CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9014 |
0.9018 |
0.0004 |
0.0% |
0.9173 |
| High |
0.9059 |
0.9019 |
-0.0040 |
-0.4% |
0.9217 |
| Low |
0.8991 |
0.8922 |
-0.0069 |
-0.8% |
0.8918 |
| Close |
0.9018 |
0.8969 |
-0.0049 |
-0.5% |
0.9019 |
| Range |
0.0068 |
0.0097 |
0.0029 |
42.6% |
0.0299 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
66,286 |
106,170 |
39,884 |
60.2% |
504,753 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9261 |
0.9212 |
0.9022 |
|
| R3 |
0.9164 |
0.9115 |
0.8996 |
|
| R2 |
0.9067 |
0.9067 |
0.8987 |
|
| R1 |
0.9018 |
0.9018 |
0.8978 |
0.8994 |
| PP |
0.8970 |
0.8970 |
0.8970 |
0.8958 |
| S1 |
0.8921 |
0.8921 |
0.8960 |
0.8897 |
| S2 |
0.8873 |
0.8873 |
0.8951 |
|
| S3 |
0.8776 |
0.8824 |
0.8942 |
|
| S4 |
0.8679 |
0.8727 |
0.8916 |
|
|
| 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 |
0.9077 |
0.8918 |
0.0159 |
1.8% |
0.0097 |
1.1% |
32% |
False |
False |
100,575 |
| 10 |
0.9217 |
0.8918 |
0.0299 |
3.3% |
0.0103 |
1.1% |
17% |
False |
False |
95,464 |
| 20 |
0.9217 |
0.8823 |
0.0394 |
4.4% |
0.0106 |
1.2% |
37% |
False |
False |
98,130 |
| 40 |
0.9284 |
0.8823 |
0.0461 |
5.1% |
0.0117 |
1.3% |
32% |
False |
False |
102,102 |
| 60 |
0.9696 |
0.8823 |
0.0873 |
9.7% |
0.0127 |
1.4% |
17% |
False |
False |
99,550 |
| 80 |
1.0207 |
0.8823 |
0.1384 |
15.4% |
0.0124 |
1.4% |
11% |
False |
False |
75,344 |
| 100 |
1.0454 |
0.8823 |
0.1631 |
18.2% |
0.0115 |
1.3% |
9% |
False |
False |
60,309 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
18.2% |
0.0102 |
1.1% |
9% |
False |
False |
50,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9431 |
|
2.618 |
0.9273 |
|
1.618 |
0.9176 |
|
1.000 |
0.9116 |
|
0.618 |
0.9079 |
|
HIGH |
0.9019 |
|
0.618 |
0.8982 |
|
0.500 |
0.8971 |
|
0.382 |
0.8959 |
|
LOW |
0.8922 |
|
0.618 |
0.8862 |
|
1.000 |
0.8825 |
|
1.618 |
0.8765 |
|
2.618 |
0.8668 |
|
4.250 |
0.8510 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8971 |
0.8991 |
| PP |
0.8970 |
0.8983 |
| S1 |
0.8970 |
0.8976 |
|