CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9022 |
0.9084 |
0.0062 |
0.7% |
0.9046 |
| High |
0.9108 |
0.9098 |
-0.0010 |
-0.1% |
0.9106 |
| Low |
0.9021 |
0.8989 |
-0.0032 |
-0.4% |
0.8929 |
| Close |
0.9098 |
0.9007 |
-0.0091 |
-1.0% |
0.9038 |
| Range |
0.0087 |
0.0109 |
0.0022 |
25.3% |
0.0177 |
| ATR |
0.0086 |
0.0087 |
0.0002 |
1.9% |
0.0000 |
| Volume |
44,032 |
60,607 |
16,575 |
37.6% |
28,309 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9358 |
0.9292 |
0.9067 |
|
| R3 |
0.9249 |
0.9183 |
0.9037 |
|
| R2 |
0.9140 |
0.9140 |
0.9027 |
|
| R1 |
0.9074 |
0.9074 |
0.9017 |
0.9053 |
| PP |
0.9031 |
0.9031 |
0.9031 |
0.9021 |
| S1 |
0.8965 |
0.8965 |
0.8997 |
0.8944 |
| S2 |
0.8922 |
0.8922 |
0.8987 |
|
| S3 |
0.8813 |
0.8856 |
0.8977 |
|
| S4 |
0.8704 |
0.8747 |
0.8947 |
|
|
| 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% |
0.0091 |
1.0% |
44% |
False |
False |
26,985 |
| 10 |
0.9108 |
0.8929 |
0.0179 |
2.0% |
0.0091 |
1.0% |
44% |
False |
False |
14,646 |
| 20 |
0.9375 |
0.8929 |
0.0446 |
5.0% |
0.0091 |
1.0% |
17% |
False |
False |
7,761 |
| 40 |
0.9661 |
0.8929 |
0.0732 |
8.1% |
0.0081 |
0.9% |
11% |
False |
False |
3,989 |
| 60 |
0.9661 |
0.8929 |
0.0732 |
8.1% |
0.0074 |
0.8% |
11% |
False |
False |
2,689 |
| 80 |
0.9661 |
0.8791 |
0.0870 |
9.7% |
0.0067 |
0.7% |
25% |
False |
False |
2,022 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
9.9% |
0.0060 |
0.7% |
27% |
False |
False |
1,618 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
9.9% |
0.0053 |
0.6% |
27% |
False |
False |
1,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9561 |
|
2.618 |
0.9383 |
|
1.618 |
0.9274 |
|
1.000 |
0.9207 |
|
0.618 |
0.9165 |
|
HIGH |
0.9098 |
|
0.618 |
0.9056 |
|
0.500 |
0.9044 |
|
0.382 |
0.9031 |
|
LOW |
0.8989 |
|
0.618 |
0.8922 |
|
1.000 |
0.8880 |
|
1.618 |
0.8813 |
|
2.618 |
0.8704 |
|
4.250 |
0.8526 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9044 |
0.9049 |
| PP |
0.9031 |
0.9035 |
| S1 |
0.9019 |
0.9021 |
|