CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 17-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8897 |
0.8886 |
-0.0011 |
-0.1% |
0.9055 |
| High |
0.8916 |
0.8905 |
-0.0011 |
-0.1% |
0.9108 |
| Low |
0.8865 |
0.8828 |
-0.0037 |
-0.4% |
0.8854 |
| Close |
0.8895 |
0.8844 |
-0.0051 |
-0.6% |
0.8908 |
| Range |
0.0051 |
0.0077 |
0.0026 |
51.0% |
0.0254 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
59,593 |
72,675 |
13,082 |
22.0% |
287,401 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9090 |
0.9044 |
0.8886 |
|
| R3 |
0.9013 |
0.8967 |
0.8865 |
|
| R2 |
0.8936 |
0.8936 |
0.8858 |
|
| R1 |
0.8890 |
0.8890 |
0.8851 |
0.8875 |
| PP |
0.8859 |
0.8859 |
0.8859 |
0.8851 |
| S1 |
0.8813 |
0.8813 |
0.8837 |
0.8798 |
| S2 |
0.8782 |
0.8782 |
0.8830 |
|
| S3 |
0.8705 |
0.8736 |
0.8823 |
|
| S4 |
0.8628 |
0.8659 |
0.8802 |
|
|
| 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 |
0.9098 |
0.8828 |
0.0270 |
3.1% |
0.0093 |
1.1% |
6% |
False |
True |
72,974 |
| 10 |
0.9108 |
0.8828 |
0.0280 |
3.2% |
0.0095 |
1.1% |
6% |
False |
True |
44,299 |
| 20 |
0.9375 |
0.8828 |
0.0547 |
6.2% |
0.0094 |
1.1% |
3% |
False |
True |
22,908 |
| 40 |
0.9661 |
0.8828 |
0.0833 |
9.4% |
0.0083 |
0.9% |
2% |
False |
True |
11,574 |
| 60 |
0.9661 |
0.8828 |
0.0833 |
9.4% |
0.0074 |
0.8% |
2% |
False |
True |
7,756 |
| 80 |
0.9661 |
0.8791 |
0.0870 |
9.8% |
0.0070 |
0.8% |
6% |
False |
False |
5,825 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
10.1% |
0.0063 |
0.7% |
9% |
False |
False |
4,660 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.1% |
0.0055 |
0.6% |
9% |
False |
False |
3,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9232 |
|
2.618 |
0.9107 |
|
1.618 |
0.9030 |
|
1.000 |
0.8982 |
|
0.618 |
0.8953 |
|
HIGH |
0.8905 |
|
0.618 |
0.8876 |
|
0.500 |
0.8867 |
|
0.382 |
0.8857 |
|
LOW |
0.8828 |
|
0.618 |
0.8780 |
|
1.000 |
0.8751 |
|
1.618 |
0.8703 |
|
2.618 |
0.8626 |
|
4.250 |
0.8501 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8867 |
0.8872 |
| PP |
0.8859 |
0.8863 |
| S1 |
0.8852 |
0.8853 |
|