CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9017 |
0.9046 |
0.0029 |
0.3% |
0.9104 |
| High |
0.9084 |
0.9106 |
0.0022 |
0.2% |
0.9136 |
| Low |
0.8996 |
0.9028 |
0.0032 |
0.4% |
0.8996 |
| Close |
0.9038 |
0.9038 |
0.0000 |
0.0% |
0.9038 |
| Range |
0.0088 |
0.0078 |
-0.0010 |
-11.4% |
0.0140 |
| ATR |
0.0082 |
0.0081 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1,250 |
2,013 |
763 |
61.0% |
4,795 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9291 |
0.9243 |
0.9081 |
|
| R3 |
0.9213 |
0.9165 |
0.9059 |
|
| R2 |
0.9135 |
0.9135 |
0.9052 |
|
| R1 |
0.9087 |
0.9087 |
0.9045 |
0.9072 |
| PP |
0.9057 |
0.9057 |
0.9057 |
0.9050 |
| S1 |
0.9009 |
0.9009 |
0.9031 |
0.8994 |
| S2 |
0.8979 |
0.8979 |
0.9024 |
|
| S3 |
0.8901 |
0.8931 |
0.9017 |
|
| S4 |
0.8823 |
0.8853 |
0.8995 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9477 |
0.9397 |
0.9115 |
|
| R3 |
0.9337 |
0.9257 |
0.9077 |
|
| R2 |
0.9197 |
0.9197 |
0.9064 |
|
| R1 |
0.9117 |
0.9117 |
0.9051 |
0.9087 |
| PP |
0.9057 |
0.9057 |
0.9057 |
0.9042 |
| S1 |
0.8977 |
0.8977 |
0.9025 |
0.8947 |
| S2 |
0.8917 |
0.8917 |
0.9012 |
|
| S3 |
0.8777 |
0.8837 |
0.9000 |
|
| S4 |
0.8637 |
0.8697 |
0.8961 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9136 |
0.8996 |
0.0140 |
1.5% |
0.0082 |
0.9% |
30% |
False |
False |
1,361 |
| 10 |
0.9375 |
0.8996 |
0.0379 |
4.2% |
0.0091 |
1.0% |
11% |
False |
False |
1,254 |
| 20 |
0.9454 |
0.8996 |
0.0458 |
5.1% |
0.0082 |
0.9% |
9% |
False |
False |
770 |
| 40 |
0.9661 |
0.8996 |
0.0665 |
7.4% |
0.0073 |
0.8% |
6% |
False |
False |
471 |
| 60 |
0.9661 |
0.8996 |
0.0665 |
7.4% |
0.0069 |
0.8% |
6% |
False |
False |
331 |
| 80 |
0.9661 |
0.8791 |
0.0870 |
9.6% |
0.0061 |
0.7% |
28% |
False |
False |
251 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
9.9% |
0.0054 |
0.6% |
30% |
False |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9438 |
|
2.618 |
0.9310 |
|
1.618 |
0.9232 |
|
1.000 |
0.9184 |
|
0.618 |
0.9154 |
|
HIGH |
0.9106 |
|
0.618 |
0.9076 |
|
0.500 |
0.9067 |
|
0.382 |
0.9058 |
|
LOW |
0.9028 |
|
0.618 |
0.8980 |
|
1.000 |
0.8950 |
|
1.618 |
0.8902 |
|
2.618 |
0.8824 |
|
4.250 |
0.8697 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9067 |
0.9051 |
| PP |
0.9057 |
0.9047 |
| S1 |
0.9048 |
0.9042 |
|