CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9360 |
0.9438 |
0.0078 |
0.8% |
0.9522 |
| High |
0.9429 |
0.9453 |
0.0024 |
0.3% |
0.9524 |
| Low |
0.9360 |
0.9389 |
0.0029 |
0.3% |
0.9349 |
| Close |
0.9424 |
0.9410 |
-0.0014 |
-0.1% |
0.9353 |
| Range |
0.0069 |
0.0064 |
-0.0005 |
-7.2% |
0.0175 |
| ATR |
0.0069 |
0.0068 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
105 |
126 |
21 |
20.0% |
1,020 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9609 |
0.9574 |
0.9445 |
|
| R3 |
0.9545 |
0.9510 |
0.9428 |
|
| R2 |
0.9481 |
0.9481 |
0.9422 |
|
| R1 |
0.9446 |
0.9446 |
0.9416 |
0.9432 |
| PP |
0.9417 |
0.9417 |
0.9417 |
0.9410 |
| S1 |
0.9382 |
0.9382 |
0.9404 |
0.9368 |
| S2 |
0.9353 |
0.9353 |
0.9398 |
|
| S3 |
0.9289 |
0.9318 |
0.9392 |
|
| S4 |
0.9225 |
0.9254 |
0.9375 |
|
|
| 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 |
0.9453 |
0.9349 |
0.0104 |
1.1% |
0.0063 |
0.7% |
59% |
True |
False |
232 |
| 10 |
0.9661 |
0.9349 |
0.0312 |
3.3% |
0.0071 |
0.8% |
20% |
False |
False |
177 |
| 20 |
0.9661 |
0.9301 |
0.0360 |
3.8% |
0.0065 |
0.7% |
30% |
False |
False |
173 |
| 40 |
0.9661 |
0.9124 |
0.0537 |
5.7% |
0.0064 |
0.7% |
53% |
False |
False |
117 |
| 60 |
0.9661 |
0.8791 |
0.0870 |
9.2% |
0.0054 |
0.6% |
71% |
False |
False |
81 |
| 80 |
0.9661 |
0.8765 |
0.0896 |
9.5% |
0.0049 |
0.5% |
72% |
False |
False |
61 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
9.5% |
0.0042 |
0.4% |
72% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9725 |
|
2.618 |
0.9621 |
|
1.618 |
0.9557 |
|
1.000 |
0.9517 |
|
0.618 |
0.9493 |
|
HIGH |
0.9453 |
|
0.618 |
0.9429 |
|
0.500 |
0.9421 |
|
0.382 |
0.9413 |
|
LOW |
0.9389 |
|
0.618 |
0.9349 |
|
1.000 |
0.9325 |
|
1.618 |
0.9285 |
|
2.618 |
0.9221 |
|
4.250 |
0.9117 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9421 |
0.9407 |
| PP |
0.9417 |
0.9404 |
| S1 |
0.9414 |
0.9401 |
|