CME Australian Dollar Future March 2014
Trading Metrics calculated at close of trading on 03-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9046 |
0.9041 |
-0.0005 |
-0.1% |
0.9104 |
High |
0.9106 |
0.9083 |
-0.0023 |
-0.3% |
0.9136 |
Low |
0.9028 |
0.9000 |
-0.0028 |
-0.3% |
0.8996 |
Close |
0.9038 |
0.9075 |
0.0037 |
0.4% |
0.9038 |
Range |
0.0078 |
0.0083 |
0.0005 |
6.4% |
0.0140 |
ATR |
0.0081 |
0.0081 |
0.0000 |
0.1% |
0.0000 |
Volume |
2,013 |
2,967 |
954 |
47.4% |
4,795 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9302 |
0.9271 |
0.9121 |
|
R3 |
0.9219 |
0.9188 |
0.9098 |
|
R2 |
0.9136 |
0.9136 |
0.9090 |
|
R1 |
0.9105 |
0.9105 |
0.9083 |
0.9121 |
PP |
0.9053 |
0.9053 |
0.9053 |
0.9060 |
S1 |
0.9022 |
0.9022 |
0.9067 |
0.9038 |
S2 |
0.8970 |
0.8970 |
0.9060 |
|
S3 |
0.8887 |
0.8939 |
0.9052 |
|
S4 |
0.8804 |
0.8856 |
0.9029 |
|
|
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% |
0.0086 |
0.9% |
56% |
False |
False |
1,674 |
10 |
0.9375 |
0.8996 |
0.0379 |
4.2% |
0.0094 |
1.0% |
21% |
False |
False |
1,516 |
20 |
0.9454 |
0.8996 |
0.0458 |
5.0% |
0.0083 |
0.9% |
17% |
False |
False |
913 |
40 |
0.9661 |
0.8996 |
0.0665 |
7.3% |
0.0074 |
0.8% |
12% |
False |
False |
541 |
60 |
0.9661 |
0.8996 |
0.0665 |
7.3% |
0.0070 |
0.8% |
12% |
False |
False |
380 |
80 |
0.9661 |
0.8791 |
0.0870 |
9.6% |
0.0061 |
0.7% |
33% |
False |
False |
288 |
100 |
0.9661 |
0.8765 |
0.0896 |
9.9% |
0.0055 |
0.6% |
35% |
False |
False |
230 |
120 |
0.9661 |
0.8765 |
0.0896 |
9.9% |
0.0049 |
0.5% |
35% |
False |
False |
194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9436 |
2.618 |
0.9300 |
1.618 |
0.9217 |
1.000 |
0.9166 |
0.618 |
0.9134 |
HIGH |
0.9083 |
0.618 |
0.9051 |
0.500 |
0.9042 |
0.382 |
0.9032 |
LOW |
0.9000 |
0.618 |
0.8949 |
1.000 |
0.8917 |
1.618 |
0.8866 |
2.618 |
0.8783 |
4.250 |
0.8647 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9064 |
0.9067 |
PP |
0.9053 |
0.9059 |
S1 |
0.9042 |
0.9051 |
|