CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8984 |
0.8870 |
-0.0114 |
-1.3% |
0.9055 |
| High |
0.9028 |
0.8915 |
-0.0113 |
-1.3% |
0.9108 |
| Low |
0.8861 |
0.8854 |
-0.0007 |
-0.1% |
0.8854 |
| Close |
0.8881 |
0.8908 |
0.0027 |
0.3% |
0.8908 |
| Range |
0.0167 |
0.0061 |
-0.0106 |
-63.5% |
0.0254 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
84,159 |
87,837 |
3,678 |
4.4% |
287,401 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9075 |
0.9053 |
0.8942 |
|
| R3 |
0.9014 |
0.8992 |
0.8925 |
|
| R2 |
0.8953 |
0.8953 |
0.8919 |
|
| R1 |
0.8931 |
0.8931 |
0.8914 |
0.8942 |
| PP |
0.8892 |
0.8892 |
0.8892 |
0.8898 |
| S1 |
0.8870 |
0.8870 |
0.8902 |
0.8881 |
| S2 |
0.8831 |
0.8831 |
0.8897 |
|
| S3 |
0.8770 |
0.8809 |
0.8891 |
|
| S4 |
0.8709 |
0.8748 |
0.8874 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9719 |
0.9567 |
0.9048 |
|
| R3 |
0.9465 |
0.9313 |
0.8978 |
|
| R2 |
0.9211 |
0.9211 |
0.8955 |
|
| R1 |
0.9059 |
0.9059 |
0.8931 |
0.9008 |
| PP |
0.8957 |
0.8957 |
0.8957 |
0.8931 |
| S1 |
0.8805 |
0.8805 |
0.8885 |
0.8754 |
| S2 |
0.8703 |
0.8703 |
0.8861 |
|
| S3 |
0.8449 |
0.8551 |
0.8838 |
|
| S4 |
0.8195 |
0.8297 |
0.8768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9108 |
0.8854 |
0.0254 |
2.9% |
0.0096 |
1.1% |
21% |
False |
True |
57,480 |
| 10 |
0.9108 |
0.8854 |
0.0254 |
2.9% |
0.0098 |
1.1% |
21% |
False |
True |
31,571 |
| 20 |
0.9375 |
0.8854 |
0.0521 |
5.8% |
0.0094 |
1.1% |
10% |
False |
True |
16,326 |
| 40 |
0.9661 |
0.8854 |
0.0807 |
9.1% |
0.0082 |
0.9% |
7% |
False |
True |
8,276 |
| 60 |
0.9661 |
0.8854 |
0.0807 |
9.1% |
0.0074 |
0.8% |
7% |
False |
True |
5,553 |
| 80 |
0.9661 |
0.8791 |
0.0870 |
9.8% |
0.0069 |
0.8% |
13% |
False |
False |
4,172 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
10.1% |
0.0062 |
0.7% |
16% |
False |
False |
3,338 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.1% |
0.0055 |
0.6% |
16% |
False |
False |
2,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9174 |
|
2.618 |
0.9075 |
|
1.618 |
0.9014 |
|
1.000 |
0.8976 |
|
0.618 |
0.8953 |
|
HIGH |
0.8915 |
|
0.618 |
0.8892 |
|
0.500 |
0.8885 |
|
0.382 |
0.8877 |
|
LOW |
0.8854 |
|
0.618 |
0.8816 |
|
1.000 |
0.8793 |
|
1.618 |
0.8755 |
|
2.618 |
0.8694 |
|
4.250 |
0.8595 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8900 |
0.8976 |
| PP |
0.8892 |
0.8953 |
| S1 |
0.8885 |
0.8931 |
|