CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9372 |
0.9344 |
-0.0028 |
-0.3% |
0.9337 |
| High |
0.9383 |
0.9412 |
0.0029 |
0.3% |
0.9383 |
| Low |
0.9353 |
0.9343 |
-0.0010 |
-0.1% |
0.9295 |
| Close |
0.9374 |
0.9385 |
0.0011 |
0.1% |
0.9374 |
| Range |
0.0030 |
0.0069 |
0.0039 |
130.0% |
0.0088 |
| ATR |
0.0062 |
0.0062 |
0.0001 |
0.8% |
0.0000 |
| Volume |
239 |
92 |
-147 |
-61.5% |
769 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9587 |
0.9555 |
0.9423 |
|
| R3 |
0.9518 |
0.9486 |
0.9404 |
|
| R2 |
0.9449 |
0.9449 |
0.9398 |
|
| R1 |
0.9417 |
0.9417 |
0.9391 |
0.9433 |
| PP |
0.9380 |
0.9380 |
0.9380 |
0.9388 |
| S1 |
0.9348 |
0.9348 |
0.9379 |
0.9364 |
| S2 |
0.9311 |
0.9311 |
0.9372 |
|
| S3 |
0.9242 |
0.9279 |
0.9366 |
|
| S4 |
0.9173 |
0.9210 |
0.9347 |
|
|
| 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 |
0.9412 |
0.9301 |
0.0111 |
1.2% |
0.0055 |
0.6% |
76% |
True |
False |
134 |
| 10 |
0.9412 |
0.9199 |
0.0213 |
2.3% |
0.0059 |
0.6% |
87% |
True |
False |
127 |
| 20 |
0.9416 |
0.9187 |
0.0229 |
2.4% |
0.0062 |
0.7% |
86% |
False |
False |
86 |
| 40 |
0.9416 |
0.8791 |
0.0625 |
6.7% |
0.0052 |
0.6% |
95% |
False |
False |
51 |
| 60 |
0.9416 |
0.8765 |
0.0651 |
6.9% |
0.0045 |
0.5% |
95% |
False |
False |
35 |
| 80 |
0.9416 |
0.8765 |
0.0651 |
6.9% |
0.0039 |
0.4% |
95% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9705 |
|
2.618 |
0.9593 |
|
1.618 |
0.9524 |
|
1.000 |
0.9481 |
|
0.618 |
0.9455 |
|
HIGH |
0.9412 |
|
0.618 |
0.9386 |
|
0.500 |
0.9378 |
|
0.382 |
0.9369 |
|
LOW |
0.9343 |
|
0.618 |
0.9300 |
|
1.000 |
0.9274 |
|
1.618 |
0.9231 |
|
2.618 |
0.9162 |
|
4.250 |
0.9050 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9383 |
0.9376 |
| PP |
0.9380 |
0.9366 |
| S1 |
0.9378 |
0.9357 |
|