CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8886 |
0.8862 |
-0.0024 |
-0.3% |
0.9055 |
| High |
0.8905 |
0.8892 |
-0.0013 |
-0.1% |
0.9108 |
| Low |
0.8828 |
0.8778 |
-0.0050 |
-0.6% |
0.8854 |
| Close |
0.8844 |
0.8833 |
-0.0011 |
-0.1% |
0.8908 |
| Range |
0.0077 |
0.0114 |
0.0037 |
48.1% |
0.0254 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.2% |
0.0000 |
| Volume |
72,675 |
108,757 |
36,082 |
49.6% |
287,401 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9176 |
0.9119 |
0.8896 |
|
| R3 |
0.9062 |
0.9005 |
0.8864 |
|
| R2 |
0.8948 |
0.8948 |
0.8854 |
|
| R1 |
0.8891 |
0.8891 |
0.8843 |
0.8863 |
| PP |
0.8834 |
0.8834 |
0.8834 |
0.8820 |
| S1 |
0.8777 |
0.8777 |
0.8823 |
0.8749 |
| S2 |
0.8720 |
0.8720 |
0.8812 |
|
| S3 |
0.8606 |
0.8663 |
0.8802 |
|
| S4 |
0.8492 |
0.8549 |
0.8770 |
|
|
| 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 |
0.9028 |
0.8778 |
0.0250 |
2.8% |
0.0094 |
1.1% |
22% |
False |
True |
82,604 |
| 10 |
0.9108 |
0.8778 |
0.0330 |
3.7% |
0.0092 |
1.0% |
17% |
False |
True |
54,794 |
| 20 |
0.9370 |
0.8778 |
0.0592 |
6.7% |
0.0096 |
1.1% |
9% |
False |
True |
28,318 |
| 40 |
0.9661 |
0.8778 |
0.0883 |
10.0% |
0.0084 |
1.0% |
6% |
False |
True |
14,291 |
| 60 |
0.9661 |
0.8778 |
0.0883 |
10.0% |
0.0075 |
0.9% |
6% |
False |
True |
9,568 |
| 80 |
0.9661 |
0.8778 |
0.0883 |
10.0% |
0.0071 |
0.8% |
6% |
False |
True |
7,184 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
10.1% |
0.0063 |
0.7% |
8% |
False |
False |
5,748 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.1% |
0.0056 |
0.6% |
8% |
False |
False |
4,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9377 |
|
2.618 |
0.9190 |
|
1.618 |
0.9076 |
|
1.000 |
0.9006 |
|
0.618 |
0.8962 |
|
HIGH |
0.8892 |
|
0.618 |
0.8848 |
|
0.500 |
0.8835 |
|
0.382 |
0.8822 |
|
LOW |
0.8778 |
|
0.618 |
0.8708 |
|
1.000 |
0.8664 |
|
1.618 |
0.8594 |
|
2.618 |
0.8480 |
|
4.250 |
0.8294 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8835 |
0.8847 |
| PP |
0.8834 |
0.8842 |
| S1 |
0.8834 |
0.8838 |
|