CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9277 |
0.9245 |
-0.0032 |
-0.3% |
0.9300 |
| High |
0.9310 |
0.9299 |
-0.0011 |
-0.1% |
0.9310 |
| Low |
0.9220 |
0.9242 |
0.0022 |
0.2% |
0.9198 |
| Close |
0.9242 |
0.9287 |
0.0045 |
0.5% |
0.9287 |
| Range |
0.0090 |
0.0057 |
-0.0033 |
-36.7% |
0.0112 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
217 |
297 |
80 |
36.9% |
1,750 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9447 |
0.9424 |
0.9318 |
|
| R3 |
0.9390 |
0.9367 |
0.9303 |
|
| R2 |
0.9333 |
0.9333 |
0.9297 |
|
| R1 |
0.9310 |
0.9310 |
0.9292 |
0.9322 |
| PP |
0.9276 |
0.9276 |
0.9276 |
0.9282 |
| S1 |
0.9253 |
0.9253 |
0.9282 |
0.9265 |
| S2 |
0.9219 |
0.9219 |
0.9277 |
|
| S3 |
0.9162 |
0.9196 |
0.9271 |
|
| S4 |
0.9105 |
0.9139 |
0.9256 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9601 |
0.9556 |
0.9349 |
|
| R3 |
0.9489 |
0.9444 |
0.9318 |
|
| R2 |
0.9377 |
0.9377 |
0.9308 |
|
| R1 |
0.9332 |
0.9332 |
0.9297 |
0.9299 |
| PP |
0.9265 |
0.9265 |
0.9265 |
0.9248 |
| S1 |
0.9220 |
0.9220 |
0.9277 |
0.9187 |
| S2 |
0.9153 |
0.9153 |
0.9266 |
|
| S3 |
0.9041 |
0.9108 |
0.9256 |
|
| S4 |
0.8929 |
0.8996 |
0.9225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9310 |
0.9198 |
0.0112 |
1.2% |
0.0069 |
0.7% |
79% |
False |
False |
350 |
| 10 |
0.9454 |
0.9198 |
0.0256 |
2.8% |
0.0073 |
0.8% |
35% |
False |
False |
286 |
| 20 |
0.9661 |
0.9198 |
0.0463 |
5.0% |
0.0071 |
0.8% |
19% |
False |
False |
236 |
| 40 |
0.9661 |
0.9187 |
0.0474 |
5.1% |
0.0064 |
0.7% |
21% |
False |
False |
172 |
| 60 |
0.9661 |
0.8791 |
0.0870 |
9.4% |
0.0062 |
0.7% |
57% |
False |
False |
125 |
| 80 |
0.9661 |
0.8765 |
0.0896 |
9.6% |
0.0054 |
0.6% |
58% |
False |
False |
94 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
9.6% |
0.0047 |
0.5% |
58% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9541 |
|
2.618 |
0.9448 |
|
1.618 |
0.9391 |
|
1.000 |
0.9356 |
|
0.618 |
0.9334 |
|
HIGH |
0.9299 |
|
0.618 |
0.9277 |
|
0.500 |
0.9271 |
|
0.382 |
0.9264 |
|
LOW |
0.9242 |
|
0.618 |
0.9207 |
|
1.000 |
0.9185 |
|
1.618 |
0.9150 |
|
2.618 |
0.9093 |
|
4.250 |
0.9000 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9282 |
0.9277 |
| PP |
0.9276 |
0.9268 |
| S1 |
0.9271 |
0.9258 |
|