CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9291 |
0.9284 |
-0.0007 |
-0.1% |
0.9300 |
| High |
0.9344 |
0.9375 |
0.0031 |
0.3% |
0.9310 |
| Low |
0.9289 |
0.9284 |
-0.0005 |
-0.1% |
0.9198 |
| Close |
0.9302 |
0.9344 |
0.0042 |
0.5% |
0.9287 |
| Range |
0.0055 |
0.0091 |
0.0036 |
65.5% |
0.0112 |
| ATR |
0.0070 |
0.0072 |
0.0001 |
2.1% |
0.0000 |
| Volume |
344 |
553 |
209 |
60.8% |
1,750 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9607 |
0.9567 |
0.9394 |
|
| R3 |
0.9516 |
0.9476 |
0.9369 |
|
| R2 |
0.9425 |
0.9425 |
0.9361 |
|
| R1 |
0.9385 |
0.9385 |
0.9352 |
0.9405 |
| PP |
0.9334 |
0.9334 |
0.9334 |
0.9345 |
| S1 |
0.9294 |
0.9294 |
0.9336 |
0.9314 |
| S2 |
0.9243 |
0.9243 |
0.9327 |
|
| S3 |
0.9152 |
0.9203 |
0.9319 |
|
| S4 |
0.9061 |
0.9112 |
0.9294 |
|
|
| 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 |
0.9375 |
0.9206 |
0.0169 |
1.8% |
0.0076 |
0.8% |
82% |
True |
False |
376 |
| 10 |
0.9454 |
0.9198 |
0.0256 |
2.7% |
0.0074 |
0.8% |
57% |
False |
False |
353 |
| 20 |
0.9661 |
0.9198 |
0.0463 |
5.0% |
0.0073 |
0.8% |
32% |
False |
False |
265 |
| 40 |
0.9661 |
0.9187 |
0.0474 |
5.1% |
0.0065 |
0.7% |
33% |
False |
False |
193 |
| 60 |
0.9661 |
0.8791 |
0.0870 |
9.3% |
0.0063 |
0.7% |
64% |
False |
False |
140 |
| 80 |
0.9661 |
0.8765 |
0.0896 |
9.6% |
0.0055 |
0.6% |
65% |
False |
False |
105 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
9.6% |
0.0048 |
0.5% |
65% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9762 |
|
2.618 |
0.9613 |
|
1.618 |
0.9522 |
|
1.000 |
0.9466 |
|
0.618 |
0.9431 |
|
HIGH |
0.9375 |
|
0.618 |
0.9340 |
|
0.500 |
0.9330 |
|
0.382 |
0.9319 |
|
LOW |
0.9284 |
|
0.618 |
0.9228 |
|
1.000 |
0.9193 |
|
1.618 |
0.9137 |
|
2.618 |
0.9046 |
|
4.250 |
0.8897 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9339 |
0.9332 |
| PP |
0.9334 |
0.9320 |
| S1 |
0.9330 |
0.9309 |
|