CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9280 |
0.9332 |
0.0052 |
0.6% |
0.9417 |
| High |
0.9352 |
0.9369 |
0.0017 |
0.2% |
0.9518 |
| Low |
0.9259 |
0.9263 |
0.0004 |
0.0% |
0.9329 |
| Close |
0.9302 |
0.9298 |
-0.0004 |
0.0% |
0.9353 |
| Range |
0.0093 |
0.0106 |
0.0013 |
14.0% |
0.0189 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.0% |
0.0000 |
| Volume |
75,542 |
88,707 |
13,165 |
17.4% |
433,755 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9628 |
0.9569 |
0.9356 |
|
| R3 |
0.9522 |
0.9463 |
0.9327 |
|
| R2 |
0.9416 |
0.9416 |
0.9317 |
|
| R1 |
0.9357 |
0.9357 |
0.9308 |
0.9334 |
| PP |
0.9310 |
0.9310 |
0.9310 |
0.9298 |
| S1 |
0.9251 |
0.9251 |
0.9288 |
0.9228 |
| S2 |
0.9204 |
0.9204 |
0.9279 |
|
| S3 |
0.9098 |
0.9145 |
0.9269 |
|
| S4 |
0.8992 |
0.9039 |
0.9240 |
|
|
| 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 |
0.9460 |
0.9247 |
0.0213 |
2.3% |
0.0095 |
1.0% |
24% |
False |
False |
82,620 |
| 10 |
0.9518 |
0.9247 |
0.0271 |
2.9% |
0.0085 |
0.9% |
19% |
False |
False |
80,363 |
| 20 |
0.9725 |
0.9247 |
0.0478 |
5.1% |
0.0084 |
0.9% |
11% |
False |
False |
78,112 |
| 40 |
0.9725 |
0.9235 |
0.0490 |
5.3% |
0.0079 |
0.9% |
13% |
False |
False |
73,251 |
| 60 |
0.9725 |
0.8830 |
0.0895 |
9.6% |
0.0085 |
0.9% |
52% |
False |
False |
59,297 |
| 80 |
0.9725 |
0.8769 |
0.0956 |
10.3% |
0.0090 |
1.0% |
55% |
False |
False |
44,630 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.3% |
0.0094 |
1.0% |
55% |
False |
False |
35,736 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.3% |
0.0096 |
1.0% |
55% |
False |
False |
29,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9820 |
|
2.618 |
0.9647 |
|
1.618 |
0.9541 |
|
1.000 |
0.9475 |
|
0.618 |
0.9435 |
|
HIGH |
0.9369 |
|
0.618 |
0.9329 |
|
0.500 |
0.9316 |
|
0.382 |
0.9303 |
|
LOW |
0.9263 |
|
0.618 |
0.9197 |
|
1.000 |
0.9157 |
|
1.618 |
0.9091 |
|
2.618 |
0.8985 |
|
4.250 |
0.8813 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9316 |
0.9308 |
| PP |
0.9310 |
0.9305 |
| S1 |
0.9304 |
0.9301 |
|