CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9360 |
0.9372 |
0.0012 |
0.1% |
0.9337 |
| High |
0.9375 |
0.9383 |
0.0008 |
0.1% |
0.9383 |
| Low |
0.9301 |
0.9353 |
0.0052 |
0.6% |
0.9295 |
| Close |
0.9363 |
0.9374 |
0.0011 |
0.1% |
0.9374 |
| Range |
0.0074 |
0.0030 |
-0.0044 |
-59.5% |
0.0088 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
112 |
239 |
127 |
113.4% |
769 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9460 |
0.9447 |
0.9391 |
|
| R3 |
0.9430 |
0.9417 |
0.9382 |
|
| R2 |
0.9400 |
0.9400 |
0.9380 |
|
| R1 |
0.9387 |
0.9387 |
0.9377 |
0.9394 |
| PP |
0.9370 |
0.9370 |
0.9370 |
0.9373 |
| S1 |
0.9357 |
0.9357 |
0.9371 |
0.9364 |
| S2 |
0.9340 |
0.9340 |
0.9369 |
|
| S3 |
0.9310 |
0.9327 |
0.9366 |
|
| S4 |
0.9280 |
0.9297 |
0.9358 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9615 |
0.9582 |
0.9422 |
|
| R3 |
0.9527 |
0.9494 |
0.9398 |
|
| R2 |
0.9439 |
0.9439 |
0.9390 |
|
| R1 |
0.9406 |
0.9406 |
0.9382 |
0.9423 |
| PP |
0.9351 |
0.9351 |
0.9351 |
0.9359 |
| S1 |
0.9318 |
0.9318 |
0.9366 |
0.9335 |
| S2 |
0.9263 |
0.9263 |
0.9358 |
|
| S3 |
0.9175 |
0.9230 |
0.9350 |
|
| S4 |
0.9087 |
0.9142 |
0.9326 |
|
|
| 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% |
0.0052 |
0.6% |
90% |
True |
False |
153 |
| 10 |
0.9383 |
0.9187 |
0.0196 |
2.1% |
0.0058 |
0.6% |
95% |
True |
False |
121 |
| 20 |
0.9416 |
0.9187 |
0.0229 |
2.4% |
0.0062 |
0.7% |
82% |
False |
False |
83 |
| 40 |
0.9416 |
0.8791 |
0.0625 |
6.7% |
0.0051 |
0.5% |
93% |
False |
False |
49 |
| 60 |
0.9416 |
0.8765 |
0.0651 |
6.9% |
0.0044 |
0.5% |
94% |
False |
False |
33 |
| 80 |
0.9416 |
0.8765 |
0.0651 |
6.9% |
0.0038 |
0.4% |
94% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9511 |
|
2.618 |
0.9462 |
|
1.618 |
0.9432 |
|
1.000 |
0.9413 |
|
0.618 |
0.9402 |
|
HIGH |
0.9383 |
|
0.618 |
0.9372 |
|
0.500 |
0.9368 |
|
0.382 |
0.9364 |
|
LOW |
0.9353 |
|
0.618 |
0.9334 |
|
1.000 |
0.9323 |
|
1.618 |
0.9304 |
|
2.618 |
0.9274 |
|
4.250 |
0.9226 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9372 |
0.9363 |
| PP |
0.9370 |
0.9353 |
| S1 |
0.9368 |
0.9342 |
|