CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9004 |
0.9055 |
0.0051 |
0.6% |
0.9046 |
| High |
0.9058 |
0.9070 |
0.0012 |
0.1% |
0.9106 |
| Low |
0.8929 |
0.9013 |
0.0084 |
0.9% |
0.8929 |
| Close |
0.9038 |
0.9048 |
0.0010 |
0.1% |
0.9038 |
| Range |
0.0129 |
0.0057 |
-0.0072 |
-55.8% |
0.0177 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
14,295 |
10,766 |
-3,529 |
-24.7% |
28,309 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9215 |
0.9188 |
0.9079 |
|
| R3 |
0.9158 |
0.9131 |
0.9064 |
|
| R2 |
0.9101 |
0.9101 |
0.9058 |
|
| R1 |
0.9074 |
0.9074 |
0.9053 |
0.9059 |
| PP |
0.9044 |
0.9044 |
0.9044 |
0.9036 |
| S1 |
0.9017 |
0.9017 |
0.9043 |
0.9002 |
| S2 |
0.8987 |
0.8987 |
0.9038 |
|
| S3 |
0.8930 |
0.8960 |
0.9032 |
|
| S4 |
0.8873 |
0.8903 |
0.9017 |
|
|
| 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 |
0.9083 |
0.8929 |
0.0154 |
1.7% |
0.0096 |
1.1% |
77% |
False |
False |
7,412 |
| 10 |
0.9136 |
0.8929 |
0.0207 |
2.3% |
0.0089 |
1.0% |
57% |
False |
False |
4,387 |
| 20 |
0.9375 |
0.8929 |
0.0446 |
4.9% |
0.0087 |
1.0% |
27% |
False |
False |
2,567 |
| 40 |
0.9661 |
0.8929 |
0.0732 |
8.1% |
0.0079 |
0.9% |
16% |
False |
False |
1,379 |
| 60 |
0.9661 |
0.8929 |
0.0732 |
8.1% |
0.0073 |
0.8% |
16% |
False |
False |
947 |
| 80 |
0.9661 |
0.8791 |
0.0870 |
9.6% |
0.0065 |
0.7% |
30% |
False |
False |
714 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
9.9% |
0.0058 |
0.6% |
32% |
False |
False |
571 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
9.9% |
0.0051 |
0.6% |
32% |
False |
False |
477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9312 |
|
2.618 |
0.9219 |
|
1.618 |
0.9162 |
|
1.000 |
0.9127 |
|
0.618 |
0.9105 |
|
HIGH |
0.9070 |
|
0.618 |
0.9048 |
|
0.500 |
0.9042 |
|
0.382 |
0.9035 |
|
LOW |
0.9013 |
|
0.618 |
0.8978 |
|
1.000 |
0.8956 |
|
1.618 |
0.8921 |
|
2.618 |
0.8864 |
|
4.250 |
0.8771 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9046 |
0.9032 |
| PP |
0.9044 |
0.9016 |
| S1 |
0.9042 |
0.9000 |
|