CME Australian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9157 |
0.9104 |
-0.0053 |
-0.6% |
0.9291 |
| High |
0.9178 |
0.9120 |
-0.0058 |
-0.6% |
0.9375 |
| Low |
0.9078 |
0.9055 |
-0.0023 |
-0.3% |
0.9078 |
| Close |
0.9098 |
0.9090 |
-0.0008 |
-0.1% |
0.9098 |
| Range |
0.0100 |
0.0065 |
-0.0035 |
-35.0% |
0.0297 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
3,781 |
1,401 |
-2,380 |
-62.9% |
5,736 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9283 |
0.9252 |
0.9126 |
|
| R3 |
0.9218 |
0.9187 |
0.9108 |
|
| R2 |
0.9153 |
0.9153 |
0.9102 |
|
| R1 |
0.9122 |
0.9122 |
0.9096 |
0.9105 |
| PP |
0.9088 |
0.9088 |
0.9088 |
0.9080 |
| S1 |
0.9057 |
0.9057 |
0.9084 |
0.9040 |
| S2 |
0.9023 |
0.9023 |
0.9078 |
|
| S3 |
0.8958 |
0.8992 |
0.9072 |
|
| S4 |
0.8893 |
0.8927 |
0.9054 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0075 |
0.9883 |
0.9261 |
|
| R3 |
0.9778 |
0.9586 |
0.9180 |
|
| R2 |
0.9481 |
0.9481 |
0.9152 |
|
| R1 |
0.9289 |
0.9289 |
0.9125 |
0.9237 |
| PP |
0.9184 |
0.9184 |
0.9184 |
0.9157 |
| S1 |
0.8992 |
0.8992 |
0.9071 |
0.8940 |
| S2 |
0.8887 |
0.8887 |
0.9044 |
|
| S3 |
0.8590 |
0.8695 |
0.9016 |
|
| S4 |
0.8293 |
0.8398 |
0.8935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9375 |
0.9055 |
0.0320 |
3.5% |
0.0102 |
1.1% |
11% |
False |
True |
1,358 |
| 10 |
0.9375 |
0.9055 |
0.0320 |
3.5% |
0.0087 |
1.0% |
11% |
False |
True |
849 |
| 20 |
0.9461 |
0.9055 |
0.0406 |
4.5% |
0.0078 |
0.9% |
9% |
False |
True |
549 |
| 40 |
0.9661 |
0.9055 |
0.0606 |
6.7% |
0.0071 |
0.8% |
6% |
False |
True |
346 |
| 60 |
0.9661 |
0.8860 |
0.0801 |
8.8% |
0.0069 |
0.8% |
29% |
False |
False |
243 |
| 80 |
0.9661 |
0.8780 |
0.0881 |
9.7% |
0.0058 |
0.6% |
35% |
False |
False |
183 |
| 100 |
0.9661 |
0.8765 |
0.0896 |
9.9% |
0.0051 |
0.6% |
36% |
False |
False |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9396 |
|
2.618 |
0.9290 |
|
1.618 |
0.9225 |
|
1.000 |
0.9185 |
|
0.618 |
0.9160 |
|
HIGH |
0.9120 |
|
0.618 |
0.9095 |
|
0.500 |
0.9088 |
|
0.382 |
0.9080 |
|
LOW |
0.9055 |
|
0.618 |
0.9015 |
|
1.000 |
0.8990 |
|
1.618 |
0.8950 |
|
2.618 |
0.8885 |
|
4.250 |
0.8779 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9089 |
0.9159 |
| PP |
0.9088 |
0.9136 |
| S1 |
0.9088 |
0.9113 |
|