CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9082 |
0.9106 |
0.0024 |
0.3% |
0.8887 |
| High |
0.9142 |
0.9173 |
0.0031 |
0.3% |
0.9194 |
| Low |
0.9062 |
0.9039 |
-0.0023 |
-0.3% |
0.8823 |
| Close |
0.9123 |
0.9122 |
-0.0001 |
0.0% |
0.9193 |
| Range |
0.0080 |
0.0134 |
0.0054 |
67.5% |
0.0371 |
| ATR |
0.0116 |
0.0117 |
0.0001 |
1.1% |
0.0000 |
| Volume |
76,931 |
113,265 |
36,334 |
47.2% |
463,361 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9513 |
0.9452 |
0.9196 |
|
| R3 |
0.9379 |
0.9318 |
0.9159 |
|
| R2 |
0.9245 |
0.9245 |
0.9147 |
|
| R1 |
0.9184 |
0.9184 |
0.9134 |
0.9215 |
| PP |
0.9111 |
0.9111 |
0.9111 |
0.9127 |
| S1 |
0.9050 |
0.9050 |
0.9110 |
0.9081 |
| S2 |
0.8977 |
0.8977 |
0.9097 |
|
| S3 |
0.8843 |
0.8916 |
0.9085 |
|
| S4 |
0.8709 |
0.8782 |
0.9048 |
|
|
| 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 |
0.9039 |
0.0161 |
1.8% |
0.0103 |
1.1% |
52% |
False |
True |
90,613 |
| 10 |
0.9200 |
0.8823 |
0.0377 |
4.1% |
0.0107 |
1.2% |
79% |
False |
False |
92,654 |
| 20 |
0.9284 |
0.8823 |
0.0461 |
5.1% |
0.0112 |
1.2% |
65% |
False |
False |
96,561 |
| 40 |
0.9289 |
0.8823 |
0.0466 |
5.1% |
0.0121 |
1.3% |
64% |
False |
False |
109,493 |
| 60 |
0.9746 |
0.8823 |
0.0923 |
10.1% |
0.0132 |
1.4% |
32% |
False |
False |
87,495 |
| 80 |
1.0283 |
0.8823 |
0.1460 |
16.0% |
0.0121 |
1.3% |
20% |
False |
False |
65,806 |
| 100 |
1.0454 |
0.8823 |
0.1631 |
17.9% |
0.0110 |
1.2% |
18% |
False |
False |
52,668 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
17.9% |
0.0096 |
1.1% |
18% |
False |
False |
43,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9743 |
|
2.618 |
0.9524 |
|
1.618 |
0.9390 |
|
1.000 |
0.9307 |
|
0.618 |
0.9256 |
|
HIGH |
0.9173 |
|
0.618 |
0.9122 |
|
0.500 |
0.9106 |
|
0.382 |
0.9090 |
|
LOW |
0.9039 |
|
0.618 |
0.8956 |
|
1.000 |
0.8905 |
|
1.618 |
0.8822 |
|
2.618 |
0.8688 |
|
4.250 |
0.8470 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9117 |
0.9117 |
| PP |
0.9111 |
0.9111 |
| S1 |
0.9106 |
0.9106 |
|