CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9555 |
0.9617 |
0.0062 |
0.6% |
0.9344 |
| High |
0.9634 |
0.9661 |
0.0027 |
0.3% |
0.9580 |
| Low |
0.9552 |
0.9518 |
-0.0034 |
-0.4% |
0.9343 |
| Close |
0.9614 |
0.9528 |
-0.0086 |
-0.9% |
0.9574 |
| Range |
0.0082 |
0.0143 |
0.0061 |
74.4% |
0.0237 |
| ATR |
0.0064 |
0.0069 |
0.0006 |
8.9% |
0.0000 |
| Volume |
62 |
162 |
100 |
161.3% |
819 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9998 |
0.9906 |
0.9607 |
|
| R3 |
0.9855 |
0.9763 |
0.9567 |
|
| R2 |
0.9712 |
0.9712 |
0.9554 |
|
| R1 |
0.9620 |
0.9620 |
0.9541 |
0.9595 |
| PP |
0.9569 |
0.9569 |
0.9569 |
0.9556 |
| S1 |
0.9477 |
0.9477 |
0.9515 |
0.9452 |
| S2 |
0.9426 |
0.9426 |
0.9502 |
|
| S3 |
0.9283 |
0.9334 |
0.9489 |
|
| S4 |
0.9140 |
0.9191 |
0.9449 |
|
|
| 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 |
0.9661 |
0.9442 |
0.0219 |
2.3% |
0.0084 |
0.9% |
39% |
True |
False |
133 |
| 10 |
0.9661 |
0.9301 |
0.0360 |
3.8% |
0.0069 |
0.7% |
63% |
True |
False |
165 |
| 20 |
0.9661 |
0.9187 |
0.0474 |
5.0% |
0.0064 |
0.7% |
72% |
True |
False |
128 |
| 40 |
0.9661 |
0.8791 |
0.0870 |
9.1% |
0.0061 |
0.6% |
85% |
True |
False |
81 |
| 60 |
0.9661 |
0.8765 |
0.0896 |
9.4% |
0.0050 |
0.5% |
85% |
True |
False |
55 |
| 80 |
0.9661 |
0.8765 |
0.0896 |
9.4% |
0.0044 |
0.5% |
85% |
True |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0269 |
|
2.618 |
1.0035 |
|
1.618 |
0.9892 |
|
1.000 |
0.9804 |
|
0.618 |
0.9749 |
|
HIGH |
0.9661 |
|
0.618 |
0.9606 |
|
0.500 |
0.9590 |
|
0.382 |
0.9573 |
|
LOW |
0.9518 |
|
0.618 |
0.9430 |
|
1.000 |
0.9375 |
|
1.618 |
0.9287 |
|
2.618 |
0.9144 |
|
4.250 |
0.8910 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9590 |
0.9590 |
| PP |
0.9569 |
0.9569 |
| S1 |
0.9549 |
0.9549 |
|