
| PP |
0.9346 |
0.9346 |
0.9346 |
0.9354 |
| S1 |
0.9318 |
0.9318 |
0.9356 |
0.9332 |
| S2 |
0.9272 |
0.9272 |
0.9349 |
|
| S3 |
0.9198 |
0.9244 |
0.9343 |
|
| S4 |
0.9124 |
0.9170 |
0.9322 |
|
|
| 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 |
0.9295 |
0.0088 |
0.9% |
0.0056 |
0.6% |
77% |
False |
False |
137 |
| 10 |
0.9383 |
0.9187 |
0.0196 |
2.1% |
0.0061 |
0.6% |
90% |
False |
False |
100 |
| 20 |
0.9416 |
0.9124 |
0.0292 |
3.1% |
0.0063 |
0.7% |
82% |
False |
False |
74 |
| 40 |
0.9416 |
0.8791 |
0.0625 |
6.7% |
0.0051 |
0.5% |
92% |
False |
False |
43 |
| 60 |
0.9416 |
0.8765 |
0.0651 |
7.0% |
0.0043 |
0.5% |
92% |
False |
False |
29 |
| 80 |
0.9416 |
0.8765 |
0.0651 |
7.0% |
0.0037 |
0.4% |
92% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9690 |
|
2.618 |
0.9569 |
|
1.618 |
0.9495 |
|
1.000 |
0.9449 |
|
0.618 |
0.9421 |
|
HIGH |
0.9375 |
|
0.618 |
0.9347 |
|
0.500 |
0.9338 |
|
0.382 |
0.9329 |
|
LOW |
0.9301 |
|
0.618 |
0.9255 |
|
1.000 |
0.9227 |
|
1.618 |
0.9181 |
|
2.618 |
0.9107 |
|
4.250 |
0.8987 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9355 |
0.9356 |
| PP |
0.9346 |
0.9349 |
| S1 |
0.9338 |
0.9342 |
|