CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9057 |
0.9108 |
0.0051 |
0.6% |
0.9110 |
| High |
0.9113 |
0.9126 |
0.0013 |
0.1% |
0.9160 |
| Low |
0.8983 |
0.9066 |
0.0083 |
0.9% |
0.8983 |
| Close |
0.9093 |
0.9103 |
0.0010 |
0.1% |
0.9093 |
| Range |
0.0130 |
0.0060 |
-0.0070 |
-53.8% |
0.0177 |
| ATR |
0.0095 |
0.0092 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
117,144 |
63,913 |
-53,231 |
-45.4% |
498,326 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9278 |
0.9251 |
0.9136 |
|
| R3 |
0.9218 |
0.9191 |
0.9120 |
|
| R2 |
0.9158 |
0.9158 |
0.9114 |
|
| R1 |
0.9131 |
0.9131 |
0.9109 |
0.9115 |
| PP |
0.9098 |
0.9098 |
0.9098 |
0.9090 |
| S1 |
0.9071 |
0.9071 |
0.9098 |
0.9055 |
| S2 |
0.9038 |
0.9038 |
0.9092 |
|
| S3 |
0.8978 |
0.9011 |
0.9087 |
|
| S4 |
0.8918 |
0.8951 |
0.9070 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9610 |
0.9528 |
0.9190 |
|
| R3 |
0.9433 |
0.9351 |
0.9142 |
|
| R2 |
0.9256 |
0.9256 |
0.9125 |
|
| R1 |
0.9174 |
0.9174 |
0.9109 |
0.9127 |
| PP |
0.9079 |
0.9079 |
0.9079 |
0.9055 |
| S1 |
0.8997 |
0.8997 |
0.9077 |
0.8950 |
| S2 |
0.8902 |
0.8902 |
0.9061 |
|
| S3 |
0.8725 |
0.8820 |
0.9044 |
|
| S4 |
0.8548 |
0.8643 |
0.8996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9139 |
0.8983 |
0.0156 |
1.7% |
0.0099 |
1.1% |
77% |
False |
False |
95,584 |
| 10 |
0.9193 |
0.8983 |
0.0210 |
2.3% |
0.0093 |
1.0% |
57% |
False |
False |
91,270 |
| 20 |
0.9432 |
0.8983 |
0.0449 |
4.9% |
0.0094 |
1.0% |
27% |
False |
False |
87,584 |
| 40 |
0.9725 |
0.8983 |
0.0742 |
8.2% |
0.0088 |
1.0% |
16% |
False |
False |
81,772 |
| 60 |
0.9725 |
0.8983 |
0.0742 |
8.2% |
0.0087 |
1.0% |
16% |
False |
False |
78,858 |
| 80 |
0.9725 |
0.8830 |
0.0895 |
9.8% |
0.0088 |
1.0% |
31% |
False |
False |
62,701 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.5% |
0.0091 |
1.0% |
35% |
False |
False |
50,275 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.5% |
0.0095 |
1.0% |
35% |
False |
False |
41,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9381 |
|
2.618 |
0.9283 |
|
1.618 |
0.9223 |
|
1.000 |
0.9186 |
|
0.618 |
0.9163 |
|
HIGH |
0.9126 |
|
0.618 |
0.9103 |
|
0.500 |
0.9096 |
|
0.382 |
0.9089 |
|
LOW |
0.9066 |
|
0.618 |
0.9029 |
|
1.000 |
0.9006 |
|
1.618 |
0.8969 |
|
2.618 |
0.8909 |
|
4.250 |
0.8811 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9101 |
0.9087 |
| PP |
0.9098 |
0.9071 |
| S1 |
0.9096 |
0.9055 |
|