CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9300 |
0.9267 |
-0.0033 |
-0.4% |
0.9360 |
| High |
0.9306 |
0.9267 |
-0.0039 |
-0.4% |
0.9454 |
| Low |
0.9267 |
0.9198 |
-0.0069 |
-0.7% |
0.9275 |
| Close |
0.9267 |
0.9220 |
-0.0047 |
-0.5% |
0.9297 |
| Range |
0.0039 |
0.0069 |
0.0030 |
76.9% |
0.0179 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
392 |
374 |
-18 |
-4.6% |
1,115 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9435 |
0.9397 |
0.9258 |
|
| R3 |
0.9366 |
0.9328 |
0.9239 |
|
| R2 |
0.9297 |
0.9297 |
0.9233 |
|
| R1 |
0.9259 |
0.9259 |
0.9226 |
0.9244 |
| PP |
0.9228 |
0.9228 |
0.9228 |
0.9221 |
| S1 |
0.9190 |
0.9190 |
0.9214 |
0.9175 |
| S2 |
0.9159 |
0.9159 |
0.9207 |
|
| S3 |
0.9090 |
0.9121 |
0.9201 |
|
| S4 |
0.9021 |
0.9052 |
0.9182 |
|
|
| 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 |
0.9198 |
0.0256 |
2.8% |
0.0072 |
0.8% |
9% |
False |
True |
330 |
| 10 |
0.9454 |
0.9198 |
0.0256 |
2.8% |
0.0068 |
0.7% |
9% |
False |
True |
281 |
| 20 |
0.9661 |
0.9198 |
0.0463 |
5.0% |
0.0070 |
0.8% |
5% |
False |
True |
217 |
| 40 |
0.9661 |
0.9187 |
0.0474 |
5.1% |
0.0066 |
0.7% |
7% |
False |
False |
153 |
| 60 |
0.9661 |
0.8791 |
0.0870 |
9.4% |
0.0059 |
0.6% |
49% |
False |
False |
109 |
| 80 |
0.9661 |
0.8765 |
0.0896 |
9.7% |
0.0052 |
0.6% |
51% |
False |
False |
82 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
9.7% |
0.0045 |
0.5% |
51% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9560 |
|
2.618 |
0.9448 |
|
1.618 |
0.9379 |
|
1.000 |
0.9336 |
|
0.618 |
0.9310 |
|
HIGH |
0.9267 |
|
0.618 |
0.9241 |
|
0.500 |
0.9233 |
|
0.382 |
0.9224 |
|
LOW |
0.9198 |
|
0.618 |
0.9155 |
|
1.000 |
0.9129 |
|
1.618 |
0.9086 |
|
2.618 |
0.9017 |
|
4.250 |
0.8905 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9233 |
0.9299 |
| PP |
0.9228 |
0.9273 |
| S1 |
0.9224 |
0.9246 |
|