CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9408 |
0.9419 |
0.0011 |
0.1% |
0.9387 |
| High |
0.9434 |
0.9446 |
0.0012 |
0.1% |
0.9446 |
| Low |
0.9350 |
0.9392 |
0.0042 |
0.4% |
0.9345 |
| Close |
0.9419 |
0.9430 |
0.0011 |
0.1% |
0.9430 |
| Range |
0.0084 |
0.0054 |
-0.0030 |
-35.7% |
0.0101 |
| ATR |
0.0084 |
0.0081 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
86,904 |
59,339 |
-27,565 |
-31.7% |
337,664 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9585 |
0.9561 |
0.9460 |
|
| R3 |
0.9531 |
0.9507 |
0.9445 |
|
| R2 |
0.9477 |
0.9477 |
0.9440 |
|
| R1 |
0.9453 |
0.9453 |
0.9435 |
0.9465 |
| PP |
0.9423 |
0.9423 |
0.9423 |
0.9429 |
| S1 |
0.9399 |
0.9399 |
0.9425 |
0.9411 |
| S2 |
0.9369 |
0.9369 |
0.9420 |
|
| S3 |
0.9315 |
0.9345 |
0.9415 |
|
| S4 |
0.9261 |
0.9291 |
0.9400 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9710 |
0.9671 |
0.9486 |
|
| R3 |
0.9609 |
0.9570 |
0.9458 |
|
| R2 |
0.9508 |
0.9508 |
0.9449 |
|
| R1 |
0.9469 |
0.9469 |
0.9439 |
0.9489 |
| PP |
0.9407 |
0.9407 |
0.9407 |
0.9417 |
| S1 |
0.9368 |
0.9368 |
0.9421 |
0.9388 |
| S2 |
0.9306 |
0.9306 |
0.9411 |
|
| S3 |
0.9205 |
0.9267 |
0.9402 |
|
| S4 |
0.9104 |
0.9166 |
0.9374 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9446 |
0.9345 |
0.0101 |
1.1% |
0.0065 |
0.7% |
84% |
True |
False |
67,532 |
| 10 |
0.9446 |
0.9235 |
0.0211 |
2.2% |
0.0074 |
0.8% |
92% |
True |
False |
72,177 |
| 20 |
0.9476 |
0.9195 |
0.0281 |
3.0% |
0.0084 |
0.9% |
84% |
False |
False |
73,030 |
| 40 |
0.9476 |
0.8830 |
0.0646 |
6.9% |
0.0088 |
0.9% |
93% |
False |
False |
43,630 |
| 60 |
0.9476 |
0.8769 |
0.0707 |
7.5% |
0.0093 |
1.0% |
93% |
False |
False |
29,277 |
| 80 |
0.9476 |
0.8769 |
0.0707 |
7.5% |
0.0098 |
1.0% |
93% |
False |
False |
21,999 |
| 100 |
0.9663 |
0.8769 |
0.0894 |
9.5% |
0.0098 |
1.0% |
74% |
False |
False |
17,603 |
| 120 |
1.0197 |
0.8769 |
0.1428 |
15.1% |
0.0088 |
0.9% |
46% |
False |
False |
14,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9676 |
|
2.618 |
0.9587 |
|
1.618 |
0.9533 |
|
1.000 |
0.9500 |
|
0.618 |
0.9479 |
|
HIGH |
0.9446 |
|
0.618 |
0.9425 |
|
0.500 |
0.9419 |
|
0.382 |
0.9413 |
|
LOW |
0.9392 |
|
0.618 |
0.9359 |
|
1.000 |
0.9338 |
|
1.618 |
0.9305 |
|
2.618 |
0.9251 |
|
4.250 |
0.9163 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9426 |
0.9419 |
| PP |
0.9423 |
0.9409 |
| S1 |
0.9419 |
0.9398 |
|