CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9617 |
0.9540 |
-0.0077 |
-0.8% |
0.9344 |
| High |
0.9661 |
0.9575 |
-0.0086 |
-0.9% |
0.9580 |
| Low |
0.9518 |
0.9485 |
-0.0033 |
-0.3% |
0.9343 |
| Close |
0.9528 |
0.9523 |
-0.0005 |
-0.1% |
0.9574 |
| Range |
0.0143 |
0.0090 |
-0.0053 |
-37.1% |
0.0237 |
| ATR |
0.0069 |
0.0071 |
0.0001 |
2.1% |
0.0000 |
| Volume |
162 |
248 |
86 |
53.1% |
819 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9798 |
0.9750 |
0.9573 |
|
| R3 |
0.9708 |
0.9660 |
0.9548 |
|
| R2 |
0.9618 |
0.9618 |
0.9540 |
|
| R1 |
0.9570 |
0.9570 |
0.9531 |
0.9549 |
| PP |
0.9528 |
0.9528 |
0.9528 |
0.9517 |
| S1 |
0.9480 |
0.9480 |
0.9515 |
0.9459 |
| S2 |
0.9438 |
0.9438 |
0.9507 |
|
| S3 |
0.9348 |
0.9390 |
0.9498 |
|
| S4 |
0.9258 |
0.9300 |
0.9474 |
|
|
| 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 |
0.9485 |
0.0176 |
1.8% |
0.0081 |
0.8% |
22% |
False |
True |
162 |
| 10 |
0.9661 |
0.9343 |
0.0318 |
3.3% |
0.0070 |
0.7% |
57% |
False |
False |
179 |
| 20 |
0.9661 |
0.9187 |
0.0474 |
5.0% |
0.0065 |
0.7% |
71% |
False |
False |
139 |
| 40 |
0.9661 |
0.8791 |
0.0870 |
9.1% |
0.0062 |
0.7% |
84% |
False |
False |
87 |
| 60 |
0.9661 |
0.8765 |
0.0896 |
9.4% |
0.0051 |
0.5% |
85% |
False |
False |
59 |
| 80 |
0.9661 |
0.8765 |
0.0896 |
9.4% |
0.0044 |
0.5% |
85% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9958 |
|
2.618 |
0.9811 |
|
1.618 |
0.9721 |
|
1.000 |
0.9665 |
|
0.618 |
0.9631 |
|
HIGH |
0.9575 |
|
0.618 |
0.9541 |
|
0.500 |
0.9530 |
|
0.382 |
0.9519 |
|
LOW |
0.9485 |
|
0.618 |
0.9429 |
|
1.000 |
0.9395 |
|
1.618 |
0.9339 |
|
2.618 |
0.9249 |
|
4.250 |
0.9103 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9530 |
0.9573 |
| PP |
0.9528 |
0.9556 |
| S1 |
0.9525 |
0.9540 |
|