CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9410 |
0.9314 |
-0.0096 |
-1.0% |
0.9361 |
| High |
0.9432 |
0.9320 |
-0.0112 |
-1.2% |
0.9369 |
| Low |
0.9300 |
0.9184 |
-0.0116 |
-1.2% |
0.9247 |
| Close |
0.9313 |
0.9205 |
-0.0108 |
-1.2% |
0.9343 |
| Range |
0.0132 |
0.0136 |
0.0004 |
3.0% |
0.0122 |
| ATR |
0.0086 |
0.0090 |
0.0004 |
4.1% |
0.0000 |
| Volume |
98,907 |
142,449 |
43,542 |
44.0% |
359,473 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9644 |
0.9561 |
0.9280 |
|
| R3 |
0.9508 |
0.9425 |
0.9242 |
|
| R2 |
0.9372 |
0.9372 |
0.9230 |
|
| R1 |
0.9289 |
0.9289 |
0.9217 |
0.9263 |
| PP |
0.9236 |
0.9236 |
0.9236 |
0.9223 |
| S1 |
0.9153 |
0.9153 |
0.9193 |
0.9127 |
| S2 |
0.9100 |
0.9100 |
0.9180 |
|
| S3 |
0.8964 |
0.9017 |
0.9168 |
|
| S4 |
0.8828 |
0.8881 |
0.9130 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9686 |
0.9636 |
0.9410 |
|
| R3 |
0.9564 |
0.9514 |
0.9377 |
|
| R2 |
0.9442 |
0.9442 |
0.9365 |
|
| R1 |
0.9392 |
0.9392 |
0.9354 |
0.9356 |
| PP |
0.9320 |
0.9320 |
0.9320 |
0.9302 |
| S1 |
0.9270 |
0.9270 |
0.9332 |
0.9234 |
| S2 |
0.9198 |
0.9198 |
0.9321 |
|
| S3 |
0.9076 |
0.9148 |
0.9309 |
|
| S4 |
0.8954 |
0.9026 |
0.9276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9432 |
0.9184 |
0.0248 |
2.7% |
0.0099 |
1.1% |
8% |
False |
True |
88,124 |
| 10 |
0.9460 |
0.9184 |
0.0276 |
3.0% |
0.0097 |
1.1% |
8% |
False |
True |
85,372 |
| 20 |
0.9592 |
0.9184 |
0.0408 |
4.4% |
0.0086 |
0.9% |
5% |
False |
True |
81,081 |
| 40 |
0.9725 |
0.9184 |
0.0541 |
5.9% |
0.0083 |
0.9% |
4% |
False |
True |
75,839 |
| 60 |
0.9725 |
0.8833 |
0.0892 |
9.7% |
0.0086 |
0.9% |
42% |
False |
False |
66,547 |
| 80 |
0.9725 |
0.8769 |
0.0956 |
10.4% |
0.0089 |
1.0% |
46% |
False |
False |
50,099 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.4% |
0.0094 |
1.0% |
46% |
False |
False |
40,136 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.4% |
0.0097 |
1.0% |
46% |
False |
False |
33,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9898 |
|
2.618 |
0.9676 |
|
1.618 |
0.9540 |
|
1.000 |
0.9456 |
|
0.618 |
0.9404 |
|
HIGH |
0.9320 |
|
0.618 |
0.9268 |
|
0.500 |
0.9252 |
|
0.382 |
0.9236 |
|
LOW |
0.9184 |
|
0.618 |
0.9100 |
|
1.000 |
0.9048 |
|
1.618 |
0.8964 |
|
2.618 |
0.8828 |
|
4.250 |
0.8606 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9252 |
0.9308 |
| PP |
0.9236 |
0.9274 |
| S1 |
0.9221 |
0.9239 |
|