CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9124 |
0.9173 |
0.0049 |
0.5% |
0.9161 |
| High |
0.9198 |
0.9217 |
0.0019 |
0.2% |
0.9200 |
| Low |
0.9107 |
0.9085 |
-0.0022 |
-0.2% |
0.9039 |
| Close |
0.9182 |
0.9109 |
-0.0073 |
-0.8% |
0.9182 |
| Range |
0.0091 |
0.0132 |
0.0041 |
45.1% |
0.0161 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
1.0% |
0.0000 |
| Volume |
87,243 |
80,625 |
-6,618 |
-7.6% |
438,939 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9533 |
0.9453 |
0.9182 |
|
| R3 |
0.9401 |
0.9321 |
0.9145 |
|
| R2 |
0.9269 |
0.9269 |
0.9133 |
|
| R1 |
0.9189 |
0.9189 |
0.9121 |
0.9163 |
| PP |
0.9137 |
0.9137 |
0.9137 |
0.9124 |
| S1 |
0.9057 |
0.9057 |
0.9097 |
0.9031 |
| S2 |
0.9005 |
0.9005 |
0.9085 |
|
| S3 |
0.8873 |
0.8925 |
0.9073 |
|
| S4 |
0.8741 |
0.8793 |
0.9036 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9623 |
0.9564 |
0.9271 |
|
| R3 |
0.9462 |
0.9403 |
0.9226 |
|
| R2 |
0.9301 |
0.9301 |
0.9212 |
|
| R1 |
0.9242 |
0.9242 |
0.9197 |
0.9272 |
| PP |
0.9140 |
0.9140 |
0.9140 |
0.9155 |
| S1 |
0.9081 |
0.9081 |
0.9167 |
0.9111 |
| S2 |
0.8979 |
0.8979 |
0.9152 |
|
| S3 |
0.8818 |
0.8920 |
0.9138 |
|
| S4 |
0.8657 |
0.8759 |
0.9093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9217 |
0.9039 |
0.0178 |
2.0% |
0.0104 |
1.1% |
39% |
True |
False |
88,107 |
| 10 |
0.9217 |
0.8882 |
0.0335 |
3.7% |
0.0111 |
1.2% |
68% |
True |
False |
90,992 |
| 20 |
0.9284 |
0.8823 |
0.0461 |
5.1% |
0.0115 |
1.3% |
62% |
False |
False |
97,221 |
| 40 |
0.9289 |
0.8823 |
0.0466 |
5.1% |
0.0121 |
1.3% |
61% |
False |
False |
106,043 |
| 60 |
0.9719 |
0.8823 |
0.0896 |
9.8% |
0.0130 |
1.4% |
32% |
False |
False |
90,238 |
| 80 |
1.0283 |
0.8823 |
0.1460 |
16.0% |
0.0122 |
1.3% |
20% |
False |
False |
67,897 |
| 100 |
1.0454 |
0.8823 |
0.1631 |
17.9% |
0.0112 |
1.2% |
18% |
False |
False |
54,346 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
17.9% |
0.0098 |
1.1% |
18% |
False |
False |
45,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9778 |
|
2.618 |
0.9563 |
|
1.618 |
0.9431 |
|
1.000 |
0.9349 |
|
0.618 |
0.9299 |
|
HIGH |
0.9217 |
|
0.618 |
0.9167 |
|
0.500 |
0.9151 |
|
0.382 |
0.9135 |
|
LOW |
0.9085 |
|
0.618 |
0.9003 |
|
1.000 |
0.8953 |
|
1.618 |
0.8871 |
|
2.618 |
0.8739 |
|
4.250 |
0.8524 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9151 |
0.9128 |
| PP |
0.9137 |
0.9122 |
| S1 |
0.9123 |
0.9115 |
|