CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9380 |
0.9300 |
-0.0080 |
-0.9% |
0.9360 |
| High |
0.9400 |
0.9306 |
-0.0094 |
-1.0% |
0.9454 |
| Low |
0.9275 |
0.9267 |
-0.0008 |
-0.1% |
0.9275 |
| Close |
0.9297 |
0.9267 |
-0.0030 |
-0.3% |
0.9297 |
| Range |
0.0125 |
0.0039 |
-0.0086 |
-68.8% |
0.0179 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
587 |
392 |
-195 |
-33.2% |
1,115 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9397 |
0.9371 |
0.9288 |
|
| R3 |
0.9358 |
0.9332 |
0.9278 |
|
| R2 |
0.9319 |
0.9319 |
0.9274 |
|
| R1 |
0.9293 |
0.9293 |
0.9271 |
0.9287 |
| PP |
0.9280 |
0.9280 |
0.9280 |
0.9277 |
| S1 |
0.9254 |
0.9254 |
0.9263 |
0.9248 |
| S2 |
0.9241 |
0.9241 |
0.9260 |
|
| S3 |
0.9202 |
0.9215 |
0.9256 |
|
| S4 |
0.9163 |
0.9176 |
0.9246 |
|
|
| 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 |
0.9267 |
0.0187 |
2.0% |
0.0071 |
0.8% |
0% |
False |
True |
280 |
| 10 |
0.9461 |
0.9267 |
0.0194 |
2.1% |
0.0068 |
0.7% |
0% |
False |
True |
250 |
| 20 |
0.9661 |
0.9267 |
0.0394 |
4.3% |
0.0069 |
0.7% |
0% |
False |
True |
205 |
| 40 |
0.9661 |
0.9187 |
0.0474 |
5.1% |
0.0065 |
0.7% |
17% |
False |
False |
145 |
| 60 |
0.9661 |
0.8791 |
0.0870 |
9.4% |
0.0058 |
0.6% |
55% |
False |
False |
102 |
| 80 |
0.9661 |
0.8765 |
0.0896 |
9.7% |
0.0051 |
0.6% |
56% |
False |
False |
77 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
9.7% |
0.0045 |
0.5% |
56% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9472 |
|
2.618 |
0.9408 |
|
1.618 |
0.9369 |
|
1.000 |
0.9345 |
|
0.618 |
0.9330 |
|
HIGH |
0.9306 |
|
0.618 |
0.9291 |
|
0.500 |
0.9287 |
|
0.382 |
0.9282 |
|
LOW |
0.9267 |
|
0.618 |
0.9243 |
|
1.000 |
0.9228 |
|
1.618 |
0.9204 |
|
2.618 |
0.9165 |
|
4.250 |
0.9101 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9287 |
0.9356 |
| PP |
0.9280 |
0.9326 |
| S1 |
0.9274 |
0.9297 |
|