CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9445 |
0.9380 |
-0.0065 |
-0.7% |
0.9360 |
| High |
0.9445 |
0.9400 |
-0.0045 |
-0.5% |
0.9454 |
| Low |
0.9360 |
0.9275 |
-0.0085 |
-0.9% |
0.9275 |
| Close |
0.9379 |
0.9297 |
-0.0082 |
-0.9% |
0.9297 |
| Range |
0.0085 |
0.0125 |
0.0040 |
47.1% |
0.0179 |
| ATR |
0.0068 |
0.0072 |
0.0004 |
5.9% |
0.0000 |
| Volume |
49 |
587 |
538 |
1,098.0% |
1,115 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9699 |
0.9623 |
0.9366 |
|
| R3 |
0.9574 |
0.9498 |
0.9331 |
|
| R2 |
0.9449 |
0.9449 |
0.9320 |
|
| R1 |
0.9373 |
0.9373 |
0.9308 |
0.9349 |
| PP |
0.9324 |
0.9324 |
0.9324 |
0.9312 |
| S1 |
0.9248 |
0.9248 |
0.9286 |
0.9224 |
| S2 |
0.9199 |
0.9199 |
0.9274 |
|
| S3 |
0.9074 |
0.9123 |
0.9263 |
|
| S4 |
0.8949 |
0.8998 |
0.9228 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9879 |
0.9767 |
0.9395 |
|
| R3 |
0.9700 |
0.9588 |
0.9346 |
|
| R2 |
0.9521 |
0.9521 |
0.9330 |
|
| R1 |
0.9409 |
0.9409 |
0.9313 |
0.9376 |
| PP |
0.9342 |
0.9342 |
0.9342 |
0.9325 |
| S1 |
0.9230 |
0.9230 |
0.9281 |
0.9197 |
| S2 |
0.9163 |
0.9163 |
0.9264 |
|
| S3 |
0.8984 |
0.9051 |
0.9248 |
|
| S4 |
0.8805 |
0.8872 |
0.9199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9454 |
0.9275 |
0.0179 |
1.9% |
0.0077 |
0.8% |
12% |
False |
True |
223 |
| 10 |
0.9524 |
0.9275 |
0.0249 |
2.7% |
0.0070 |
0.7% |
9% |
False |
True |
213 |
| 20 |
0.9661 |
0.9275 |
0.0386 |
4.2% |
0.0070 |
0.8% |
6% |
False |
True |
190 |
| 40 |
0.9661 |
0.9187 |
0.0474 |
5.1% |
0.0066 |
0.7% |
23% |
False |
False |
136 |
| 60 |
0.9661 |
0.8791 |
0.0870 |
9.4% |
0.0058 |
0.6% |
58% |
False |
False |
96 |
| 80 |
0.9661 |
0.8765 |
0.0896 |
9.6% |
0.0051 |
0.5% |
59% |
False |
False |
72 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
9.6% |
0.0044 |
0.5% |
59% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9931 |
|
2.618 |
0.9727 |
|
1.618 |
0.9602 |
|
1.000 |
0.9525 |
|
0.618 |
0.9477 |
|
HIGH |
0.9400 |
|
0.618 |
0.9352 |
|
0.500 |
0.9338 |
|
0.382 |
0.9323 |
|
LOW |
0.9275 |
|
0.618 |
0.9198 |
|
1.000 |
0.9150 |
|
1.618 |
0.9073 |
|
2.618 |
0.8948 |
|
4.250 |
0.8744 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9338 |
0.9365 |
| PP |
0.9324 |
0.9342 |
| S1 |
0.9311 |
0.9320 |
|