CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9454 |
0.9489 |
0.0035 |
0.4% |
0.9387 |
| High |
0.9510 |
0.9520 |
0.0010 |
0.1% |
0.9446 |
| Low |
0.9439 |
0.9461 |
0.0022 |
0.2% |
0.9345 |
| Close |
0.9469 |
0.9517 |
0.0048 |
0.5% |
0.9430 |
| Range |
0.0071 |
0.0059 |
-0.0012 |
-16.9% |
0.0101 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
69,328 |
62,766 |
-6,562 |
-9.5% |
337,664 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9676 |
0.9656 |
0.9549 |
|
| R3 |
0.9617 |
0.9597 |
0.9533 |
|
| R2 |
0.9558 |
0.9558 |
0.9528 |
|
| R1 |
0.9538 |
0.9538 |
0.9522 |
0.9548 |
| PP |
0.9499 |
0.9499 |
0.9499 |
0.9505 |
| S1 |
0.9479 |
0.9479 |
0.9512 |
0.9489 |
| S2 |
0.9440 |
0.9440 |
0.9506 |
|
| S3 |
0.9381 |
0.9420 |
0.9501 |
|
| S4 |
0.9322 |
0.9361 |
0.9485 |
|
|
| 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 |
0.9520 |
0.9350 |
0.0170 |
1.8% |
0.0069 |
0.7% |
98% |
True |
False |
64,049 |
| 10 |
0.9520 |
0.9323 |
0.0197 |
2.1% |
0.0065 |
0.7% |
98% |
True |
False |
64,259 |
| 20 |
0.9520 |
0.9235 |
0.0285 |
3.0% |
0.0074 |
0.8% |
99% |
True |
False |
69,450 |
| 40 |
0.9520 |
0.8830 |
0.0690 |
7.3% |
0.0085 |
0.9% |
100% |
True |
False |
47,950 |
| 60 |
0.9520 |
0.8769 |
0.0751 |
7.9% |
0.0092 |
1.0% |
100% |
True |
False |
32,170 |
| 80 |
0.9520 |
0.8769 |
0.0751 |
7.9% |
0.0096 |
1.0% |
100% |
True |
False |
24,167 |
| 100 |
0.9626 |
0.8769 |
0.0857 |
9.0% |
0.0098 |
1.0% |
87% |
False |
False |
19,342 |
| 120 |
1.0197 |
0.8769 |
0.1428 |
15.0% |
0.0089 |
0.9% |
52% |
False |
False |
16,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9771 |
|
2.618 |
0.9674 |
|
1.618 |
0.9615 |
|
1.000 |
0.9579 |
|
0.618 |
0.9556 |
|
HIGH |
0.9520 |
|
0.618 |
0.9497 |
|
0.500 |
0.9491 |
|
0.382 |
0.9484 |
|
LOW |
0.9461 |
|
0.618 |
0.9425 |
|
1.000 |
0.9402 |
|
1.618 |
0.9366 |
|
2.618 |
0.9307 |
|
4.250 |
0.9210 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9508 |
0.9496 |
| PP |
0.9499 |
0.9476 |
| S1 |
0.9491 |
0.9455 |
|