CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8922 |
0.8947 |
0.0025 |
0.3% |
0.9108 |
| High |
0.8969 |
0.8963 |
-0.0006 |
-0.1% |
0.9164 |
| Low |
0.8909 |
0.8920 |
0.0011 |
0.1% |
0.8909 |
| Close |
0.8963 |
0.8956 |
-0.0007 |
-0.1% |
0.8963 |
| Range |
0.0060 |
0.0043 |
-0.0017 |
-28.3% |
0.0255 |
| ATR |
0.0096 |
0.0093 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
31,514 |
1,225 |
-30,289 |
-96.1% |
425,923 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9075 |
0.9059 |
0.8980 |
|
| R3 |
0.9032 |
0.9016 |
0.8968 |
|
| R2 |
0.8989 |
0.8989 |
0.8964 |
|
| R1 |
0.8973 |
0.8973 |
0.8960 |
0.8981 |
| PP |
0.8946 |
0.8946 |
0.8946 |
0.8951 |
| S1 |
0.8930 |
0.8930 |
0.8952 |
0.8938 |
| S2 |
0.8903 |
0.8903 |
0.8948 |
|
| S3 |
0.8860 |
0.8887 |
0.8944 |
|
| S4 |
0.8817 |
0.8844 |
0.8932 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9777 |
0.9625 |
0.9103 |
|
| R3 |
0.9522 |
0.9370 |
0.9033 |
|
| R2 |
0.9267 |
0.9267 |
0.9010 |
|
| R1 |
0.9115 |
0.9115 |
0.8986 |
0.9064 |
| PP |
0.9012 |
0.9012 |
0.9012 |
0.8986 |
| S1 |
0.8860 |
0.8860 |
0.8940 |
0.8809 |
| S2 |
0.8757 |
0.8757 |
0.8916 |
|
| S3 |
0.8502 |
0.8605 |
0.8893 |
|
| S4 |
0.8247 |
0.8350 |
0.8823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9164 |
0.8909 |
0.0255 |
2.8% |
0.0096 |
1.1% |
18% |
False |
False |
72,647 |
| 10 |
0.9164 |
0.8909 |
0.0255 |
2.8% |
0.0098 |
1.1% |
18% |
False |
False |
84,115 |
| 20 |
0.9432 |
0.8909 |
0.0523 |
5.8% |
0.0097 |
1.1% |
9% |
False |
False |
87,772 |
| 40 |
0.9725 |
0.8909 |
0.0816 |
9.1% |
0.0090 |
1.0% |
6% |
False |
False |
83,003 |
| 60 |
0.9725 |
0.8909 |
0.0816 |
9.1% |
0.0085 |
0.9% |
6% |
False |
False |
77,775 |
| 80 |
0.9725 |
0.8830 |
0.0895 |
10.0% |
0.0087 |
1.0% |
14% |
False |
False |
67,211 |
| 100 |
0.9725 |
0.8769 |
0.0956 |
10.7% |
0.0090 |
1.0% |
20% |
False |
False |
53,898 |
| 120 |
0.9725 |
0.8769 |
0.0956 |
10.7% |
0.0094 |
1.1% |
20% |
False |
False |
44,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9146 |
|
2.618 |
0.9076 |
|
1.618 |
0.9033 |
|
1.000 |
0.9006 |
|
0.618 |
0.8990 |
|
HIGH |
0.8963 |
|
0.618 |
0.8947 |
|
0.500 |
0.8942 |
|
0.382 |
0.8936 |
|
LOW |
0.8920 |
|
0.618 |
0.8893 |
|
1.000 |
0.8877 |
|
1.618 |
0.8850 |
|
2.618 |
0.8807 |
|
4.250 |
0.8737 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8951 |
0.8999 |
| PP |
0.8946 |
0.8985 |
| S1 |
0.8942 |
0.8970 |
|