CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8966 |
0.9003 |
0.0037 |
0.4% |
0.9173 |
| High |
0.9031 |
0.9038 |
0.0007 |
0.1% |
0.9217 |
| Low |
0.8918 |
0.8959 |
0.0041 |
0.5% |
0.8918 |
| Close |
0.8986 |
0.9019 |
0.0033 |
0.4% |
0.9019 |
| Range |
0.0113 |
0.0079 |
-0.0034 |
-30.1% |
0.0299 |
| ATR |
0.0116 |
0.0114 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
111,229 |
91,135 |
-20,094 |
-18.1% |
504,753 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9242 |
0.9210 |
0.9062 |
|
| R3 |
0.9163 |
0.9131 |
0.9041 |
|
| R2 |
0.9084 |
0.9084 |
0.9033 |
|
| R1 |
0.9052 |
0.9052 |
0.9026 |
0.9068 |
| PP |
0.9005 |
0.9005 |
0.9005 |
0.9014 |
| S1 |
0.8973 |
0.8973 |
0.9012 |
0.8989 |
| S2 |
0.8926 |
0.8926 |
0.9005 |
|
| S3 |
0.8847 |
0.8894 |
0.8997 |
|
| S4 |
0.8768 |
0.8815 |
0.8976 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9948 |
0.9783 |
0.9183 |
|
| R3 |
0.9649 |
0.9484 |
0.9101 |
|
| R2 |
0.9350 |
0.9350 |
0.9074 |
|
| R1 |
0.9185 |
0.9185 |
0.9046 |
0.9118 |
| PP |
0.9051 |
0.9051 |
0.9051 |
0.9018 |
| S1 |
0.8886 |
0.8886 |
0.8992 |
0.8819 |
| S2 |
0.8752 |
0.8752 |
0.8964 |
|
| S3 |
0.8453 |
0.8587 |
0.8937 |
|
| S4 |
0.8154 |
0.8288 |
0.8855 |
|
|
| 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% |
0.0112 |
1.2% |
34% |
False |
False |
100,950 |
| 10 |
0.9217 |
0.8918 |
0.0299 |
3.3% |
0.0103 |
1.1% |
34% |
False |
False |
94,369 |
| 20 |
0.9256 |
0.8823 |
0.0433 |
4.8% |
0.0111 |
1.2% |
45% |
False |
False |
99,444 |
| 40 |
0.9284 |
0.8823 |
0.0461 |
5.1% |
0.0120 |
1.3% |
43% |
False |
False |
103,836 |
| 60 |
0.9719 |
0.8823 |
0.0896 |
9.9% |
0.0130 |
1.4% |
22% |
False |
False |
96,947 |
| 80 |
1.0223 |
0.8823 |
0.1400 |
15.5% |
0.0124 |
1.4% |
14% |
False |
False |
73,193 |
| 100 |
1.0454 |
0.8823 |
0.1631 |
18.1% |
0.0115 |
1.3% |
12% |
False |
False |
58,585 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
18.1% |
0.0101 |
1.1% |
12% |
False |
False |
48,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9374 |
|
2.618 |
0.9245 |
|
1.618 |
0.9166 |
|
1.000 |
0.9117 |
|
0.618 |
0.9087 |
|
HIGH |
0.9038 |
|
0.618 |
0.9008 |
|
0.500 |
0.8999 |
|
0.382 |
0.8989 |
|
LOW |
0.8959 |
|
0.618 |
0.8910 |
|
1.000 |
0.8880 |
|
1.618 |
0.8831 |
|
2.618 |
0.8752 |
|
4.250 |
0.8623 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9012 |
0.9012 |
| PP |
0.9005 |
0.9005 |
| S1 |
0.8999 |
0.8998 |
|