CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9041 |
0.9076 |
0.0035 |
0.4% |
0.9104 |
| High |
0.9083 |
0.9078 |
-0.0005 |
-0.1% |
0.9136 |
| Low |
0.9000 |
0.8938 |
-0.0062 |
-0.7% |
0.8996 |
| Close |
0.9075 |
0.8966 |
-0.0109 |
-1.2% |
0.9038 |
| Range |
0.0083 |
0.0140 |
0.0057 |
68.7% |
0.0140 |
| ATR |
0.0081 |
0.0086 |
0.0004 |
5.1% |
0.0000 |
| Volume |
2,967 |
3,807 |
840 |
28.3% |
4,795 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9414 |
0.9330 |
0.9043 |
|
| R3 |
0.9274 |
0.9190 |
0.9005 |
|
| R2 |
0.9134 |
0.9134 |
0.8992 |
|
| R1 |
0.9050 |
0.9050 |
0.8979 |
0.9022 |
| PP |
0.8994 |
0.8994 |
0.8994 |
0.8980 |
| S1 |
0.8910 |
0.8910 |
0.8953 |
0.8882 |
| S2 |
0.8854 |
0.8854 |
0.8940 |
|
| S3 |
0.8714 |
0.8770 |
0.8928 |
|
| S4 |
0.8574 |
0.8630 |
0.8889 |
|
|
| 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 |
0.9106 |
0.8938 |
0.0168 |
1.9% |
0.0092 |
1.0% |
17% |
False |
True |
2,307 |
| 10 |
0.9370 |
0.8938 |
0.0432 |
4.8% |
0.0099 |
1.1% |
6% |
False |
True |
1,842 |
| 20 |
0.9454 |
0.8938 |
0.0516 |
5.8% |
0.0087 |
1.0% |
5% |
False |
True |
1,097 |
| 40 |
0.9661 |
0.8938 |
0.0723 |
8.1% |
0.0076 |
0.8% |
4% |
False |
True |
635 |
| 60 |
0.9661 |
0.8938 |
0.0723 |
8.1% |
0.0071 |
0.8% |
4% |
False |
True |
443 |
| 80 |
0.9661 |
0.8791 |
0.0870 |
9.7% |
0.0062 |
0.7% |
20% |
False |
False |
335 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
10.0% |
0.0056 |
0.6% |
22% |
False |
False |
268 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.0% |
0.0049 |
0.5% |
22% |
False |
False |
226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9673 |
|
2.618 |
0.9445 |
|
1.618 |
0.9305 |
|
1.000 |
0.9218 |
|
0.618 |
0.9165 |
|
HIGH |
0.9078 |
|
0.618 |
0.9025 |
|
0.500 |
0.9008 |
|
0.382 |
0.8991 |
|
LOW |
0.8938 |
|
0.618 |
0.8851 |
|
1.000 |
0.8798 |
|
1.618 |
0.8711 |
|
2.618 |
0.8571 |
|
4.250 |
0.8343 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9008 |
0.9022 |
| PP |
0.8994 |
0.9003 |
| S1 |
0.8980 |
0.8985 |
|