CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9220 |
0.9277 |
0.0057 |
0.6% |
0.9360 |
| High |
0.9295 |
0.9310 |
0.0015 |
0.2% |
0.9454 |
| Low |
0.9206 |
0.9220 |
0.0014 |
0.2% |
0.9275 |
| Close |
0.9246 |
0.9242 |
-0.0004 |
0.0% |
0.9297 |
| Range |
0.0089 |
0.0090 |
0.0001 |
1.1% |
0.0179 |
| ATR |
0.0071 |
0.0073 |
0.0001 |
1.9% |
0.0000 |
| Volume |
470 |
217 |
-253 |
-53.8% |
1,115 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9527 |
0.9475 |
0.9292 |
|
| R3 |
0.9437 |
0.9385 |
0.9267 |
|
| R2 |
0.9347 |
0.9347 |
0.9259 |
|
| R1 |
0.9295 |
0.9295 |
0.9250 |
0.9276 |
| PP |
0.9257 |
0.9257 |
0.9257 |
0.9248 |
| S1 |
0.9205 |
0.9205 |
0.9234 |
0.9186 |
| S2 |
0.9167 |
0.9167 |
0.9226 |
|
| S3 |
0.9077 |
0.9115 |
0.9217 |
|
| S4 |
0.8987 |
0.9025 |
0.9193 |
|
|
| 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 |
0.9400 |
0.9198 |
0.0202 |
2.2% |
0.0082 |
0.9% |
22% |
False |
False |
408 |
| 10 |
0.9454 |
0.9198 |
0.0256 |
2.8% |
0.0072 |
0.8% |
17% |
False |
False |
304 |
| 20 |
0.9661 |
0.9198 |
0.0463 |
5.0% |
0.0071 |
0.8% |
10% |
False |
False |
225 |
| 40 |
0.9661 |
0.9187 |
0.0474 |
5.1% |
0.0063 |
0.7% |
12% |
False |
False |
167 |
| 60 |
0.9661 |
0.8791 |
0.0870 |
9.4% |
0.0061 |
0.7% |
52% |
False |
False |
120 |
| 80 |
0.9661 |
0.8765 |
0.0896 |
9.7% |
0.0054 |
0.6% |
53% |
False |
False |
90 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
9.7% |
0.0047 |
0.5% |
53% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9693 |
|
2.618 |
0.9546 |
|
1.618 |
0.9456 |
|
1.000 |
0.9400 |
|
0.618 |
0.9366 |
|
HIGH |
0.9310 |
|
0.618 |
0.9276 |
|
0.500 |
0.9265 |
|
0.382 |
0.9254 |
|
LOW |
0.9220 |
|
0.618 |
0.9164 |
|
1.000 |
0.9130 |
|
1.618 |
0.9074 |
|
2.618 |
0.8984 |
|
4.250 |
0.8838 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9265 |
0.9254 |
| PP |
0.9257 |
0.9250 |
| S1 |
0.9250 |
0.9246 |
|