CME Australian Dollar Future September 2013
Trading Metrics calculated at close of trading on 22-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
0.9054 |
0.8966 |
-0.0088 |
-1.0% |
0.9161 |
High |
0.9077 |
0.9031 |
-0.0046 |
-0.5% |
0.9200 |
Low |
0.8949 |
0.8918 |
-0.0031 |
-0.3% |
0.9039 |
Close |
0.9010 |
0.8986 |
-0.0024 |
-0.3% |
0.9182 |
Range |
0.0128 |
0.0113 |
-0.0015 |
-11.7% |
0.0161 |
ATR |
0.0116 |
0.0116 |
0.0000 |
-0.2% |
0.0000 |
Volume |
128,058 |
111,229 |
-16,829 |
-13.1% |
438,939 |
|
Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9317 |
0.9265 |
0.9048 |
|
R3 |
0.9204 |
0.9152 |
0.9017 |
|
R2 |
0.9091 |
0.9091 |
0.9007 |
|
R1 |
0.9039 |
0.9039 |
0.8996 |
0.9065 |
PP |
0.8978 |
0.8978 |
0.8978 |
0.8992 |
S1 |
0.8926 |
0.8926 |
0.8976 |
0.8952 |
S2 |
0.8865 |
0.8865 |
0.8965 |
|
S3 |
0.8752 |
0.8813 |
0.8955 |
|
S4 |
0.8639 |
0.8700 |
0.8924 |
|
|
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 |
0.8918 |
0.0299 |
3.3% |
0.0114 |
1.3% |
23% |
False |
True |
100,172 |
10 |
0.9217 |
0.8918 |
0.0299 |
3.3% |
0.0108 |
1.2% |
23% |
False |
True |
95,392 |
20 |
0.9264 |
0.8823 |
0.0441 |
4.9% |
0.0111 |
1.2% |
37% |
False |
False |
98,683 |
40 |
0.9287 |
0.8823 |
0.0464 |
5.2% |
0.0120 |
1.3% |
35% |
False |
False |
104,326 |
60 |
0.9719 |
0.8823 |
0.0896 |
10.0% |
0.0130 |
1.4% |
18% |
False |
False |
95,649 |
80 |
1.0269 |
0.8823 |
0.1446 |
16.1% |
0.0124 |
1.4% |
11% |
False |
False |
72,056 |
100 |
1.0454 |
0.8823 |
0.1631 |
18.2% |
0.0114 |
1.3% |
10% |
False |
False |
57,675 |
120 |
1.0454 |
0.8823 |
0.1631 |
18.2% |
0.0100 |
1.1% |
10% |
False |
False |
48,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9511 |
2.618 |
0.9327 |
1.618 |
0.9214 |
1.000 |
0.9144 |
0.618 |
0.9101 |
HIGH |
0.9031 |
0.618 |
0.8988 |
0.500 |
0.8975 |
0.382 |
0.8961 |
LOW |
0.8918 |
0.618 |
0.8848 |
1.000 |
0.8805 |
1.618 |
0.8735 |
2.618 |
0.8622 |
4.250 |
0.8438 |
|
|
Fisher Pivots for day following 22-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
0.8982 |
0.9018 |
PP |
0.8978 |
0.9007 |
S1 |
0.8975 |
0.8997 |
|