CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9434 |
0.9361 |
-0.0073 |
-0.8% |
0.9417 |
| High |
0.9460 |
0.9368 |
-0.0092 |
-1.0% |
0.9518 |
| Low |
0.9329 |
0.9323 |
-0.0006 |
-0.1% |
0.9329 |
| Close |
0.9353 |
0.9323 |
-0.0030 |
-0.3% |
0.9353 |
| Range |
0.0131 |
0.0045 |
-0.0086 |
-65.6% |
0.0189 |
| ATR |
0.0084 |
0.0081 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
118,007 |
52,885 |
-65,122 |
-55.2% |
433,755 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9473 |
0.9443 |
0.9348 |
|
| R3 |
0.9428 |
0.9398 |
0.9335 |
|
| R2 |
0.9383 |
0.9383 |
0.9331 |
|
| R1 |
0.9353 |
0.9353 |
0.9327 |
0.9346 |
| PP |
0.9338 |
0.9338 |
0.9338 |
0.9334 |
| S1 |
0.9308 |
0.9308 |
0.9319 |
0.9301 |
| S2 |
0.9293 |
0.9293 |
0.9315 |
|
| S3 |
0.9248 |
0.9263 |
0.9311 |
|
| S4 |
0.9203 |
0.9218 |
0.9298 |
|
|
| 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 |
0.9323 |
0.0195 |
2.1% |
0.0080 |
0.9% |
0% |
False |
True |
86,549 |
| 10 |
0.9549 |
0.9323 |
0.0226 |
2.4% |
0.0080 |
0.9% |
0% |
False |
True |
82,426 |
| 20 |
0.9725 |
0.9323 |
0.0402 |
4.3% |
0.0081 |
0.9% |
0% |
False |
True |
76,510 |
| 40 |
0.9725 |
0.9231 |
0.0494 |
5.3% |
0.0081 |
0.9% |
19% |
False |
False |
73,846 |
| 60 |
0.9725 |
0.8830 |
0.0895 |
9.6% |
0.0085 |
0.9% |
55% |
False |
False |
55,281 |
| 80 |
0.9725 |
0.8769 |
0.0956 |
10.3% |
0.0090 |
1.0% |
58% |
False |
False |
41,607 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.3% |
0.0094 |
1.0% |
58% |
False |
False |
33,319 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.3% |
0.0095 |
1.0% |
58% |
False |
False |
27,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9559 |
|
2.618 |
0.9486 |
|
1.618 |
0.9441 |
|
1.000 |
0.9413 |
|
0.618 |
0.9396 |
|
HIGH |
0.9368 |
|
0.618 |
0.9351 |
|
0.500 |
0.9346 |
|
0.382 |
0.9340 |
|
LOW |
0.9323 |
|
0.618 |
0.9295 |
|
1.000 |
0.9278 |
|
1.618 |
0.9250 |
|
2.618 |
0.9205 |
|
4.250 |
0.9132 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9346 |
0.9416 |
| PP |
0.9338 |
0.9385 |
| S1 |
0.9331 |
0.9354 |
|