CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9521 |
0.9594 |
0.0073 |
0.8% |
0.9398 |
| High |
0.9613 |
0.9649 |
0.0036 |
0.4% |
0.9649 |
| Low |
0.9491 |
0.9569 |
0.0078 |
0.8% |
0.9390 |
| Close |
0.9599 |
0.9631 |
0.0032 |
0.3% |
0.9631 |
| Range |
0.0122 |
0.0080 |
-0.0042 |
-34.4% |
0.0259 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
78,074 |
61,926 |
-16,148 |
-20.7% |
314,002 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9856 |
0.9824 |
0.9675 |
|
| R3 |
0.9776 |
0.9744 |
0.9653 |
|
| R2 |
0.9696 |
0.9696 |
0.9646 |
|
| R1 |
0.9664 |
0.9664 |
0.9638 |
0.9680 |
| PP |
0.9616 |
0.9616 |
0.9616 |
0.9625 |
| S1 |
0.9584 |
0.9584 |
0.9624 |
0.9600 |
| S2 |
0.9536 |
0.9536 |
0.9616 |
|
| S3 |
0.9456 |
0.9504 |
0.9609 |
|
| S4 |
0.9376 |
0.9424 |
0.9587 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0334 |
1.0241 |
0.9773 |
|
| R3 |
1.0075 |
0.9982 |
0.9702 |
|
| R2 |
0.9816 |
0.9816 |
0.9678 |
|
| R1 |
0.9723 |
0.9723 |
0.9655 |
0.9770 |
| PP |
0.9557 |
0.9557 |
0.9557 |
0.9580 |
| S1 |
0.9464 |
0.9464 |
0.9607 |
0.9511 |
| S2 |
0.9298 |
0.9298 |
0.9584 |
|
| S3 |
0.9039 |
0.9205 |
0.9560 |
|
| S4 |
0.8780 |
0.8946 |
0.9489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9649 |
0.9390 |
0.0259 |
2.7% |
0.0082 |
0.9% |
93% |
True |
False |
62,800 |
| 10 |
0.9649 |
0.9345 |
0.0304 |
3.2% |
0.0073 |
0.8% |
94% |
True |
False |
65,166 |
| 20 |
0.9649 |
0.9235 |
0.0414 |
4.3% |
0.0075 |
0.8% |
96% |
True |
False |
67,318 |
| 40 |
0.9649 |
0.8830 |
0.0819 |
8.5% |
0.0085 |
0.9% |
98% |
True |
False |
51,418 |
| 60 |
0.9649 |
0.8769 |
0.0880 |
9.1% |
0.0091 |
0.9% |
98% |
True |
False |
34,495 |
| 80 |
0.9649 |
0.8769 |
0.0880 |
9.1% |
0.0096 |
1.0% |
98% |
True |
False |
25,914 |
| 100 |
0.9649 |
0.8769 |
0.0880 |
9.1% |
0.0098 |
1.0% |
98% |
True |
False |
20,742 |
| 120 |
1.0192 |
0.8769 |
0.1423 |
14.8% |
0.0091 |
0.9% |
61% |
False |
False |
17,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9989 |
|
2.618 |
0.9858 |
|
1.618 |
0.9778 |
|
1.000 |
0.9729 |
|
0.618 |
0.9698 |
|
HIGH |
0.9649 |
|
0.618 |
0.9618 |
|
0.500 |
0.9609 |
|
0.382 |
0.9600 |
|
LOW |
0.9569 |
|
0.618 |
0.9520 |
|
1.000 |
0.9489 |
|
1.618 |
0.9440 |
|
2.618 |
0.9360 |
|
4.250 |
0.9229 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9624 |
0.9606 |
| PP |
0.9616 |
0.9580 |
| S1 |
0.9609 |
0.9555 |
|