CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8870 |
0.8897 |
0.0027 |
0.3% |
0.9055 |
| High |
0.8915 |
0.8916 |
0.0001 |
0.0% |
0.9108 |
| Low |
0.8854 |
0.8865 |
0.0011 |
0.1% |
0.8854 |
| Close |
0.8908 |
0.8895 |
-0.0013 |
-0.1% |
0.8908 |
| Range |
0.0061 |
0.0051 |
-0.0010 |
-16.4% |
0.0254 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
87,837 |
59,593 |
-28,244 |
-32.2% |
287,401 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9045 |
0.9021 |
0.8923 |
|
| R3 |
0.8994 |
0.8970 |
0.8909 |
|
| R2 |
0.8943 |
0.8943 |
0.8904 |
|
| R1 |
0.8919 |
0.8919 |
0.8900 |
0.8906 |
| PP |
0.8892 |
0.8892 |
0.8892 |
0.8885 |
| S1 |
0.8868 |
0.8868 |
0.8890 |
0.8855 |
| S2 |
0.8841 |
0.8841 |
0.8886 |
|
| S3 |
0.8790 |
0.8817 |
0.8881 |
|
| S4 |
0.8739 |
0.8766 |
0.8867 |
|
|
| 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% |
0.0095 |
1.1% |
16% |
False |
False |
67,245 |
| 10 |
0.9108 |
0.8854 |
0.0254 |
2.9% |
0.0096 |
1.1% |
16% |
False |
False |
37,329 |
| 20 |
0.9375 |
0.8854 |
0.0521 |
5.9% |
0.0093 |
1.0% |
8% |
False |
False |
19,291 |
| 40 |
0.9661 |
0.8854 |
0.0807 |
9.1% |
0.0082 |
0.9% |
5% |
False |
False |
9,764 |
| 60 |
0.9661 |
0.8854 |
0.0807 |
9.1% |
0.0074 |
0.8% |
5% |
False |
False |
6,545 |
| 80 |
0.9661 |
0.8791 |
0.0870 |
9.8% |
0.0070 |
0.8% |
12% |
False |
False |
4,916 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
10.1% |
0.0062 |
0.7% |
15% |
False |
False |
3,933 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.1% |
0.0054 |
0.6% |
15% |
False |
False |
3,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9133 |
|
2.618 |
0.9050 |
|
1.618 |
0.8999 |
|
1.000 |
0.8967 |
|
0.618 |
0.8948 |
|
HIGH |
0.8916 |
|
0.618 |
0.8897 |
|
0.500 |
0.8891 |
|
0.382 |
0.8884 |
|
LOW |
0.8865 |
|
0.618 |
0.8833 |
|
1.000 |
0.8814 |
|
1.618 |
0.8782 |
|
2.618 |
0.8731 |
|
4.250 |
0.8648 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8894 |
0.8941 |
| PP |
0.8892 |
0.8926 |
| S1 |
0.8891 |
0.8910 |
|