CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9256 |
0.9157 |
-0.0099 |
-1.1% |
0.9291 |
| High |
0.9262 |
0.9178 |
-0.0084 |
-0.9% |
0.9375 |
| Low |
0.9130 |
0.9078 |
-0.0052 |
-0.6% |
0.9078 |
| Close |
0.9150 |
0.9098 |
-0.0052 |
-0.6% |
0.9098 |
| Range |
0.0132 |
0.0100 |
-0.0032 |
-24.2% |
0.0297 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.8% |
0.0000 |
| Volume |
391 |
3,781 |
3,390 |
867.0% |
5,736 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9418 |
0.9358 |
0.9153 |
|
| R3 |
0.9318 |
0.9258 |
0.9126 |
|
| R2 |
0.9218 |
0.9218 |
0.9116 |
|
| R1 |
0.9158 |
0.9158 |
0.9107 |
0.9138 |
| PP |
0.9118 |
0.9118 |
0.9118 |
0.9108 |
| S1 |
0.9058 |
0.9058 |
0.9089 |
0.9038 |
| S2 |
0.9018 |
0.9018 |
0.9080 |
|
| S3 |
0.8918 |
0.8958 |
0.9071 |
|
| S4 |
0.8818 |
0.8858 |
0.9043 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0075 |
0.9883 |
0.9261 |
|
| R3 |
0.9778 |
0.9586 |
0.9180 |
|
| R2 |
0.9481 |
0.9481 |
0.9152 |
|
| R1 |
0.9289 |
0.9289 |
0.9125 |
0.9237 |
| PP |
0.9184 |
0.9184 |
0.9184 |
0.9157 |
| S1 |
0.8992 |
0.8992 |
0.9071 |
0.8940 |
| S2 |
0.8887 |
0.8887 |
0.9044 |
|
| S3 |
0.8590 |
0.8695 |
0.9016 |
|
| S4 |
0.8293 |
0.8398 |
0.8935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9375 |
0.9078 |
0.0297 |
3.3% |
0.0100 |
1.1% |
7% |
False |
True |
1,147 |
| 10 |
0.9375 |
0.9078 |
0.0297 |
3.3% |
0.0085 |
0.9% |
7% |
False |
True |
748 |
| 20 |
0.9524 |
0.9078 |
0.0446 |
4.9% |
0.0077 |
0.8% |
4% |
False |
True |
481 |
| 40 |
0.9661 |
0.9078 |
0.0583 |
6.4% |
0.0071 |
0.8% |
3% |
False |
True |
312 |
| 60 |
0.9661 |
0.8791 |
0.0870 |
9.6% |
0.0068 |
0.7% |
35% |
False |
False |
220 |
| 80 |
0.9661 |
0.8765 |
0.0896 |
9.8% |
0.0057 |
0.6% |
37% |
False |
False |
166 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
9.8% |
0.0051 |
0.6% |
37% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9603 |
|
2.618 |
0.9440 |
|
1.618 |
0.9340 |
|
1.000 |
0.9278 |
|
0.618 |
0.9240 |
|
HIGH |
0.9178 |
|
0.618 |
0.9140 |
|
0.500 |
0.9128 |
|
0.382 |
0.9116 |
|
LOW |
0.9078 |
|
0.618 |
0.9016 |
|
1.000 |
0.8978 |
|
1.618 |
0.8916 |
|
2.618 |
0.8816 |
|
4.250 |
0.8653 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9128 |
0.9224 |
| PP |
0.9118 |
0.9182 |
| S1 |
0.9108 |
0.9140 |
|