CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9474 |
0.9498 |
0.0024 |
0.3% |
0.9557 |
| High |
0.9518 |
0.9508 |
-0.0010 |
-0.1% |
0.9592 |
| Low |
0.9461 |
0.9416 |
-0.0045 |
-0.5% |
0.9395 |
| Close |
0.9508 |
0.9436 |
-0.0072 |
-0.8% |
0.9409 |
| Range |
0.0057 |
0.0092 |
0.0035 |
61.4% |
0.0197 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.2% |
0.0000 |
| Volume |
57,063 |
116,341 |
59,278 |
103.9% |
391,167 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9729 |
0.9675 |
0.9487 |
|
| R3 |
0.9637 |
0.9583 |
0.9461 |
|
| R2 |
0.9545 |
0.9545 |
0.9453 |
|
| R1 |
0.9491 |
0.9491 |
0.9444 |
0.9472 |
| PP |
0.9453 |
0.9453 |
0.9453 |
0.9444 |
| S1 |
0.9399 |
0.9399 |
0.9428 |
0.9380 |
| S2 |
0.9361 |
0.9361 |
0.9419 |
|
| S3 |
0.9269 |
0.9307 |
0.9411 |
|
| S4 |
0.9177 |
0.9215 |
0.9385 |
|
|
| 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 |
0.9518 |
0.9395 |
0.0123 |
1.3% |
0.0074 |
0.8% |
33% |
False |
False |
78,106 |
| 10 |
0.9592 |
0.9395 |
0.0197 |
2.1% |
0.0075 |
0.8% |
21% |
False |
False |
76,790 |
| 20 |
0.9725 |
0.9390 |
0.0335 |
3.6% |
0.0079 |
0.8% |
14% |
False |
False |
73,028 |
| 40 |
0.9725 |
0.9167 |
0.0558 |
5.9% |
0.0081 |
0.9% |
48% |
False |
False |
73,328 |
| 60 |
0.9725 |
0.8830 |
0.0895 |
9.5% |
0.0086 |
0.9% |
68% |
False |
False |
52,457 |
| 80 |
0.9725 |
0.8769 |
0.0956 |
10.1% |
0.0090 |
1.0% |
70% |
False |
False |
39,475 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.1% |
0.0096 |
1.0% |
70% |
False |
False |
31,613 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.1% |
0.0095 |
1.0% |
70% |
False |
False |
26,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9899 |
|
2.618 |
0.9749 |
|
1.618 |
0.9657 |
|
1.000 |
0.9600 |
|
0.618 |
0.9565 |
|
HIGH |
0.9508 |
|
0.618 |
0.9473 |
|
0.500 |
0.9462 |
|
0.382 |
0.9451 |
|
LOW |
0.9416 |
|
0.618 |
0.9359 |
|
1.000 |
0.9324 |
|
1.618 |
0.9267 |
|
2.618 |
0.9175 |
|
4.250 |
0.9025 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9462 |
0.9467 |
| PP |
0.9453 |
0.9457 |
| S1 |
0.9445 |
0.9446 |
|