CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8971 |
0.8933 |
-0.0038 |
-0.4% |
0.9173 |
| High |
0.8975 |
0.8970 |
-0.0005 |
-0.1% |
0.9217 |
| Low |
0.8881 |
0.8907 |
0.0026 |
0.3% |
0.8918 |
| Close |
0.8932 |
0.8924 |
-0.0008 |
-0.1% |
0.9019 |
| Range |
0.0094 |
0.0063 |
-0.0031 |
-33.0% |
0.0299 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
89,108 |
84,016 |
-5,092 |
-5.7% |
504,753 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9123 |
0.9086 |
0.8959 |
|
| R3 |
0.9060 |
0.9023 |
0.8941 |
|
| R2 |
0.8997 |
0.8997 |
0.8936 |
|
| R1 |
0.8960 |
0.8960 |
0.8930 |
0.8947 |
| PP |
0.8934 |
0.8934 |
0.8934 |
0.8927 |
| S1 |
0.8897 |
0.8897 |
0.8918 |
0.8884 |
| S2 |
0.8871 |
0.8871 |
0.8912 |
|
| S3 |
0.8808 |
0.8834 |
0.8907 |
|
| S4 |
0.8745 |
0.8771 |
0.8889 |
|
|
| 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% |
0.0080 |
0.9% |
24% |
False |
False |
87,343 |
| 10 |
0.9217 |
0.8881 |
0.0336 |
3.8% |
0.0097 |
1.1% |
13% |
False |
False |
93,757 |
| 20 |
0.9217 |
0.8823 |
0.0394 |
4.4% |
0.0102 |
1.1% |
26% |
False |
False |
93,205 |
| 40 |
0.9284 |
0.8823 |
0.0461 |
5.2% |
0.0114 |
1.3% |
22% |
False |
False |
100,929 |
| 60 |
0.9609 |
0.8823 |
0.0786 |
8.8% |
0.0124 |
1.4% |
13% |
False |
False |
102,094 |
| 80 |
1.0184 |
0.8823 |
0.1361 |
15.3% |
0.0124 |
1.4% |
7% |
False |
False |
77,501 |
| 100 |
1.0454 |
0.8823 |
0.1631 |
18.3% |
0.0115 |
1.3% |
6% |
False |
False |
62,037 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
18.3% |
0.0102 |
1.1% |
6% |
False |
False |
51,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9238 |
|
2.618 |
0.9135 |
|
1.618 |
0.9072 |
|
1.000 |
0.9033 |
|
0.618 |
0.9009 |
|
HIGH |
0.8970 |
|
0.618 |
0.8946 |
|
0.500 |
0.8939 |
|
0.382 |
0.8931 |
|
LOW |
0.8907 |
|
0.618 |
0.8868 |
|
1.000 |
0.8844 |
|
1.618 |
0.8805 |
|
2.618 |
0.8742 |
|
4.250 |
0.8639 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8939 |
0.8950 |
| PP |
0.8934 |
0.8941 |
| S1 |
0.8929 |
0.8933 |
|