CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9527 |
0.9522 |
-0.0005 |
-0.1% |
0.9553 |
| High |
0.9527 |
0.9524 |
-0.0003 |
0.0% |
0.9661 |
| Low |
0.9489 |
0.9471 |
-0.0018 |
-0.2% |
0.9485 |
| Close |
0.9495 |
0.9492 |
-0.0003 |
0.0% |
0.9495 |
| Range |
0.0038 |
0.0053 |
0.0015 |
39.5% |
0.0176 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
117 |
26 |
-91 |
-77.8% |
850 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9655 |
0.9626 |
0.9521 |
|
| R3 |
0.9602 |
0.9573 |
0.9507 |
|
| R2 |
0.9549 |
0.9549 |
0.9502 |
|
| R1 |
0.9520 |
0.9520 |
0.9497 |
0.9508 |
| PP |
0.9496 |
0.9496 |
0.9496 |
0.9490 |
| S1 |
0.9467 |
0.9467 |
0.9487 |
0.9455 |
| S2 |
0.9443 |
0.9443 |
0.9482 |
|
| S3 |
0.9390 |
0.9414 |
0.9477 |
|
| S4 |
0.9337 |
0.9361 |
0.9463 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0075 |
0.9961 |
0.9592 |
|
| R3 |
0.9899 |
0.9785 |
0.9543 |
|
| R2 |
0.9723 |
0.9723 |
0.9527 |
|
| R1 |
0.9609 |
0.9609 |
0.9511 |
0.9578 |
| PP |
0.9547 |
0.9547 |
0.9547 |
0.9532 |
| S1 |
0.9433 |
0.9433 |
0.9479 |
0.9402 |
| S2 |
0.9371 |
0.9371 |
0.9463 |
|
| S3 |
0.9195 |
0.9257 |
0.9447 |
|
| S4 |
0.9019 |
0.9081 |
0.9398 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9661 |
0.9471 |
0.0190 |
2.0% |
0.0081 |
0.9% |
11% |
False |
True |
123 |
| 10 |
0.9661 |
0.9409 |
0.0252 |
2.7% |
0.0070 |
0.7% |
33% |
False |
False |
160 |
| 20 |
0.9661 |
0.9199 |
0.0462 |
4.9% |
0.0064 |
0.7% |
63% |
False |
False |
143 |
| 40 |
0.9661 |
0.8860 |
0.0801 |
8.4% |
0.0064 |
0.7% |
79% |
False |
False |
90 |
| 60 |
0.9661 |
0.8780 |
0.0881 |
9.3% |
0.0051 |
0.5% |
81% |
False |
False |
61 |
| 80 |
0.9661 |
0.8765 |
0.0896 |
9.4% |
0.0044 |
0.5% |
81% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9749 |
|
2.618 |
0.9663 |
|
1.618 |
0.9610 |
|
1.000 |
0.9577 |
|
0.618 |
0.9557 |
|
HIGH |
0.9524 |
|
0.618 |
0.9504 |
|
0.500 |
0.9498 |
|
0.382 |
0.9491 |
|
LOW |
0.9471 |
|
0.618 |
0.9438 |
|
1.000 |
0.9418 |
|
1.618 |
0.9385 |
|
2.618 |
0.9332 |
|
4.250 |
0.9246 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9498 |
0.9523 |
| PP |
0.9496 |
0.9513 |
| S1 |
0.9494 |
0.9502 |
|