CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 29-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9522 |
0.9461 |
-0.0061 |
-0.6% |
0.9553 |
| High |
0.9524 |
0.9461 |
-0.0063 |
-0.7% |
0.9661 |
| Low |
0.9471 |
0.9388 |
-0.0083 |
-0.9% |
0.9485 |
| Close |
0.9492 |
0.9396 |
-0.0096 |
-1.0% |
0.9495 |
| Range |
0.0053 |
0.0073 |
0.0020 |
37.7% |
0.0176 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
3.9% |
0.0000 |
| Volume |
26 |
61 |
35 |
134.6% |
850 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9634 |
0.9588 |
0.9436 |
|
| R3 |
0.9561 |
0.9515 |
0.9416 |
|
| R2 |
0.9488 |
0.9488 |
0.9409 |
|
| R1 |
0.9442 |
0.9442 |
0.9403 |
0.9429 |
| PP |
0.9415 |
0.9415 |
0.9415 |
0.9408 |
| S1 |
0.9369 |
0.9369 |
0.9389 |
0.9356 |
| S2 |
0.9342 |
0.9342 |
0.9383 |
|
| S3 |
0.9269 |
0.9296 |
0.9376 |
|
| S4 |
0.9196 |
0.9223 |
0.9356 |
|
|
| 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 |
0.9388 |
0.0273 |
2.9% |
0.0079 |
0.8% |
3% |
False |
True |
122 |
| 10 |
0.9661 |
0.9388 |
0.0273 |
2.9% |
0.0072 |
0.8% |
3% |
False |
True |
153 |
| 20 |
0.9661 |
0.9242 |
0.0419 |
4.5% |
0.0062 |
0.7% |
37% |
False |
False |
141 |
| 40 |
0.9661 |
0.8975 |
0.0686 |
7.3% |
0.0064 |
0.7% |
61% |
False |
False |
91 |
| 60 |
0.9661 |
0.8786 |
0.0875 |
9.3% |
0.0052 |
0.6% |
70% |
False |
False |
62 |
| 80 |
0.9661 |
0.8765 |
0.0896 |
9.5% |
0.0045 |
0.5% |
70% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9771 |
|
2.618 |
0.9652 |
|
1.618 |
0.9579 |
|
1.000 |
0.9534 |
|
0.618 |
0.9506 |
|
HIGH |
0.9461 |
|
0.618 |
0.9433 |
|
0.500 |
0.9425 |
|
0.382 |
0.9416 |
|
LOW |
0.9388 |
|
0.618 |
0.9343 |
|
1.000 |
0.9315 |
|
1.618 |
0.9270 |
|
2.618 |
0.9197 |
|
4.250 |
0.9078 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9425 |
0.9458 |
| PP |
0.9415 |
0.9437 |
| S1 |
0.9406 |
0.9417 |
|