CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9461 |
0.9400 |
-0.0061 |
-0.6% |
0.9553 |
| High |
0.9461 |
0.9429 |
-0.0032 |
-0.3% |
0.9661 |
| Low |
0.9388 |
0.9358 |
-0.0030 |
-0.3% |
0.9485 |
| Close |
0.9396 |
0.9382 |
-0.0014 |
-0.1% |
0.9495 |
| Range |
0.0073 |
0.0071 |
-0.0002 |
-2.7% |
0.0176 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.1% |
0.0000 |
| Volume |
61 |
291 |
230 |
377.0% |
850 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9603 |
0.9563 |
0.9421 |
|
| R3 |
0.9532 |
0.9492 |
0.9402 |
|
| R2 |
0.9461 |
0.9461 |
0.9395 |
|
| R1 |
0.9421 |
0.9421 |
0.9389 |
0.9406 |
| PP |
0.9390 |
0.9390 |
0.9390 |
0.9382 |
| S1 |
0.9350 |
0.9350 |
0.9375 |
0.9335 |
| S2 |
0.9319 |
0.9319 |
0.9369 |
|
| S3 |
0.9248 |
0.9279 |
0.9362 |
|
| S4 |
0.9177 |
0.9208 |
0.9343 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0075 |
0.9961 |
0.9592 |
|
| R3 |
0.9899 |
0.9785 |
0.9543 |
|
| R2 |
0.9723 |
0.9723 |
0.9527 |
|
| R1 |
0.9609 |
0.9609 |
0.9511 |
0.9578 |
| PP |
0.9547 |
0.9547 |
0.9547 |
0.9532 |
| S1 |
0.9433 |
0.9433 |
0.9479 |
0.9402 |
| S2 |
0.9371 |
0.9371 |
0.9463 |
|
| S3 |
0.9195 |
0.9257 |
0.9447 |
|
| S4 |
0.9019 |
0.9081 |
0.9398 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9575 |
0.9358 |
0.0217 |
2.3% |
0.0065 |
0.7% |
11% |
False |
True |
148 |
| 10 |
0.9661 |
0.9358 |
0.0303 |
3.2% |
0.0075 |
0.8% |
8% |
False |
True |
140 |
| 20 |
0.9661 |
0.9280 |
0.0381 |
4.1% |
0.0062 |
0.7% |
27% |
False |
False |
151 |
| 40 |
0.9661 |
0.9007 |
0.0654 |
7.0% |
0.0064 |
0.7% |
57% |
False |
False |
98 |
| 60 |
0.9661 |
0.8791 |
0.0870 |
9.3% |
0.0052 |
0.6% |
68% |
False |
False |
67 |
| 80 |
0.9661 |
0.8765 |
0.0896 |
9.6% |
0.0046 |
0.5% |
69% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9731 |
|
2.618 |
0.9615 |
|
1.618 |
0.9544 |
|
1.000 |
0.9500 |
|
0.618 |
0.9473 |
|
HIGH |
0.9429 |
|
0.618 |
0.9402 |
|
0.500 |
0.9394 |
|
0.382 |
0.9385 |
|
LOW |
0.9358 |
|
0.618 |
0.9314 |
|
1.000 |
0.9287 |
|
1.618 |
0.9243 |
|
2.618 |
0.9172 |
|
4.250 |
0.9056 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9394 |
0.9441 |
| PP |
0.9390 |
0.9421 |
| S1 |
0.9386 |
0.9402 |
|