CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9173 |
0.9102 |
-0.0071 |
-0.8% |
0.9161 |
| High |
0.9217 |
0.9117 |
-0.0100 |
-1.1% |
0.9200 |
| Low |
0.9085 |
0.9011 |
-0.0074 |
-0.8% |
0.9039 |
| Close |
0.9109 |
0.9077 |
-0.0032 |
-0.4% |
0.9182 |
| Range |
0.0132 |
0.0106 |
-0.0026 |
-19.7% |
0.0161 |
| ATR |
0.0116 |
0.0116 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
80,625 |
93,706 |
13,081 |
16.2% |
438,939 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9386 |
0.9338 |
0.9135 |
|
| R3 |
0.9280 |
0.9232 |
0.9106 |
|
| R2 |
0.9174 |
0.9174 |
0.9096 |
|
| R1 |
0.9126 |
0.9126 |
0.9087 |
0.9097 |
| PP |
0.9068 |
0.9068 |
0.9068 |
0.9054 |
| S1 |
0.9020 |
0.9020 |
0.9067 |
0.8991 |
| S2 |
0.8962 |
0.8962 |
0.9058 |
|
| S3 |
0.8856 |
0.8914 |
0.9048 |
|
| S4 |
0.8750 |
0.8808 |
0.9019 |
|
|
| 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 |
0.9011 |
0.0206 |
2.3% |
0.0109 |
1.2% |
32% |
False |
True |
90,354 |
| 10 |
0.9217 |
0.8895 |
0.0322 |
3.5% |
0.0112 |
1.2% |
57% |
False |
False |
90,656 |
| 20 |
0.9284 |
0.8823 |
0.0461 |
5.1% |
0.0116 |
1.3% |
55% |
False |
False |
97,761 |
| 40 |
0.9289 |
0.8823 |
0.0466 |
5.1% |
0.0120 |
1.3% |
55% |
False |
False |
104,663 |
| 60 |
0.9719 |
0.8823 |
0.0896 |
9.9% |
0.0130 |
1.4% |
28% |
False |
False |
91,746 |
| 80 |
1.0283 |
0.8823 |
0.1460 |
16.1% |
0.0123 |
1.4% |
17% |
False |
False |
69,066 |
| 100 |
1.0454 |
0.8823 |
0.1631 |
18.0% |
0.0112 |
1.2% |
16% |
False |
False |
55,282 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
18.0% |
0.0098 |
1.1% |
16% |
False |
False |
46,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9568 |
|
2.618 |
0.9395 |
|
1.618 |
0.9289 |
|
1.000 |
0.9223 |
|
0.618 |
0.9183 |
|
HIGH |
0.9117 |
|
0.618 |
0.9077 |
|
0.500 |
0.9064 |
|
0.382 |
0.9051 |
|
LOW |
0.9011 |
|
0.618 |
0.8945 |
|
1.000 |
0.8905 |
|
1.618 |
0.8839 |
|
2.618 |
0.8733 |
|
4.250 |
0.8561 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9073 |
0.9114 |
| PP |
0.9068 |
0.9102 |
| S1 |
0.9064 |
0.9089 |
|