CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9050 |
0.9157 |
0.0107 |
1.2% |
0.9014 |
| High |
0.9181 |
0.9184 |
0.0003 |
0.0% |
0.9059 |
| Low |
0.9029 |
0.9111 |
0.0082 |
0.9% |
0.8881 |
| Close |
0.9162 |
0.9115 |
-0.0047 |
-0.5% |
0.8892 |
| Range |
0.0152 |
0.0073 |
-0.0079 |
-52.0% |
0.0178 |
| ATR |
0.0110 |
0.0108 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
117,245 |
101,197 |
-16,048 |
-13.7% |
407,624 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9356 |
0.9308 |
0.9155 |
|
| R3 |
0.9283 |
0.9235 |
0.9135 |
|
| R2 |
0.9210 |
0.9210 |
0.9128 |
|
| R1 |
0.9162 |
0.9162 |
0.9122 |
0.9150 |
| PP |
0.9137 |
0.9137 |
0.9137 |
0.9130 |
| S1 |
0.9089 |
0.9089 |
0.9108 |
0.9077 |
| S2 |
0.9064 |
0.9064 |
0.9102 |
|
| S3 |
0.8991 |
0.9016 |
0.9095 |
|
| S4 |
0.8918 |
0.8943 |
0.9075 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9478 |
0.9363 |
0.8990 |
|
| R3 |
0.9300 |
0.9185 |
0.8941 |
|
| R2 |
0.9122 |
0.9122 |
0.8925 |
|
| R1 |
0.9007 |
0.9007 |
0.8908 |
0.8976 |
| PP |
0.8944 |
0.8944 |
0.8944 |
0.8928 |
| S1 |
0.8829 |
0.8829 |
0.8876 |
0.8798 |
| S2 |
0.8766 |
0.8766 |
0.8859 |
|
| S3 |
0.8588 |
0.8651 |
0.8843 |
|
| S4 |
0.8410 |
0.8473 |
0.8794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9184 |
0.8883 |
0.0301 |
3.3% |
0.0105 |
1.2% |
77% |
True |
False |
105,042 |
| 10 |
0.9184 |
0.8881 |
0.0303 |
3.3% |
0.0098 |
1.1% |
77% |
True |
False |
98,913 |
| 20 |
0.9217 |
0.8881 |
0.0336 |
3.7% |
0.0106 |
1.2% |
70% |
False |
False |
97,279 |
| 40 |
0.9284 |
0.8823 |
0.0461 |
5.1% |
0.0113 |
1.2% |
63% |
False |
False |
99,452 |
| 60 |
0.9593 |
0.8823 |
0.0770 |
8.4% |
0.0121 |
1.3% |
38% |
False |
False |
107,260 |
| 80 |
0.9913 |
0.8823 |
0.1090 |
12.0% |
0.0124 |
1.4% |
27% |
False |
False |
82,955 |
| 100 |
1.0283 |
0.8823 |
0.1460 |
16.0% |
0.0115 |
1.3% |
20% |
False |
False |
66,446 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
17.9% |
0.0105 |
1.2% |
18% |
False |
False |
55,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9494 |
|
2.618 |
0.9375 |
|
1.618 |
0.9302 |
|
1.000 |
0.9257 |
|
0.618 |
0.9229 |
|
HIGH |
0.9184 |
|
0.618 |
0.9156 |
|
0.500 |
0.9148 |
|
0.382 |
0.9139 |
|
LOW |
0.9111 |
|
0.618 |
0.9066 |
|
1.000 |
0.9038 |
|
1.618 |
0.8993 |
|
2.618 |
0.8920 |
|
4.250 |
0.8801 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9148 |
0.9089 |
| PP |
0.9137 |
0.9064 |
| S1 |
0.9126 |
0.9038 |
|