CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9376 |
0.9408 |
0.0032 |
0.3% |
0.9263 |
| High |
0.9423 |
0.9434 |
0.0011 |
0.1% |
0.9415 |
| Low |
0.9371 |
0.9350 |
-0.0021 |
-0.2% |
0.9235 |
| Close |
0.9406 |
0.9419 |
0.0013 |
0.1% |
0.9388 |
| Range |
0.0052 |
0.0084 |
0.0032 |
61.5% |
0.0180 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.0% |
0.0000 |
| Volume |
69,611 |
86,904 |
17,293 |
24.8% |
384,108 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9653 |
0.9620 |
0.9465 |
|
| R3 |
0.9569 |
0.9536 |
0.9442 |
|
| R2 |
0.9485 |
0.9485 |
0.9434 |
|
| R1 |
0.9452 |
0.9452 |
0.9427 |
0.9469 |
| PP |
0.9401 |
0.9401 |
0.9401 |
0.9409 |
| S1 |
0.9368 |
0.9368 |
0.9411 |
0.9385 |
| S2 |
0.9317 |
0.9317 |
0.9404 |
|
| S3 |
0.9233 |
0.9284 |
0.9396 |
|
| S4 |
0.9149 |
0.9200 |
0.9373 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9886 |
0.9817 |
0.9487 |
|
| R3 |
0.9706 |
0.9637 |
0.9438 |
|
| R2 |
0.9526 |
0.9526 |
0.9421 |
|
| R1 |
0.9457 |
0.9457 |
0.9405 |
0.9492 |
| PP |
0.9346 |
0.9346 |
0.9346 |
0.9363 |
| S1 |
0.9277 |
0.9277 |
0.9372 |
0.9312 |
| S2 |
0.9166 |
0.9166 |
0.9355 |
|
| S3 |
0.8986 |
0.9097 |
0.9339 |
|
| S4 |
0.8806 |
0.8917 |
0.9289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9441 |
0.9345 |
0.0096 |
1.0% |
0.0068 |
0.7% |
77% |
False |
False |
68,753 |
| 10 |
0.9441 |
0.9235 |
0.0206 |
2.2% |
0.0076 |
0.8% |
89% |
False |
False |
71,927 |
| 20 |
0.9476 |
0.9167 |
0.0309 |
3.3% |
0.0083 |
0.9% |
82% |
False |
False |
73,628 |
| 40 |
0.9476 |
0.8830 |
0.0646 |
6.9% |
0.0090 |
1.0% |
91% |
False |
False |
42,171 |
| 60 |
0.9476 |
0.8769 |
0.0707 |
7.5% |
0.0093 |
1.0% |
92% |
False |
False |
28,290 |
| 80 |
0.9476 |
0.8769 |
0.0707 |
7.5% |
0.0100 |
1.1% |
92% |
False |
False |
21,259 |
| 100 |
0.9673 |
0.8769 |
0.0904 |
9.6% |
0.0098 |
1.0% |
72% |
False |
False |
17,010 |
| 120 |
1.0197 |
0.8769 |
0.1428 |
15.2% |
0.0088 |
0.9% |
46% |
False |
False |
14,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9791 |
|
2.618 |
0.9654 |
|
1.618 |
0.9570 |
|
1.000 |
0.9518 |
|
0.618 |
0.9486 |
|
HIGH |
0.9434 |
|
0.618 |
0.9402 |
|
0.500 |
0.9392 |
|
0.382 |
0.9382 |
|
LOW |
0.9350 |
|
0.618 |
0.9298 |
|
1.000 |
0.9266 |
|
1.618 |
0.9214 |
|
2.618 |
0.9130 |
|
4.250 |
0.8993 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9410 |
0.9411 |
| PP |
0.9401 |
0.9403 |
| S1 |
0.9392 |
0.9396 |
|