CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9454 |
0.9433 |
-0.0021 |
-0.2% |
0.9557 |
| High |
0.9499 |
0.9463 |
-0.0036 |
-0.4% |
0.9592 |
| Low |
0.9423 |
0.9395 |
-0.0028 |
-0.3% |
0.9395 |
| Close |
0.9431 |
0.9409 |
-0.0022 |
-0.2% |
0.9409 |
| Range |
0.0076 |
0.0068 |
-0.0008 |
-10.5% |
0.0197 |
| ATR |
0.0083 |
0.0081 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
97,777 |
74,785 |
-22,992 |
-23.5% |
391,167 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9626 |
0.9586 |
0.9446 |
|
| R3 |
0.9558 |
0.9518 |
0.9428 |
|
| R2 |
0.9490 |
0.9490 |
0.9421 |
|
| R1 |
0.9450 |
0.9450 |
0.9415 |
0.9436 |
| PP |
0.9422 |
0.9422 |
0.9422 |
0.9416 |
| S1 |
0.9382 |
0.9382 |
0.9403 |
0.9368 |
| S2 |
0.9354 |
0.9354 |
0.9397 |
|
| S3 |
0.9286 |
0.9314 |
0.9390 |
|
| S4 |
0.9218 |
0.9246 |
0.9372 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0056 |
0.9930 |
0.9517 |
|
| R3 |
0.9859 |
0.9733 |
0.9463 |
|
| R2 |
0.9662 |
0.9662 |
0.9445 |
|
| R1 |
0.9536 |
0.9536 |
0.9427 |
0.9501 |
| PP |
0.9465 |
0.9465 |
0.9465 |
0.9448 |
| S1 |
0.9339 |
0.9339 |
0.9391 |
0.9304 |
| S2 |
0.9268 |
0.9268 |
0.9373 |
|
| S3 |
0.9071 |
0.9142 |
0.9355 |
|
| S4 |
0.8874 |
0.8945 |
0.9301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9592 |
0.9395 |
0.0197 |
2.1% |
0.0078 |
0.8% |
7% |
False |
True |
78,233 |
| 10 |
0.9725 |
0.9395 |
0.0330 |
3.5% |
0.0082 |
0.9% |
4% |
False |
True |
77,147 |
| 20 |
0.9725 |
0.9345 |
0.0380 |
4.0% |
0.0078 |
0.8% |
17% |
False |
False |
71,156 |
| 40 |
0.9725 |
0.9110 |
0.0615 |
6.5% |
0.0083 |
0.9% |
49% |
False |
False |
69,398 |
| 60 |
0.9725 |
0.8830 |
0.0895 |
9.5% |
0.0087 |
0.9% |
65% |
False |
False |
47,233 |
| 80 |
0.9725 |
0.8769 |
0.0956 |
10.2% |
0.0092 |
1.0% |
67% |
False |
False |
35,538 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.2% |
0.0096 |
1.0% |
67% |
False |
False |
28,456 |
| 120 |
0.9758 |
0.8769 |
0.0989 |
10.5% |
0.0094 |
1.0% |
65% |
False |
False |
23,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9752 |
|
2.618 |
0.9641 |
|
1.618 |
0.9573 |
|
1.000 |
0.9531 |
|
0.618 |
0.9505 |
|
HIGH |
0.9463 |
|
0.618 |
0.9437 |
|
0.500 |
0.9429 |
|
0.382 |
0.9421 |
|
LOW |
0.9395 |
|
0.618 |
0.9353 |
|
1.000 |
0.9327 |
|
1.618 |
0.9285 |
|
2.618 |
0.9217 |
|
4.250 |
0.9106 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9429 |
0.9447 |
| PP |
0.9422 |
0.9434 |
| S1 |
0.9416 |
0.9422 |
|