CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9112 |
0.9062 |
-0.0050 |
-0.5% |
0.9291 |
| High |
0.9136 |
0.9071 |
-0.0065 |
-0.7% |
0.9375 |
| Low |
0.9026 |
0.9002 |
-0.0024 |
-0.3% |
0.9078 |
| Close |
0.9069 |
0.9012 |
-0.0057 |
-0.6% |
0.9098 |
| Range |
0.0110 |
0.0069 |
-0.0041 |
-37.3% |
0.0297 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
643 |
1,501 |
858 |
133.4% |
5,736 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9235 |
0.9193 |
0.9050 |
|
| R3 |
0.9166 |
0.9124 |
0.9031 |
|
| R2 |
0.9097 |
0.9097 |
0.9025 |
|
| R1 |
0.9055 |
0.9055 |
0.9018 |
0.9042 |
| PP |
0.9028 |
0.9028 |
0.9028 |
0.9022 |
| S1 |
0.8986 |
0.8986 |
0.9006 |
0.8973 |
| S2 |
0.8959 |
0.8959 |
0.8999 |
|
| S3 |
0.8890 |
0.8917 |
0.8993 |
|
| S4 |
0.8821 |
0.8848 |
0.8974 |
|
|
| 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 |
0.9262 |
0.9002 |
0.0260 |
2.9% |
0.0095 |
1.1% |
4% |
False |
True |
1,543 |
| 10 |
0.9375 |
0.9002 |
0.0373 |
4.1% |
0.0089 |
1.0% |
3% |
False |
True |
979 |
| 20 |
0.9454 |
0.9002 |
0.0452 |
5.0% |
0.0079 |
0.9% |
2% |
False |
True |
639 |
| 40 |
0.9661 |
0.9002 |
0.0659 |
7.3% |
0.0071 |
0.8% |
2% |
False |
True |
395 |
| 60 |
0.9661 |
0.9002 |
0.0659 |
7.3% |
0.0069 |
0.8% |
2% |
False |
True |
279 |
| 80 |
0.9661 |
0.8791 |
0.0870 |
9.7% |
0.0059 |
0.7% |
25% |
False |
False |
210 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
9.9% |
0.0052 |
0.6% |
28% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9364 |
|
2.618 |
0.9252 |
|
1.618 |
0.9183 |
|
1.000 |
0.9140 |
|
0.618 |
0.9114 |
|
HIGH |
0.9071 |
|
0.618 |
0.9045 |
|
0.500 |
0.9037 |
|
0.382 |
0.9028 |
|
LOW |
0.9002 |
|
0.618 |
0.8959 |
|
1.000 |
0.8933 |
|
1.618 |
0.8890 |
|
2.618 |
0.8821 |
|
4.250 |
0.8709 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9037 |
0.9069 |
| PP |
0.9028 |
0.9050 |
| S1 |
0.9020 |
0.9031 |
|