CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9078 |
0.9141 |
0.0063 |
0.7% |
0.9110 |
| High |
0.9164 |
0.9153 |
-0.0011 |
-0.1% |
0.9160 |
| Low |
0.9072 |
0.9044 |
-0.0028 |
-0.3% |
0.8983 |
| Close |
0.9153 |
0.9061 |
-0.0092 |
-1.0% |
0.9093 |
| Range |
0.0092 |
0.0109 |
0.0017 |
18.5% |
0.0177 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.3% |
0.0000 |
| Volume |
107,827 |
110,112 |
2,285 |
2.1% |
498,326 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9413 |
0.9346 |
0.9121 |
|
| R3 |
0.9304 |
0.9237 |
0.9091 |
|
| R2 |
0.9195 |
0.9195 |
0.9081 |
|
| R1 |
0.9128 |
0.9128 |
0.9071 |
0.9107 |
| PP |
0.9086 |
0.9086 |
0.9086 |
0.9076 |
| S1 |
0.9019 |
0.9019 |
0.9051 |
0.8998 |
| S2 |
0.8977 |
0.8977 |
0.9041 |
|
| S3 |
0.8868 |
0.8910 |
0.9031 |
|
| S4 |
0.8759 |
0.8801 |
0.9001 |
|
|
| 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 |
0.9164 |
0.8983 |
0.0181 |
2.0% |
0.0093 |
1.0% |
43% |
False |
False |
98,744 |
| 10 |
0.9164 |
0.8983 |
0.0181 |
2.0% |
0.0095 |
1.0% |
43% |
False |
False |
95,241 |
| 20 |
0.9432 |
0.8983 |
0.0449 |
5.0% |
0.0096 |
1.1% |
17% |
False |
False |
91,939 |
| 40 |
0.9725 |
0.8983 |
0.0742 |
8.2% |
0.0090 |
1.0% |
11% |
False |
False |
84,440 |
| 60 |
0.9725 |
0.8983 |
0.0742 |
8.2% |
0.0087 |
1.0% |
11% |
False |
False |
80,098 |
| 80 |
0.9725 |
0.8830 |
0.0895 |
9.9% |
0.0088 |
1.0% |
26% |
False |
False |
65,414 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.6% |
0.0091 |
1.0% |
31% |
False |
False |
52,452 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.6% |
0.0094 |
1.0% |
31% |
False |
False |
43,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9616 |
|
2.618 |
0.9438 |
|
1.618 |
0.9329 |
|
1.000 |
0.9262 |
|
0.618 |
0.9220 |
|
HIGH |
0.9153 |
|
0.618 |
0.9111 |
|
0.500 |
0.9099 |
|
0.382 |
0.9086 |
|
LOW |
0.9044 |
|
0.618 |
0.8977 |
|
1.000 |
0.8935 |
|
1.618 |
0.8868 |
|
2.618 |
0.8759 |
|
4.250 |
0.8581 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9099 |
0.9104 |
| PP |
0.9086 |
0.9090 |
| S1 |
0.9074 |
0.9075 |
|