CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9267 |
0.9220 |
-0.0047 |
-0.5% |
0.9360 |
| High |
0.9267 |
0.9295 |
0.0028 |
0.3% |
0.9454 |
| Low |
0.9198 |
0.9206 |
0.0008 |
0.1% |
0.9275 |
| Close |
0.9220 |
0.9246 |
0.0026 |
0.3% |
0.9297 |
| Range |
0.0069 |
0.0089 |
0.0020 |
29.0% |
0.0179 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.9% |
0.0000 |
| Volume |
374 |
470 |
96 |
25.7% |
1,115 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9516 |
0.9470 |
0.9295 |
|
| R3 |
0.9427 |
0.9381 |
0.9270 |
|
| R2 |
0.9338 |
0.9338 |
0.9262 |
|
| R1 |
0.9292 |
0.9292 |
0.9254 |
0.9315 |
| PP |
0.9249 |
0.9249 |
0.9249 |
0.9261 |
| S1 |
0.9203 |
0.9203 |
0.9238 |
0.9226 |
| S2 |
0.9160 |
0.9160 |
0.9230 |
|
| S3 |
0.9071 |
0.9114 |
0.9222 |
|
| S4 |
0.8982 |
0.9025 |
0.9197 |
|
|
| 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 |
0.9445 |
0.9198 |
0.0247 |
2.7% |
0.0081 |
0.9% |
19% |
False |
False |
374 |
| 10 |
0.9454 |
0.9198 |
0.0256 |
2.8% |
0.0070 |
0.8% |
19% |
False |
False |
299 |
| 20 |
0.9661 |
0.9198 |
0.0463 |
5.0% |
0.0072 |
0.8% |
10% |
False |
False |
220 |
| 40 |
0.9661 |
0.9187 |
0.0474 |
5.1% |
0.0063 |
0.7% |
12% |
False |
False |
164 |
| 60 |
0.9661 |
0.8791 |
0.0870 |
9.4% |
0.0060 |
0.7% |
52% |
False |
False |
116 |
| 80 |
0.9661 |
0.8765 |
0.0896 |
9.7% |
0.0053 |
0.6% |
54% |
False |
False |
88 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
9.7% |
0.0046 |
0.5% |
54% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9673 |
|
2.618 |
0.9528 |
|
1.618 |
0.9439 |
|
1.000 |
0.9384 |
|
0.618 |
0.9350 |
|
HIGH |
0.9295 |
|
0.618 |
0.9261 |
|
0.500 |
0.9251 |
|
0.382 |
0.9240 |
|
LOW |
0.9206 |
|
0.618 |
0.9151 |
|
1.000 |
0.9117 |
|
1.618 |
0.9062 |
|
2.618 |
0.8973 |
|
4.250 |
0.8828 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9251 |
0.9252 |
| PP |
0.9249 |
0.9250 |
| S1 |
0.9248 |
0.9248 |
|