CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9018 |
0.8971 |
-0.0047 |
-0.5% |
0.9173 |
| High |
0.9019 |
0.8975 |
-0.0044 |
-0.5% |
0.9217 |
| Low |
0.8922 |
0.8881 |
-0.0041 |
-0.5% |
0.8918 |
| Close |
0.8969 |
0.8932 |
-0.0037 |
-0.4% |
0.9019 |
| Range |
0.0097 |
0.0094 |
-0.0003 |
-3.1% |
0.0299 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
106,170 |
89,108 |
-17,062 |
-16.1% |
504,753 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9211 |
0.9166 |
0.8984 |
|
| R3 |
0.9117 |
0.9072 |
0.8958 |
|
| R2 |
0.9023 |
0.9023 |
0.8949 |
|
| R1 |
0.8978 |
0.8978 |
0.8941 |
0.8954 |
| PP |
0.8929 |
0.8929 |
0.8929 |
0.8917 |
| S1 |
0.8884 |
0.8884 |
0.8923 |
0.8860 |
| S2 |
0.8835 |
0.8835 |
0.8915 |
|
| S3 |
0.8741 |
0.8790 |
0.8906 |
|
| S4 |
0.8647 |
0.8696 |
0.8880 |
|
|
| 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 |
0.9059 |
0.8881 |
0.0178 |
2.0% |
0.0090 |
1.0% |
29% |
False |
True |
92,785 |
| 10 |
0.9217 |
0.8881 |
0.0336 |
3.8% |
0.0104 |
1.2% |
15% |
False |
True |
96,682 |
| 20 |
0.9217 |
0.8823 |
0.0394 |
4.4% |
0.0104 |
1.2% |
28% |
False |
False |
94,623 |
| 40 |
0.9284 |
0.8823 |
0.0461 |
5.2% |
0.0116 |
1.3% |
24% |
False |
False |
101,739 |
| 60 |
0.9609 |
0.8823 |
0.0786 |
8.8% |
0.0126 |
1.4% |
14% |
False |
False |
100,838 |
| 80 |
1.0184 |
0.8823 |
0.1361 |
15.2% |
0.0125 |
1.4% |
8% |
False |
False |
76,455 |
| 100 |
1.0454 |
0.8823 |
0.1631 |
18.3% |
0.0115 |
1.3% |
7% |
False |
False |
61,199 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
18.3% |
0.0102 |
1.1% |
7% |
False |
False |
51,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9375 |
|
2.618 |
0.9221 |
|
1.618 |
0.9127 |
|
1.000 |
0.9069 |
|
0.618 |
0.9033 |
|
HIGH |
0.8975 |
|
0.618 |
0.8939 |
|
0.500 |
0.8928 |
|
0.382 |
0.8917 |
|
LOW |
0.8881 |
|
0.618 |
0.8823 |
|
1.000 |
0.8787 |
|
1.618 |
0.8729 |
|
2.618 |
0.8635 |
|
4.250 |
0.8482 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8931 |
0.8970 |
| PP |
0.8929 |
0.8957 |
| S1 |
0.8928 |
0.8945 |
|