CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9216 |
0.9154 |
-0.0062 |
-0.7% |
0.9357 |
| High |
0.9236 |
0.9176 |
-0.0060 |
-0.6% |
0.9432 |
| Low |
0.9130 |
0.9108 |
-0.0022 |
-0.2% |
0.9130 |
| Close |
0.9153 |
0.9144 |
-0.0009 |
-0.1% |
0.9153 |
| Range |
0.0106 |
0.0068 |
-0.0038 |
-35.8% |
0.0302 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
103,263 |
81,299 |
-21,964 |
-21.3% |
479,508 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9347 |
0.9313 |
0.9181 |
|
| R3 |
0.9279 |
0.9245 |
0.9163 |
|
| R2 |
0.9211 |
0.9211 |
0.9156 |
|
| R1 |
0.9177 |
0.9177 |
0.9150 |
0.9160 |
| PP |
0.9143 |
0.9143 |
0.9143 |
0.9134 |
| S1 |
0.9109 |
0.9109 |
0.9138 |
0.9092 |
| S2 |
0.9075 |
0.9075 |
0.9132 |
|
| S3 |
0.9007 |
0.9041 |
0.9125 |
|
| S4 |
0.8939 |
0.8973 |
0.9107 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0144 |
0.9951 |
0.9319 |
|
| R3 |
0.9842 |
0.9649 |
0.9236 |
|
| R2 |
0.9540 |
0.9540 |
0.9208 |
|
| R1 |
0.9347 |
0.9347 |
0.9181 |
0.9293 |
| PP |
0.9238 |
0.9238 |
0.9238 |
0.9211 |
| S1 |
0.9045 |
0.9045 |
0.9125 |
0.8991 |
| S2 |
0.8936 |
0.8936 |
0.9098 |
|
| S3 |
0.8634 |
0.8743 |
0.9070 |
|
| S4 |
0.8332 |
0.8441 |
0.8987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9432 |
0.9108 |
0.0324 |
3.5% |
0.0108 |
1.2% |
11% |
False |
True |
99,143 |
| 10 |
0.9432 |
0.9108 |
0.0324 |
3.5% |
0.0097 |
1.1% |
11% |
False |
True |
86,739 |
| 20 |
0.9549 |
0.9108 |
0.0441 |
4.8% |
0.0089 |
1.0% |
8% |
False |
True |
84,582 |
| 40 |
0.9725 |
0.9108 |
0.0617 |
6.7% |
0.0083 |
0.9% |
6% |
False |
True |
77,234 |
| 60 |
0.9725 |
0.8864 |
0.0861 |
9.4% |
0.0087 |
1.0% |
33% |
False |
False |
69,430 |
| 80 |
0.9725 |
0.8769 |
0.0956 |
10.5% |
0.0089 |
1.0% |
39% |
False |
False |
52,376 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.5% |
0.0093 |
1.0% |
39% |
False |
False |
41,977 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.5% |
0.0096 |
1.0% |
39% |
False |
False |
34,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9465 |
|
2.618 |
0.9354 |
|
1.618 |
0.9286 |
|
1.000 |
0.9244 |
|
0.618 |
0.9218 |
|
HIGH |
0.9176 |
|
0.618 |
0.9150 |
|
0.500 |
0.9142 |
|
0.382 |
0.9134 |
|
LOW |
0.9108 |
|
0.618 |
0.9066 |
|
1.000 |
0.9040 |
|
1.618 |
0.8998 |
|
2.618 |
0.8930 |
|
4.250 |
0.8819 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9143 |
0.9214 |
| PP |
0.9143 |
0.9191 |
| S1 |
0.9142 |
0.9167 |
|