CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9412 |
0.9445 |
0.0033 |
0.4% |
0.9522 |
| High |
0.9454 |
0.9445 |
-0.0009 |
-0.1% |
0.9524 |
| Low |
0.9412 |
0.9360 |
-0.0052 |
-0.6% |
0.9349 |
| Close |
0.9451 |
0.9379 |
-0.0072 |
-0.8% |
0.9353 |
| Range |
0.0042 |
0.0085 |
0.0043 |
102.4% |
0.0175 |
| ATR |
0.0067 |
0.0068 |
0.0002 |
2.6% |
0.0000 |
| Volume |
248 |
49 |
-199 |
-80.2% |
1,020 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9650 |
0.9599 |
0.9426 |
|
| R3 |
0.9565 |
0.9514 |
0.9402 |
|
| R2 |
0.9480 |
0.9480 |
0.9395 |
|
| R1 |
0.9429 |
0.9429 |
0.9387 |
0.9412 |
| PP |
0.9395 |
0.9395 |
0.9395 |
0.9386 |
| S1 |
0.9344 |
0.9344 |
0.9371 |
0.9327 |
| S2 |
0.9310 |
0.9310 |
0.9363 |
|
| S3 |
0.9225 |
0.9259 |
0.9356 |
|
| S4 |
0.9140 |
0.9174 |
0.9332 |
|
|
| 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% |
0.0062 |
0.7% |
29% |
False |
False |
200 |
| 10 |
0.9527 |
0.9349 |
0.0178 |
1.9% |
0.0061 |
0.6% |
17% |
False |
False |
166 |
| 20 |
0.9661 |
0.9343 |
0.0318 |
3.4% |
0.0066 |
0.7% |
11% |
False |
False |
172 |
| 40 |
0.9661 |
0.9124 |
0.0537 |
5.7% |
0.0064 |
0.7% |
47% |
False |
False |
123 |
| 60 |
0.9661 |
0.8791 |
0.0870 |
9.3% |
0.0056 |
0.6% |
68% |
False |
False |
86 |
| 80 |
0.9661 |
0.8765 |
0.0896 |
9.6% |
0.0049 |
0.5% |
69% |
False |
False |
65 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
9.6% |
0.0043 |
0.5% |
69% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9806 |
|
2.618 |
0.9668 |
|
1.618 |
0.9583 |
|
1.000 |
0.9530 |
|
0.618 |
0.9498 |
|
HIGH |
0.9445 |
|
0.618 |
0.9413 |
|
0.500 |
0.9403 |
|
0.382 |
0.9392 |
|
LOW |
0.9360 |
|
0.618 |
0.9307 |
|
1.000 |
0.9275 |
|
1.618 |
0.9222 |
|
2.618 |
0.9137 |
|
4.250 |
0.8999 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9403 |
0.9407 |
| PP |
0.9395 |
0.9398 |
| S1 |
0.9387 |
0.9388 |
|