CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9084 |
0.8984 |
-0.0100 |
-1.1% |
0.9046 |
| High |
0.9098 |
0.9028 |
-0.0070 |
-0.8% |
0.9106 |
| Low |
0.8989 |
0.8861 |
-0.0128 |
-1.4% |
0.8929 |
| Close |
0.9007 |
0.8881 |
-0.0126 |
-1.4% |
0.9038 |
| Range |
0.0109 |
0.0167 |
0.0058 |
53.2% |
0.0177 |
| ATR |
0.0087 |
0.0093 |
0.0006 |
6.5% |
0.0000 |
| Volume |
60,607 |
84,159 |
23,552 |
38.9% |
28,309 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9424 |
0.9320 |
0.8973 |
|
| R3 |
0.9257 |
0.9153 |
0.8927 |
|
| R2 |
0.9090 |
0.9090 |
0.8912 |
|
| R1 |
0.8986 |
0.8986 |
0.8896 |
0.8955 |
| PP |
0.8923 |
0.8923 |
0.8923 |
0.8908 |
| S1 |
0.8819 |
0.8819 |
0.8866 |
0.8788 |
| S2 |
0.8756 |
0.8756 |
0.8850 |
|
| S3 |
0.8589 |
0.8652 |
0.8835 |
|
| S4 |
0.8422 |
0.8485 |
0.8789 |
|
|
| 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 |
0.8861 |
0.0247 |
2.8% |
0.0110 |
1.2% |
8% |
False |
True |
42,771 |
| 10 |
0.9108 |
0.8861 |
0.0247 |
2.8% |
0.0101 |
1.1% |
8% |
False |
True |
22,912 |
| 20 |
0.9375 |
0.8861 |
0.0514 |
5.8% |
0.0095 |
1.1% |
4% |
False |
True |
11,945 |
| 40 |
0.9661 |
0.8861 |
0.0800 |
9.0% |
0.0084 |
0.9% |
3% |
False |
True |
6,082 |
| 60 |
0.9661 |
0.8861 |
0.0800 |
9.0% |
0.0074 |
0.8% |
3% |
False |
True |
4,091 |
| 80 |
0.9661 |
0.8791 |
0.0870 |
9.8% |
0.0069 |
0.8% |
10% |
False |
False |
3,074 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
10.1% |
0.0061 |
0.7% |
13% |
False |
False |
2,459 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.1% |
0.0054 |
0.6% |
13% |
False |
False |
2,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9738 |
|
2.618 |
0.9465 |
|
1.618 |
0.9298 |
|
1.000 |
0.9195 |
|
0.618 |
0.9131 |
|
HIGH |
0.9028 |
|
0.618 |
0.8964 |
|
0.500 |
0.8945 |
|
0.382 |
0.8925 |
|
LOW |
0.8861 |
|
0.618 |
0.8758 |
|
1.000 |
0.8694 |
|
1.618 |
0.8591 |
|
2.618 |
0.8424 |
|
4.250 |
0.8151 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8945 |
0.8985 |
| PP |
0.8923 |
0.8950 |
| S1 |
0.8902 |
0.8916 |
|