CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9161 |
0.9122 |
-0.0039 |
-0.4% |
0.8887 |
| High |
0.9200 |
0.9135 |
-0.0065 |
-0.7% |
0.9194 |
| Low |
0.9114 |
0.9053 |
-0.0061 |
-0.7% |
0.8823 |
| Close |
0.9135 |
0.9083 |
-0.0052 |
-0.6% |
0.9193 |
| Range |
0.0086 |
0.0082 |
-0.0004 |
-4.7% |
0.0371 |
| ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
79,027 |
82,473 |
3,446 |
4.4% |
463,361 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9336 |
0.9292 |
0.9128 |
|
| R3 |
0.9254 |
0.9210 |
0.9106 |
|
| R2 |
0.9172 |
0.9172 |
0.9098 |
|
| R1 |
0.9128 |
0.9128 |
0.9091 |
0.9109 |
| PP |
0.9090 |
0.9090 |
0.9090 |
0.9081 |
| S1 |
0.9046 |
0.9046 |
0.9075 |
0.9027 |
| S2 |
0.9008 |
0.9008 |
0.9068 |
|
| S3 |
0.8926 |
0.8964 |
0.9060 |
|
| S4 |
0.8844 |
0.8882 |
0.9038 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0183 |
1.0059 |
0.9397 |
|
| R3 |
0.9812 |
0.9688 |
0.9295 |
|
| R2 |
0.9441 |
0.9441 |
0.9261 |
|
| R1 |
0.9317 |
0.9317 |
0.9227 |
0.9379 |
| PP |
0.9070 |
0.9070 |
0.9070 |
0.9101 |
| S1 |
0.8946 |
0.8946 |
0.9159 |
0.9008 |
| S2 |
0.8699 |
0.8699 |
0.9125 |
|
| S3 |
0.8328 |
0.8575 |
0.9091 |
|
| S4 |
0.7957 |
0.8204 |
0.8989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9200 |
0.8895 |
0.0305 |
3.4% |
0.0114 |
1.3% |
62% |
False |
False |
90,959 |
| 10 |
0.9200 |
0.8823 |
0.0377 |
4.2% |
0.0110 |
1.2% |
69% |
False |
False |
100,797 |
| 20 |
0.9284 |
0.8823 |
0.0461 |
5.1% |
0.0112 |
1.2% |
56% |
False |
False |
97,624 |
| 40 |
0.9513 |
0.8823 |
0.0690 |
7.6% |
0.0126 |
1.4% |
38% |
False |
False |
110,916 |
| 60 |
0.9761 |
0.8823 |
0.0938 |
10.3% |
0.0131 |
1.4% |
28% |
False |
False |
84,372 |
| 80 |
1.0283 |
0.8823 |
0.1460 |
16.1% |
0.0120 |
1.3% |
18% |
False |
False |
63,433 |
| 100 |
1.0454 |
0.8823 |
0.1631 |
18.0% |
0.0109 |
1.2% |
16% |
False |
False |
50,766 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
18.0% |
0.0094 |
1.0% |
16% |
False |
False |
42,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9484 |
|
2.618 |
0.9350 |
|
1.618 |
0.9268 |
|
1.000 |
0.9217 |
|
0.618 |
0.9186 |
|
HIGH |
0.9135 |
|
0.618 |
0.9104 |
|
0.500 |
0.9094 |
|
0.382 |
0.9084 |
|
LOW |
0.9053 |
|
0.618 |
0.9002 |
|
1.000 |
0.8971 |
|
1.618 |
0.8920 |
|
2.618 |
0.8838 |
|
4.250 |
0.8705 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9094 |
0.9127 |
| PP |
0.9090 |
0.9112 |
| S1 |
0.9087 |
0.9098 |
|