CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9102 |
0.9054 |
-0.0048 |
-0.5% |
0.9161 |
| High |
0.9117 |
0.9077 |
-0.0040 |
-0.4% |
0.9200 |
| Low |
0.9011 |
0.8949 |
-0.0062 |
-0.7% |
0.9039 |
| Close |
0.9077 |
0.9010 |
-0.0067 |
-0.7% |
0.9182 |
| Range |
0.0106 |
0.0128 |
0.0022 |
20.8% |
0.0161 |
| ATR |
0.0116 |
0.0116 |
0.0001 |
0.8% |
0.0000 |
| Volume |
93,706 |
128,058 |
34,352 |
36.7% |
438,939 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9396 |
0.9331 |
0.9080 |
|
| R3 |
0.9268 |
0.9203 |
0.9045 |
|
| R2 |
0.9140 |
0.9140 |
0.9033 |
|
| R1 |
0.9075 |
0.9075 |
0.9022 |
0.9044 |
| PP |
0.9012 |
0.9012 |
0.9012 |
0.8996 |
| S1 |
0.8947 |
0.8947 |
0.8998 |
0.8916 |
| S2 |
0.8884 |
0.8884 |
0.8987 |
|
| S3 |
0.8756 |
0.8819 |
0.8975 |
|
| S4 |
0.8628 |
0.8691 |
0.8940 |
|
|
| 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 |
0.8949 |
0.0268 |
3.0% |
0.0118 |
1.3% |
23% |
False |
True |
100,579 |
| 10 |
0.9217 |
0.8948 |
0.0269 |
3.0% |
0.0114 |
1.3% |
23% |
False |
False |
95,645 |
| 20 |
0.9264 |
0.8823 |
0.0441 |
4.9% |
0.0113 |
1.3% |
42% |
False |
False |
97,972 |
| 40 |
0.9289 |
0.8823 |
0.0466 |
5.2% |
0.0120 |
1.3% |
40% |
False |
False |
104,948 |
| 60 |
0.9719 |
0.8823 |
0.0896 |
9.9% |
0.0131 |
1.5% |
21% |
False |
False |
93,850 |
| 80 |
1.0283 |
0.8823 |
0.1460 |
16.2% |
0.0123 |
1.4% |
13% |
False |
False |
70,666 |
| 100 |
1.0454 |
0.8823 |
0.1631 |
18.1% |
0.0113 |
1.3% |
11% |
False |
False |
56,562 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
18.1% |
0.0100 |
1.1% |
11% |
False |
False |
47,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9621 |
|
2.618 |
0.9412 |
|
1.618 |
0.9284 |
|
1.000 |
0.9205 |
|
0.618 |
0.9156 |
|
HIGH |
0.9077 |
|
0.618 |
0.9028 |
|
0.500 |
0.9013 |
|
0.382 |
0.8998 |
|
LOW |
0.8949 |
|
0.618 |
0.8870 |
|
1.000 |
0.8821 |
|
1.618 |
0.8742 |
|
2.618 |
0.8614 |
|
4.250 |
0.8405 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9013 |
0.9083 |
| PP |
0.9012 |
0.9059 |
| S1 |
0.9011 |
0.9034 |
|