CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9394 |
0.9364 |
-0.0030 |
-0.3% |
0.9522 |
| High |
0.9431 |
0.9401 |
-0.0030 |
-0.3% |
0.9524 |
| Low |
0.9370 |
0.9349 |
-0.0021 |
-0.2% |
0.9349 |
| Close |
0.9375 |
0.9353 |
-0.0022 |
-0.2% |
0.9353 |
| Range |
0.0061 |
0.0052 |
-0.0009 |
-14.8% |
0.0175 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
170 |
472 |
302 |
177.6% |
1,020 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9524 |
0.9490 |
0.9382 |
|
| R3 |
0.9472 |
0.9438 |
0.9367 |
|
| R2 |
0.9420 |
0.9420 |
0.9363 |
|
| R1 |
0.9386 |
0.9386 |
0.9358 |
0.9377 |
| PP |
0.9368 |
0.9368 |
0.9368 |
0.9363 |
| S1 |
0.9334 |
0.9334 |
0.9348 |
0.9325 |
| S2 |
0.9316 |
0.9316 |
0.9343 |
|
| S3 |
0.9264 |
0.9282 |
0.9339 |
|
| S4 |
0.9212 |
0.9230 |
0.9324 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9934 |
0.9818 |
0.9449 |
|
| R3 |
0.9759 |
0.9643 |
0.9401 |
|
| R2 |
0.9584 |
0.9584 |
0.9385 |
|
| R1 |
0.9468 |
0.9468 |
0.9369 |
0.9439 |
| PP |
0.9409 |
0.9409 |
0.9409 |
0.9394 |
| S1 |
0.9293 |
0.9293 |
0.9337 |
0.9264 |
| S2 |
0.9234 |
0.9234 |
0.9321 |
|
| S3 |
0.9059 |
0.9118 |
0.9305 |
|
| S4 |
0.8884 |
0.8943 |
0.9257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9524 |
0.9349 |
0.0175 |
1.9% |
0.0062 |
0.7% |
2% |
False |
True |
204 |
| 10 |
0.9661 |
0.9349 |
0.0312 |
3.3% |
0.0069 |
0.7% |
1% |
False |
True |
187 |
| 20 |
0.9661 |
0.9295 |
0.0366 |
3.9% |
0.0064 |
0.7% |
16% |
False |
False |
172 |
| 40 |
0.9661 |
0.9103 |
0.0558 |
6.0% |
0.0063 |
0.7% |
45% |
False |
False |
111 |
| 60 |
0.9661 |
0.8791 |
0.0870 |
9.3% |
0.0053 |
0.6% |
65% |
False |
False |
77 |
| 80 |
0.9661 |
0.8765 |
0.0896 |
9.6% |
0.0047 |
0.5% |
66% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9622 |
|
2.618 |
0.9537 |
|
1.618 |
0.9485 |
|
1.000 |
0.9453 |
|
0.618 |
0.9433 |
|
HIGH |
0.9401 |
|
0.618 |
0.9381 |
|
0.500 |
0.9375 |
|
0.382 |
0.9369 |
|
LOW |
0.9349 |
|
0.618 |
0.9317 |
|
1.000 |
0.9297 |
|
1.618 |
0.9265 |
|
2.618 |
0.9213 |
|
4.250 |
0.9128 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9375 |
0.9390 |
| PP |
0.9368 |
0.9378 |
| S1 |
0.9360 |
0.9365 |
|