CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9438 |
0.9412 |
-0.0026 |
-0.3% |
0.9522 |
| High |
0.9453 |
0.9454 |
0.0001 |
0.0% |
0.9524 |
| Low |
0.9389 |
0.9412 |
0.0023 |
0.2% |
0.9349 |
| Close |
0.9410 |
0.9451 |
0.0041 |
0.4% |
0.9353 |
| Range |
0.0064 |
0.0042 |
-0.0022 |
-34.4% |
0.0175 |
| ATR |
0.0068 |
0.0067 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
126 |
248 |
122 |
96.8% |
1,020 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9565 |
0.9550 |
0.9474 |
|
| R3 |
0.9523 |
0.9508 |
0.9463 |
|
| R2 |
0.9481 |
0.9481 |
0.9459 |
|
| R1 |
0.9466 |
0.9466 |
0.9455 |
0.9474 |
| PP |
0.9439 |
0.9439 |
0.9439 |
0.9443 |
| S1 |
0.9424 |
0.9424 |
0.9447 |
0.9432 |
| S2 |
0.9397 |
0.9397 |
0.9443 |
|
| S3 |
0.9355 |
0.9382 |
0.9439 |
|
| S4 |
0.9313 |
0.9340 |
0.9428 |
|
|
| 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 |
0.9454 |
0.9349 |
0.0105 |
1.1% |
0.0058 |
0.6% |
97% |
True |
False |
224 |
| 10 |
0.9575 |
0.9349 |
0.0226 |
2.4% |
0.0061 |
0.6% |
45% |
False |
False |
186 |
| 20 |
0.9661 |
0.9301 |
0.0360 |
3.8% |
0.0065 |
0.7% |
42% |
False |
False |
175 |
| 40 |
0.9661 |
0.9124 |
0.0537 |
5.7% |
0.0064 |
0.7% |
61% |
False |
False |
122 |
| 60 |
0.9661 |
0.8791 |
0.0870 |
9.2% |
0.0054 |
0.6% |
76% |
False |
False |
85 |
| 80 |
0.9661 |
0.8765 |
0.0896 |
9.5% |
0.0048 |
0.5% |
77% |
False |
False |
64 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
9.5% |
0.0042 |
0.4% |
77% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9633 |
|
2.618 |
0.9564 |
|
1.618 |
0.9522 |
|
1.000 |
0.9496 |
|
0.618 |
0.9480 |
|
HIGH |
0.9454 |
|
0.618 |
0.9438 |
|
0.500 |
0.9433 |
|
0.382 |
0.9428 |
|
LOW |
0.9412 |
|
0.618 |
0.9386 |
|
1.000 |
0.9370 |
|
1.618 |
0.9344 |
|
2.618 |
0.9302 |
|
4.250 |
0.9234 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9445 |
0.9436 |
| PP |
0.9439 |
0.9422 |
| S1 |
0.9433 |
0.9407 |
|