CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9498 |
0.9434 |
-0.0064 |
-0.7% |
0.9417 |
| High |
0.9508 |
0.9460 |
-0.0048 |
-0.5% |
0.9518 |
| Low |
0.9416 |
0.9329 |
-0.0087 |
-0.9% |
0.9329 |
| Close |
0.9436 |
0.9353 |
-0.0083 |
-0.9% |
0.9353 |
| Range |
0.0092 |
0.0131 |
0.0039 |
42.4% |
0.0189 |
| ATR |
0.0080 |
0.0084 |
0.0004 |
4.5% |
0.0000 |
| Volume |
116,341 |
118,007 |
1,666 |
1.4% |
433,755 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9774 |
0.9694 |
0.9425 |
|
| R3 |
0.9643 |
0.9563 |
0.9389 |
|
| R2 |
0.9512 |
0.9512 |
0.9377 |
|
| R1 |
0.9432 |
0.9432 |
0.9365 |
0.9407 |
| PP |
0.9381 |
0.9381 |
0.9381 |
0.9368 |
| S1 |
0.9301 |
0.9301 |
0.9341 |
0.9276 |
| S2 |
0.9250 |
0.9250 |
0.9329 |
|
| S3 |
0.9119 |
0.9170 |
0.9317 |
|
| S4 |
0.8988 |
0.9039 |
0.9281 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9967 |
0.9849 |
0.9457 |
|
| R3 |
0.9778 |
0.9660 |
0.9405 |
|
| R2 |
0.9589 |
0.9589 |
0.9388 |
|
| R1 |
0.9471 |
0.9471 |
0.9370 |
0.9436 |
| PP |
0.9400 |
0.9400 |
0.9400 |
0.9382 |
| S1 |
0.9282 |
0.9282 |
0.9336 |
0.9247 |
| S2 |
0.9211 |
0.9211 |
0.9318 |
|
| S3 |
0.9022 |
0.9093 |
0.9301 |
|
| S4 |
0.8833 |
0.8904 |
0.9249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9518 |
0.9329 |
0.0189 |
2.0% |
0.0087 |
0.9% |
13% |
False |
True |
86,751 |
| 10 |
0.9592 |
0.9329 |
0.0263 |
2.8% |
0.0083 |
0.9% |
9% |
False |
True |
82,492 |
| 20 |
0.9725 |
0.9329 |
0.0396 |
4.2% |
0.0083 |
0.9% |
6% |
False |
True |
75,961 |
| 40 |
0.9725 |
0.9195 |
0.0530 |
5.7% |
0.0083 |
0.9% |
30% |
False |
False |
74,495 |
| 60 |
0.9725 |
0.8830 |
0.0895 |
9.6% |
0.0086 |
0.9% |
58% |
False |
False |
54,407 |
| 80 |
0.9725 |
0.8769 |
0.0956 |
10.2% |
0.0090 |
1.0% |
61% |
False |
False |
40,948 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.2% |
0.0095 |
1.0% |
61% |
False |
False |
32,791 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.2% |
0.0096 |
1.0% |
61% |
False |
False |
27,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0017 |
|
2.618 |
0.9803 |
|
1.618 |
0.9672 |
|
1.000 |
0.9591 |
|
0.618 |
0.9541 |
|
HIGH |
0.9460 |
|
0.618 |
0.9410 |
|
0.500 |
0.9395 |
|
0.382 |
0.9379 |
|
LOW |
0.9329 |
|
0.618 |
0.9248 |
|
1.000 |
0.9198 |
|
1.618 |
0.9117 |
|
2.618 |
0.8986 |
|
4.250 |
0.8772 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9395 |
0.9424 |
| PP |
0.9381 |
0.9400 |
| S1 |
0.9367 |
0.9377 |
|