CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8862 |
0.8789 |
-0.0073 |
-0.8% |
0.9055 |
| High |
0.8892 |
0.8833 |
-0.0059 |
-0.7% |
0.9108 |
| Low |
0.8778 |
0.8772 |
-0.0006 |
-0.1% |
0.8854 |
| Close |
0.8833 |
0.8805 |
-0.0028 |
-0.3% |
0.8908 |
| Range |
0.0114 |
0.0061 |
-0.0053 |
-46.5% |
0.0254 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
108,757 |
65,698 |
-43,059 |
-39.6% |
287,401 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8986 |
0.8957 |
0.8839 |
|
| R3 |
0.8925 |
0.8896 |
0.8822 |
|
| R2 |
0.8864 |
0.8864 |
0.8816 |
|
| R1 |
0.8835 |
0.8835 |
0.8811 |
0.8850 |
| PP |
0.8803 |
0.8803 |
0.8803 |
0.8811 |
| S1 |
0.8774 |
0.8774 |
0.8799 |
0.8789 |
| S2 |
0.8742 |
0.8742 |
0.8794 |
|
| S3 |
0.8681 |
0.8713 |
0.8788 |
|
| S4 |
0.8620 |
0.8652 |
0.8771 |
|
|
| 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 |
0.8916 |
0.8772 |
0.0144 |
1.6% |
0.0073 |
0.8% |
23% |
False |
True |
78,912 |
| 10 |
0.9108 |
0.8772 |
0.0336 |
3.8% |
0.0091 |
1.0% |
10% |
False |
True |
60,841 |
| 20 |
0.9262 |
0.8772 |
0.0490 |
5.6% |
0.0093 |
1.1% |
7% |
False |
True |
31,570 |
| 40 |
0.9575 |
0.8772 |
0.0803 |
9.1% |
0.0082 |
0.9% |
4% |
False |
True |
15,930 |
| 60 |
0.9661 |
0.8772 |
0.0889 |
10.1% |
0.0076 |
0.9% |
4% |
False |
True |
10,663 |
| 80 |
0.9661 |
0.8772 |
0.0889 |
10.1% |
0.0072 |
0.8% |
4% |
False |
True |
8,005 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
10.2% |
0.0063 |
0.7% |
4% |
False |
False |
6,405 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.2% |
0.0056 |
0.6% |
4% |
False |
False |
5,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9092 |
|
2.618 |
0.8993 |
|
1.618 |
0.8932 |
|
1.000 |
0.8894 |
|
0.618 |
0.8871 |
|
HIGH |
0.8833 |
|
0.618 |
0.8810 |
|
0.500 |
0.8803 |
|
0.382 |
0.8795 |
|
LOW |
0.8772 |
|
0.618 |
0.8734 |
|
1.000 |
0.8711 |
|
1.618 |
0.8673 |
|
2.618 |
0.8612 |
|
4.250 |
0.8513 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8804 |
0.8839 |
| PP |
0.8803 |
0.8827 |
| S1 |
0.8803 |
0.8816 |
|