CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9154 |
0.9165 |
0.0011 |
0.1% |
0.9357 |
| High |
0.9176 |
0.9193 |
0.0017 |
0.2% |
0.9432 |
| Low |
0.9108 |
0.9077 |
-0.0031 |
-0.3% |
0.9130 |
| Close |
0.9144 |
0.9123 |
-0.0021 |
-0.2% |
0.9153 |
| Range |
0.0068 |
0.0116 |
0.0048 |
70.6% |
0.0302 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.1% |
0.0000 |
| Volume |
81,299 |
96,933 |
15,634 |
19.2% |
479,508 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9479 |
0.9417 |
0.9187 |
|
| R3 |
0.9363 |
0.9301 |
0.9155 |
|
| R2 |
0.9247 |
0.9247 |
0.9144 |
|
| R1 |
0.9185 |
0.9185 |
0.9134 |
0.9158 |
| PP |
0.9131 |
0.9131 |
0.9131 |
0.9118 |
| S1 |
0.9069 |
0.9069 |
0.9112 |
0.9042 |
| S2 |
0.9015 |
0.9015 |
0.9102 |
|
| S3 |
0.8899 |
0.8953 |
0.9091 |
|
| S4 |
0.8783 |
0.8837 |
0.9059 |
|
|
| 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 |
0.9077 |
0.0355 |
3.9% |
0.0112 |
1.2% |
13% |
False |
True |
104,570 |
| 10 |
0.9432 |
0.9077 |
0.0355 |
3.9% |
0.0098 |
1.1% |
13% |
False |
True |
88,636 |
| 20 |
0.9518 |
0.9077 |
0.0441 |
4.8% |
0.0089 |
1.0% |
10% |
False |
True |
85,235 |
| 40 |
0.9725 |
0.9077 |
0.0648 |
7.1% |
0.0083 |
0.9% |
7% |
False |
True |
77,180 |
| 60 |
0.9725 |
0.8976 |
0.0749 |
8.2% |
0.0087 |
0.9% |
20% |
False |
False |
70,961 |
| 80 |
0.9725 |
0.8830 |
0.0895 |
9.8% |
0.0089 |
1.0% |
33% |
False |
False |
53,582 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.5% |
0.0093 |
1.0% |
37% |
False |
False |
42,944 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.5% |
0.0096 |
1.0% |
37% |
False |
False |
35,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9686 |
|
2.618 |
0.9497 |
|
1.618 |
0.9381 |
|
1.000 |
0.9309 |
|
0.618 |
0.9265 |
|
HIGH |
0.9193 |
|
0.618 |
0.9149 |
|
0.500 |
0.9135 |
|
0.382 |
0.9121 |
|
LOW |
0.9077 |
|
0.618 |
0.9005 |
|
1.000 |
0.8961 |
|
1.618 |
0.8889 |
|
2.618 |
0.8773 |
|
4.250 |
0.8584 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9135 |
0.9157 |
| PP |
0.9131 |
0.9145 |
| S1 |
0.9127 |
0.9134 |
|