CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9104 |
0.9112 |
0.0008 |
0.1% |
0.9291 |
| High |
0.9120 |
0.9136 |
0.0016 |
0.2% |
0.9375 |
| Low |
0.9055 |
0.9026 |
-0.0029 |
-0.3% |
0.9078 |
| Close |
0.9090 |
0.9069 |
-0.0021 |
-0.2% |
0.9098 |
| Range |
0.0065 |
0.0110 |
0.0045 |
69.2% |
0.0297 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.7% |
0.0000 |
| Volume |
1,401 |
643 |
-758 |
-54.1% |
5,736 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9407 |
0.9348 |
0.9130 |
|
| R3 |
0.9297 |
0.9238 |
0.9099 |
|
| R2 |
0.9187 |
0.9187 |
0.9089 |
|
| R1 |
0.9128 |
0.9128 |
0.9079 |
0.9103 |
| PP |
0.9077 |
0.9077 |
0.9077 |
0.9064 |
| S1 |
0.9018 |
0.9018 |
0.9059 |
0.8993 |
| S2 |
0.8967 |
0.8967 |
0.9049 |
|
| S3 |
0.8857 |
0.8908 |
0.9039 |
|
| S4 |
0.8747 |
0.8798 |
0.9009 |
|
|
| 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 |
0.9370 |
0.9026 |
0.0344 |
3.8% |
0.0106 |
1.2% |
13% |
False |
True |
1,376 |
| 10 |
0.9375 |
0.9026 |
0.0349 |
3.8% |
0.0091 |
1.0% |
12% |
False |
True |
876 |
| 20 |
0.9454 |
0.9026 |
0.0428 |
4.7% |
0.0079 |
0.9% |
10% |
False |
True |
578 |
| 40 |
0.9661 |
0.9026 |
0.0635 |
7.0% |
0.0070 |
0.8% |
7% |
False |
True |
360 |
| 60 |
0.9661 |
0.8975 |
0.0686 |
7.6% |
0.0069 |
0.8% |
14% |
False |
False |
254 |
| 80 |
0.9661 |
0.8786 |
0.0875 |
9.6% |
0.0059 |
0.7% |
32% |
False |
False |
191 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
9.9% |
0.0052 |
0.6% |
34% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9604 |
|
2.618 |
0.9424 |
|
1.618 |
0.9314 |
|
1.000 |
0.9246 |
|
0.618 |
0.9204 |
|
HIGH |
0.9136 |
|
0.618 |
0.9094 |
|
0.500 |
0.9081 |
|
0.382 |
0.9068 |
|
LOW |
0.9026 |
|
0.618 |
0.8958 |
|
1.000 |
0.8916 |
|
1.618 |
0.8848 |
|
2.618 |
0.8738 |
|
4.250 |
0.8559 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9081 |
0.9102 |
| PP |
0.9077 |
0.9091 |
| S1 |
0.9073 |
0.9080 |
|