CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9055 |
0.9022 |
-0.0033 |
-0.4% |
0.9046 |
| High |
0.9070 |
0.9108 |
0.0038 |
0.4% |
0.9106 |
| Low |
0.9013 |
0.9021 |
0.0008 |
0.1% |
0.8929 |
| Close |
0.9048 |
0.9098 |
0.0050 |
0.6% |
0.9038 |
| Range |
0.0057 |
0.0087 |
0.0030 |
52.6% |
0.0177 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.1% |
0.0000 |
| Volume |
10,766 |
44,032 |
33,266 |
309.0% |
28,309 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9337 |
0.9304 |
0.9146 |
|
| R3 |
0.9250 |
0.9217 |
0.9122 |
|
| R2 |
0.9163 |
0.9163 |
0.9114 |
|
| R1 |
0.9130 |
0.9130 |
0.9106 |
0.9147 |
| PP |
0.9076 |
0.9076 |
0.9076 |
0.9084 |
| S1 |
0.9043 |
0.9043 |
0.9090 |
0.9060 |
| S2 |
0.8989 |
0.8989 |
0.9082 |
|
| S3 |
0.8902 |
0.8956 |
0.9074 |
|
| S4 |
0.8815 |
0.8869 |
0.9050 |
|
|
| 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 |
0.9108 |
0.8929 |
0.0179 |
2.0% |
0.0097 |
1.1% |
94% |
True |
False |
15,625 |
| 10 |
0.9136 |
0.8929 |
0.0207 |
2.3% |
0.0091 |
1.0% |
82% |
False |
False |
8,650 |
| 20 |
0.9375 |
0.8929 |
0.0446 |
4.9% |
0.0089 |
1.0% |
38% |
False |
False |
4,749 |
| 40 |
0.9661 |
0.8929 |
0.0732 |
8.0% |
0.0079 |
0.9% |
23% |
False |
False |
2,477 |
| 60 |
0.9661 |
0.8929 |
0.0732 |
8.0% |
0.0073 |
0.8% |
23% |
False |
False |
1,680 |
| 80 |
0.9661 |
0.8791 |
0.0870 |
9.6% |
0.0066 |
0.7% |
35% |
False |
False |
1,264 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
9.8% |
0.0059 |
0.6% |
37% |
False |
False |
1,012 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
9.8% |
0.0052 |
0.6% |
37% |
False |
False |
844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9478 |
|
2.618 |
0.9336 |
|
1.618 |
0.9249 |
|
1.000 |
0.9195 |
|
0.618 |
0.9162 |
|
HIGH |
0.9108 |
|
0.618 |
0.9075 |
|
0.500 |
0.9065 |
|
0.382 |
0.9054 |
|
LOW |
0.9021 |
|
0.618 |
0.8967 |
|
1.000 |
0.8934 |
|
1.618 |
0.8880 |
|
2.618 |
0.8793 |
|
4.250 |
0.8651 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9087 |
0.9072 |
| PP |
0.9076 |
0.9045 |
| S1 |
0.9065 |
0.9019 |
|