CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9672 |
0.9583 |
-0.0089 |
-0.9% |
0.9398 |
| High |
0.9725 |
0.9639 |
-0.0086 |
-0.9% |
0.9649 |
| Low |
0.9573 |
0.9539 |
-0.0034 |
-0.4% |
0.9390 |
| Close |
0.9585 |
0.9580 |
-0.0005 |
-0.1% |
0.9631 |
| Range |
0.0152 |
0.0100 |
-0.0052 |
-34.2% |
0.0259 |
| ATR |
0.0084 |
0.0086 |
0.0001 |
1.3% |
0.0000 |
| Volume |
99,359 |
86,385 |
-12,974 |
-13.1% |
314,002 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9886 |
0.9833 |
0.9635 |
|
| R3 |
0.9786 |
0.9733 |
0.9608 |
|
| R2 |
0.9686 |
0.9686 |
0.9598 |
|
| R1 |
0.9633 |
0.9633 |
0.9589 |
0.9610 |
| PP |
0.9586 |
0.9586 |
0.9586 |
0.9574 |
| S1 |
0.9533 |
0.9533 |
0.9571 |
0.9510 |
| S2 |
0.9486 |
0.9486 |
0.9562 |
|
| S3 |
0.9386 |
0.9433 |
0.9553 |
|
| S4 |
0.9286 |
0.9333 |
0.9525 |
|
|
| 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 |
0.9539 |
0.0186 |
1.9% |
0.0091 |
0.9% |
22% |
False |
True |
76,249 |
| 10 |
0.9725 |
0.9390 |
0.0335 |
3.5% |
0.0084 |
0.9% |
57% |
False |
False |
69,266 |
| 20 |
0.9725 |
0.9235 |
0.0490 |
5.1% |
0.0080 |
0.8% |
70% |
False |
False |
70,596 |
| 40 |
0.9725 |
0.8833 |
0.0892 |
9.3% |
0.0086 |
0.9% |
84% |
False |
False |
59,280 |
| 60 |
0.9725 |
0.8769 |
0.0956 |
10.0% |
0.0090 |
0.9% |
85% |
False |
False |
39,771 |
| 80 |
0.9725 |
0.8769 |
0.0956 |
10.0% |
0.0096 |
1.0% |
85% |
False |
False |
29,900 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.0% |
0.0099 |
1.0% |
85% |
False |
False |
23,935 |
| 120 |
1.0090 |
0.8769 |
0.1321 |
13.8% |
0.0093 |
1.0% |
61% |
False |
False |
19,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0064 |
|
2.618 |
0.9901 |
|
1.618 |
0.9801 |
|
1.000 |
0.9739 |
|
0.618 |
0.9701 |
|
HIGH |
0.9639 |
|
0.618 |
0.9601 |
|
0.500 |
0.9589 |
|
0.382 |
0.9577 |
|
LOW |
0.9539 |
|
0.618 |
0.9477 |
|
1.000 |
0.9439 |
|
1.618 |
0.9377 |
|
2.618 |
0.9277 |
|
4.250 |
0.9114 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9589 |
0.9632 |
| PP |
0.9586 |
0.9615 |
| S1 |
0.9583 |
0.9597 |
|