CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 20-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8789 |
0.8807 |
0.0018 |
0.2% |
0.8897 |
| High |
0.8833 |
0.8883 |
0.0050 |
0.6% |
0.8916 |
| Low |
0.8772 |
0.8801 |
0.0029 |
0.3% |
0.8772 |
| Close |
0.8805 |
0.8867 |
0.0062 |
0.7% |
0.8867 |
| Range |
0.0061 |
0.0082 |
0.0021 |
34.4% |
0.0144 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
65,698 |
70,603 |
4,905 |
7.5% |
377,326 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9096 |
0.9064 |
0.8912 |
|
| R3 |
0.9014 |
0.8982 |
0.8890 |
|
| R2 |
0.8932 |
0.8932 |
0.8882 |
|
| R1 |
0.8900 |
0.8900 |
0.8875 |
0.8916 |
| PP |
0.8850 |
0.8850 |
0.8850 |
0.8859 |
| S1 |
0.8818 |
0.8818 |
0.8859 |
0.8834 |
| S2 |
0.8768 |
0.8768 |
0.8852 |
|
| S3 |
0.8686 |
0.8736 |
0.8844 |
|
| S4 |
0.8604 |
0.8654 |
0.8822 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9284 |
0.9219 |
0.8946 |
|
| R3 |
0.9140 |
0.9075 |
0.8907 |
|
| R2 |
0.8996 |
0.8996 |
0.8893 |
|
| R1 |
0.8931 |
0.8931 |
0.8880 |
0.8892 |
| PP |
0.8852 |
0.8852 |
0.8852 |
0.8832 |
| S1 |
0.8787 |
0.8787 |
0.8854 |
0.8748 |
| S2 |
0.8708 |
0.8708 |
0.8841 |
|
| S3 |
0.8564 |
0.8643 |
0.8827 |
|
| S4 |
0.8420 |
0.8499 |
0.8788 |
|
|
| 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% |
0.0077 |
0.9% |
66% |
False |
False |
75,465 |
| 10 |
0.9108 |
0.8772 |
0.0336 |
3.8% |
0.0087 |
1.0% |
28% |
False |
False |
66,472 |
| 20 |
0.9178 |
0.8772 |
0.0406 |
4.6% |
0.0090 |
1.0% |
23% |
False |
False |
35,080 |
| 40 |
0.9527 |
0.8772 |
0.0755 |
8.5% |
0.0082 |
0.9% |
13% |
False |
False |
17,689 |
| 60 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0076 |
0.9% |
11% |
False |
False |
11,839 |
| 80 |
0.9661 |
0.8772 |
0.0889 |
10.0% |
0.0072 |
0.8% |
11% |
False |
False |
8,888 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
10.1% |
0.0063 |
0.7% |
11% |
False |
False |
7,111 |
| 120 |
0.9661 |
0.8765 |
0.0896 |
10.1% |
0.0057 |
0.6% |
11% |
False |
False |
5,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9232 |
|
2.618 |
0.9098 |
|
1.618 |
0.9016 |
|
1.000 |
0.8965 |
|
0.618 |
0.8934 |
|
HIGH |
0.8883 |
|
0.618 |
0.8852 |
|
0.500 |
0.8842 |
|
0.382 |
0.8832 |
|
LOW |
0.8801 |
|
0.618 |
0.8750 |
|
1.000 |
0.8719 |
|
1.618 |
0.8668 |
|
2.618 |
0.8586 |
|
4.250 |
0.8453 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8859 |
0.8855 |
| PP |
0.8850 |
0.8844 |
| S1 |
0.8842 |
0.8832 |
|