CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8972 |
0.9004 |
0.0032 |
0.4% |
0.9046 |
| High |
0.9017 |
0.9058 |
0.0041 |
0.5% |
0.9106 |
| Low |
0.8945 |
0.8929 |
-0.0016 |
-0.2% |
0.8929 |
| Close |
0.9006 |
0.9038 |
0.0032 |
0.4% |
0.9038 |
| Range |
0.0072 |
0.0129 |
0.0057 |
79.2% |
0.0177 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.7% |
0.0000 |
| Volume |
5,227 |
14,295 |
9,068 |
173.5% |
28,309 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9395 |
0.9346 |
0.9109 |
|
| R3 |
0.9266 |
0.9217 |
0.9073 |
|
| R2 |
0.9137 |
0.9137 |
0.9062 |
|
| R1 |
0.9088 |
0.9088 |
0.9050 |
0.9113 |
| PP |
0.9008 |
0.9008 |
0.9008 |
0.9021 |
| S1 |
0.8959 |
0.8959 |
0.9026 |
0.8984 |
| S2 |
0.8879 |
0.8879 |
0.9014 |
|
| S3 |
0.8750 |
0.8830 |
0.9003 |
|
| S4 |
0.8621 |
0.8701 |
0.8967 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9555 |
0.9474 |
0.9135 |
|
| R3 |
0.9378 |
0.9297 |
0.9087 |
|
| R2 |
0.9201 |
0.9201 |
0.9070 |
|
| R1 |
0.9120 |
0.9120 |
0.9054 |
0.9072 |
| PP |
0.9024 |
0.9024 |
0.9024 |
0.9001 |
| S1 |
0.8943 |
0.8943 |
0.9022 |
0.8895 |
| S2 |
0.8847 |
0.8847 |
0.9006 |
|
| S3 |
0.8670 |
0.8766 |
0.8989 |
|
| S4 |
0.8493 |
0.8589 |
0.8941 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9106 |
0.8929 |
0.0177 |
2.0% |
0.0100 |
1.1% |
62% |
False |
True |
5,661 |
| 10 |
0.9178 |
0.8929 |
0.0249 |
2.8% |
0.0093 |
1.0% |
44% |
False |
True |
3,688 |
| 20 |
0.9400 |
0.8929 |
0.0471 |
5.2% |
0.0090 |
1.0% |
23% |
False |
True |
2,058 |
| 40 |
0.9661 |
0.8929 |
0.0732 |
8.1% |
0.0078 |
0.9% |
15% |
False |
True |
1,115 |
| 60 |
0.9661 |
0.8929 |
0.0732 |
8.1% |
0.0073 |
0.8% |
15% |
False |
True |
768 |
| 80 |
0.9661 |
0.8791 |
0.0870 |
9.6% |
0.0064 |
0.7% |
28% |
False |
False |
579 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
9.9% |
0.0057 |
0.6% |
30% |
False |
False |
464 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
9.9% |
0.0051 |
0.6% |
30% |
False |
False |
388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9606 |
|
2.618 |
0.9396 |
|
1.618 |
0.9267 |
|
1.000 |
0.9187 |
|
0.618 |
0.9138 |
|
HIGH |
0.9058 |
|
0.618 |
0.9009 |
|
0.500 |
0.8994 |
|
0.382 |
0.8978 |
|
LOW |
0.8929 |
|
0.618 |
0.8849 |
|
1.000 |
0.8800 |
|
1.618 |
0.8720 |
|
2.618 |
0.8591 |
|
4.250 |
0.8381 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9023 |
0.9027 |
| PP |
0.9008 |
0.9015 |
| S1 |
0.8994 |
0.9004 |
|