CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9619 |
0.9672 |
0.0053 |
0.6% |
0.9398 |
| High |
0.9695 |
0.9725 |
0.0030 |
0.3% |
0.9649 |
| Low |
0.9609 |
0.9573 |
-0.0036 |
-0.4% |
0.9390 |
| Close |
0.9671 |
0.9585 |
-0.0086 |
-0.9% |
0.9631 |
| Range |
0.0086 |
0.0152 |
0.0066 |
76.7% |
0.0259 |
| ATR |
0.0079 |
0.0084 |
0.0005 |
6.6% |
0.0000 |
| Volume |
77,313 |
99,359 |
22,046 |
28.5% |
314,002 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0084 |
0.9986 |
0.9669 |
|
| R3 |
0.9932 |
0.9834 |
0.9627 |
|
| R2 |
0.9780 |
0.9780 |
0.9613 |
|
| R1 |
0.9682 |
0.9682 |
0.9599 |
0.9655 |
| PP |
0.9628 |
0.9628 |
0.9628 |
0.9614 |
| S1 |
0.9530 |
0.9530 |
0.9571 |
0.9503 |
| S2 |
0.9476 |
0.9476 |
0.9557 |
|
| S3 |
0.9324 |
0.9378 |
0.9543 |
|
| S4 |
0.9172 |
0.9226 |
0.9501 |
|
|
| 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 |
0.9725 |
0.9491 |
0.0234 |
2.4% |
0.0095 |
1.0% |
40% |
True |
False |
74,587 |
| 10 |
0.9725 |
0.9350 |
0.0375 |
3.9% |
0.0082 |
0.9% |
63% |
True |
False |
69,318 |
| 20 |
0.9725 |
0.9235 |
0.0490 |
5.1% |
0.0078 |
0.8% |
71% |
True |
False |
69,432 |
| 40 |
0.9725 |
0.8830 |
0.0895 |
9.3% |
0.0086 |
0.9% |
84% |
True |
False |
57,159 |
| 60 |
0.9725 |
0.8769 |
0.0956 |
10.0% |
0.0090 |
0.9% |
85% |
True |
False |
38,368 |
| 80 |
0.9725 |
0.8769 |
0.0956 |
10.0% |
0.0096 |
1.0% |
85% |
True |
False |
28,821 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.0% |
0.0099 |
1.0% |
85% |
True |
False |
23,071 |
| 120 |
1.0090 |
0.8769 |
0.1321 |
13.8% |
0.0092 |
1.0% |
62% |
False |
False |
19,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0371 |
|
2.618 |
1.0123 |
|
1.618 |
0.9971 |
|
1.000 |
0.9877 |
|
0.618 |
0.9819 |
|
HIGH |
0.9725 |
|
0.618 |
0.9667 |
|
0.500 |
0.9649 |
|
0.382 |
0.9631 |
|
LOW |
0.9573 |
|
0.618 |
0.9479 |
|
1.000 |
0.9421 |
|
1.618 |
0.9327 |
|
2.618 |
0.9175 |
|
4.250 |
0.8927 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9649 |
0.9649 |
| PP |
0.9628 |
0.9628 |
| S1 |
0.9606 |
0.9606 |
|