CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9364 |
0.9360 |
-0.0004 |
0.0% |
0.9522 |
| High |
0.9401 |
0.9429 |
0.0028 |
0.3% |
0.9524 |
| Low |
0.9349 |
0.9360 |
0.0011 |
0.1% |
0.9349 |
| Close |
0.9353 |
0.9424 |
0.0071 |
0.8% |
0.9353 |
| Range |
0.0052 |
0.0069 |
0.0017 |
32.7% |
0.0175 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
0.8% |
0.0000 |
| Volume |
472 |
105 |
-367 |
-77.8% |
1,020 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9611 |
0.9587 |
0.9462 |
|
| R3 |
0.9542 |
0.9518 |
0.9443 |
|
| R2 |
0.9473 |
0.9473 |
0.9437 |
|
| R1 |
0.9449 |
0.9449 |
0.9430 |
0.9461 |
| PP |
0.9404 |
0.9404 |
0.9404 |
0.9411 |
| S1 |
0.9380 |
0.9380 |
0.9418 |
0.9392 |
| S2 |
0.9335 |
0.9335 |
0.9411 |
|
| S3 |
0.9266 |
0.9311 |
0.9405 |
|
| S4 |
0.9197 |
0.9242 |
0.9386 |
|
|
| 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 |
0.9461 |
0.9349 |
0.0112 |
1.2% |
0.0065 |
0.7% |
67% |
False |
False |
219 |
| 10 |
0.9661 |
0.9349 |
0.0312 |
3.3% |
0.0073 |
0.8% |
24% |
False |
False |
171 |
| 20 |
0.9661 |
0.9301 |
0.0360 |
3.8% |
0.0065 |
0.7% |
34% |
False |
False |
168 |
| 40 |
0.9661 |
0.9114 |
0.0547 |
5.8% |
0.0064 |
0.7% |
57% |
False |
False |
114 |
| 60 |
0.9661 |
0.8791 |
0.0870 |
9.2% |
0.0053 |
0.6% |
73% |
False |
False |
79 |
| 80 |
0.9661 |
0.8765 |
0.0896 |
9.5% |
0.0048 |
0.5% |
74% |
False |
False |
60 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
9.5% |
0.0042 |
0.4% |
74% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9722 |
|
2.618 |
0.9610 |
|
1.618 |
0.9541 |
|
1.000 |
0.9498 |
|
0.618 |
0.9472 |
|
HIGH |
0.9429 |
|
0.618 |
0.9403 |
|
0.500 |
0.9395 |
|
0.382 |
0.9386 |
|
LOW |
0.9360 |
|
0.618 |
0.9317 |
|
1.000 |
0.9291 |
|
1.618 |
0.9248 |
|
2.618 |
0.9179 |
|
4.250 |
0.9067 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9414 |
0.9413 |
| PP |
0.9404 |
0.9401 |
| S1 |
0.9395 |
0.9390 |
|