CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9553 |
0.9555 |
0.0002 |
0.0% |
0.9344 |
| High |
0.9583 |
0.9634 |
0.0051 |
0.5% |
0.9580 |
| Low |
0.9553 |
0.9552 |
-0.0001 |
0.0% |
0.9343 |
| Close |
0.9565 |
0.9614 |
0.0049 |
0.5% |
0.9574 |
| Range |
0.0030 |
0.0082 |
0.0052 |
173.3% |
0.0237 |
| ATR |
0.0062 |
0.0064 |
0.0001 |
2.3% |
0.0000 |
| Volume |
261 |
62 |
-199 |
-76.2% |
819 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9846 |
0.9812 |
0.9659 |
|
| R3 |
0.9764 |
0.9730 |
0.9637 |
|
| R2 |
0.9682 |
0.9682 |
0.9629 |
|
| R1 |
0.9648 |
0.9648 |
0.9622 |
0.9665 |
| PP |
0.9600 |
0.9600 |
0.9600 |
0.9609 |
| S1 |
0.9566 |
0.9566 |
0.9606 |
0.9583 |
| S2 |
0.9518 |
0.9518 |
0.9599 |
|
| S3 |
0.9436 |
0.9484 |
0.9591 |
|
| S4 |
0.9354 |
0.9402 |
0.9569 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0210 |
1.0129 |
0.9704 |
|
| R3 |
0.9973 |
0.9892 |
0.9639 |
|
| R2 |
0.9736 |
0.9736 |
0.9617 |
|
| R1 |
0.9655 |
0.9655 |
0.9596 |
0.9696 |
| PP |
0.9499 |
0.9499 |
0.9499 |
0.9519 |
| S1 |
0.9418 |
0.9418 |
0.9552 |
0.9459 |
| S2 |
0.9262 |
0.9262 |
0.9531 |
|
| S3 |
0.9025 |
0.9181 |
0.9509 |
|
| S4 |
0.8788 |
0.8944 |
0.9444 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9634 |
0.9414 |
0.0220 |
2.3% |
0.0065 |
0.7% |
91% |
True |
False |
184 |
| 10 |
0.9634 |
0.9301 |
0.0333 |
3.5% |
0.0058 |
0.6% |
94% |
True |
False |
169 |
| 20 |
0.9634 |
0.9187 |
0.0447 |
4.6% |
0.0058 |
0.6% |
96% |
True |
False |
122 |
| 40 |
0.9634 |
0.8791 |
0.0843 |
8.8% |
0.0058 |
0.6% |
98% |
True |
False |
77 |
| 60 |
0.9634 |
0.8765 |
0.0869 |
9.0% |
0.0050 |
0.5% |
98% |
True |
False |
52 |
| 80 |
0.9634 |
0.8765 |
0.0869 |
9.0% |
0.0042 |
0.4% |
98% |
True |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9983 |
|
2.618 |
0.9849 |
|
1.618 |
0.9767 |
|
1.000 |
0.9716 |
|
0.618 |
0.9685 |
|
HIGH |
0.9634 |
|
0.618 |
0.9603 |
|
0.500 |
0.9593 |
|
0.382 |
0.9583 |
|
LOW |
0.9552 |
|
0.618 |
0.9501 |
|
1.000 |
0.9470 |
|
1.618 |
0.9419 |
|
2.618 |
0.9337 |
|
4.250 |
0.9204 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9607 |
0.9602 |
| PP |
0.9600 |
0.9590 |
| S1 |
0.9593 |
0.9578 |
|