CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9123 |
0.9025 |
-0.0098 |
-1.1% |
0.9154 |
| High |
0.9134 |
0.9072 |
-0.0062 |
-0.7% |
0.9193 |
| Low |
0.8991 |
0.8998 |
0.0007 |
0.1% |
0.9045 |
| Close |
0.9020 |
0.9060 |
0.0040 |
0.4% |
0.9092 |
| Range |
0.0143 |
0.0074 |
-0.0069 |
-48.3% |
0.0148 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
113,632 |
94,728 |
-18,904 |
-16.6% |
350,467 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9265 |
0.9237 |
0.9101 |
|
| R3 |
0.9191 |
0.9163 |
0.9080 |
|
| R2 |
0.9117 |
0.9117 |
0.9074 |
|
| R1 |
0.9089 |
0.9089 |
0.9067 |
0.9103 |
| PP |
0.9043 |
0.9043 |
0.9043 |
0.9051 |
| S1 |
0.9015 |
0.9015 |
0.9053 |
0.9029 |
| S2 |
0.8969 |
0.8969 |
0.9046 |
|
| S3 |
0.8895 |
0.8941 |
0.9040 |
|
| S4 |
0.8821 |
0.8867 |
0.9019 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9554 |
0.9471 |
0.9173 |
|
| R3 |
0.9406 |
0.9323 |
0.9133 |
|
| R2 |
0.9258 |
0.9258 |
0.9119 |
|
| R1 |
0.9175 |
0.9175 |
0.9106 |
0.9143 |
| PP |
0.9110 |
0.9110 |
0.9110 |
0.9094 |
| S1 |
0.9027 |
0.9027 |
0.9078 |
0.8995 |
| S2 |
0.8962 |
0.8962 |
0.9065 |
|
| S3 |
0.8814 |
0.8879 |
0.9051 |
|
| S4 |
0.8666 |
0.8731 |
0.9011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9160 |
0.8991 |
0.0169 |
1.9% |
0.0096 |
1.1% |
41% |
False |
False |
95,482 |
| 10 |
0.9320 |
0.8991 |
0.0329 |
3.6% |
0.0098 |
1.1% |
21% |
False |
False |
97,736 |
| 20 |
0.9508 |
0.8991 |
0.0517 |
5.7% |
0.0095 |
1.1% |
13% |
False |
False |
90,248 |
| 40 |
0.9725 |
0.8991 |
0.0734 |
8.1% |
0.0087 |
1.0% |
9% |
False |
False |
80,902 |
| 60 |
0.9725 |
0.8991 |
0.0734 |
8.1% |
0.0087 |
1.0% |
9% |
False |
False |
78,020 |
| 80 |
0.9725 |
0.8830 |
0.0895 |
9.9% |
0.0088 |
1.0% |
26% |
False |
False |
60,455 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.6% |
0.0091 |
1.0% |
30% |
False |
False |
48,468 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.6% |
0.0096 |
1.1% |
30% |
False |
False |
40,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9387 |
|
2.618 |
0.9266 |
|
1.618 |
0.9192 |
|
1.000 |
0.9146 |
|
0.618 |
0.9118 |
|
HIGH |
0.9072 |
|
0.618 |
0.9044 |
|
0.500 |
0.9035 |
|
0.382 |
0.9026 |
|
LOW |
0.8998 |
|
0.618 |
0.8952 |
|
1.000 |
0.8924 |
|
1.618 |
0.8878 |
|
2.618 |
0.8804 |
|
4.250 |
0.8684 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9052 |
0.9065 |
| PP |
0.9043 |
0.9063 |
| S1 |
0.9035 |
0.9062 |
|