CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9400 |
0.9394 |
-0.0006 |
-0.1% |
0.9553 |
| High |
0.9429 |
0.9431 |
0.0002 |
0.0% |
0.9661 |
| Low |
0.9358 |
0.9370 |
0.0012 |
0.1% |
0.9485 |
| Close |
0.9382 |
0.9375 |
-0.0007 |
-0.1% |
0.9495 |
| Range |
0.0071 |
0.0061 |
-0.0010 |
-14.1% |
0.0176 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
291 |
170 |
-121 |
-41.6% |
850 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9575 |
0.9536 |
0.9409 |
|
| R3 |
0.9514 |
0.9475 |
0.9392 |
|
| R2 |
0.9453 |
0.9453 |
0.9386 |
|
| R1 |
0.9414 |
0.9414 |
0.9381 |
0.9403 |
| PP |
0.9392 |
0.9392 |
0.9392 |
0.9387 |
| S1 |
0.9353 |
0.9353 |
0.9369 |
0.9342 |
| S2 |
0.9331 |
0.9331 |
0.9364 |
|
| S3 |
0.9270 |
0.9292 |
0.9358 |
|
| S4 |
0.9209 |
0.9231 |
0.9341 |
|
|
| 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 |
0.9527 |
0.9358 |
0.0169 |
1.8% |
0.0059 |
0.6% |
10% |
False |
False |
133 |
| 10 |
0.9661 |
0.9358 |
0.0303 |
3.2% |
0.0070 |
0.7% |
6% |
False |
False |
147 |
| 20 |
0.9661 |
0.9295 |
0.0366 |
3.9% |
0.0064 |
0.7% |
22% |
False |
False |
157 |
| 40 |
0.9661 |
0.9020 |
0.0641 |
6.8% |
0.0064 |
0.7% |
55% |
False |
False |
102 |
| 60 |
0.9661 |
0.8791 |
0.0870 |
9.3% |
0.0053 |
0.6% |
67% |
False |
False |
70 |
| 80 |
0.9661 |
0.8765 |
0.0896 |
9.6% |
0.0046 |
0.5% |
68% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9690 |
|
2.618 |
0.9591 |
|
1.618 |
0.9530 |
|
1.000 |
0.9492 |
|
0.618 |
0.9469 |
|
HIGH |
0.9431 |
|
0.618 |
0.9408 |
|
0.500 |
0.9401 |
|
0.382 |
0.9393 |
|
LOW |
0.9370 |
|
0.618 |
0.9332 |
|
1.000 |
0.9309 |
|
1.618 |
0.9271 |
|
2.618 |
0.9210 |
|
4.250 |
0.9111 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9401 |
0.9410 |
| PP |
0.9392 |
0.9398 |
| S1 |
0.9384 |
0.9387 |
|