CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9157 |
0.9123 |
-0.0034 |
-0.4% |
0.8923 |
| High |
0.9184 |
0.9213 |
0.0029 |
0.3% |
0.9213 |
| Low |
0.9111 |
0.9111 |
0.0000 |
0.0% |
0.8892 |
| Close |
0.9115 |
0.9185 |
0.0070 |
0.8% |
0.9185 |
| Range |
0.0073 |
0.0102 |
0.0029 |
39.7% |
0.0321 |
| ATR |
0.0108 |
0.0107 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
101,197 |
111,980 |
10,783 |
10.7% |
491,130 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9476 |
0.9432 |
0.9241 |
|
| R3 |
0.9374 |
0.9330 |
0.9213 |
|
| R2 |
0.9272 |
0.9272 |
0.9204 |
|
| R1 |
0.9228 |
0.9228 |
0.9194 |
0.9250 |
| PP |
0.9170 |
0.9170 |
0.9170 |
0.9181 |
| S1 |
0.9126 |
0.9126 |
0.9176 |
0.9148 |
| S2 |
0.9068 |
0.9068 |
0.9166 |
|
| S3 |
0.8966 |
0.9024 |
0.9157 |
|
| S4 |
0.8864 |
0.8922 |
0.9129 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0060 |
0.9943 |
0.9362 |
|
| R3 |
0.9739 |
0.9622 |
0.9273 |
|
| R2 |
0.9418 |
0.9418 |
0.9244 |
|
| R1 |
0.9301 |
0.9301 |
0.9214 |
0.9360 |
| PP |
0.9097 |
0.9097 |
0.9097 |
0.9126 |
| S1 |
0.8980 |
0.8980 |
0.9156 |
0.9039 |
| S2 |
0.8776 |
0.8776 |
0.9126 |
|
| S3 |
0.8455 |
0.8659 |
0.9097 |
|
| S4 |
0.8134 |
0.8338 |
0.9008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9213 |
0.8883 |
0.0330 |
3.6% |
0.0113 |
1.2% |
92% |
True |
False |
110,634 |
| 10 |
0.9213 |
0.8881 |
0.0332 |
3.6% |
0.0097 |
1.1% |
92% |
True |
False |
98,988 |
| 20 |
0.9217 |
0.8881 |
0.0336 |
3.7% |
0.0103 |
1.1% |
90% |
False |
False |
97,190 |
| 40 |
0.9284 |
0.8823 |
0.0461 |
5.0% |
0.0111 |
1.2% |
79% |
False |
False |
98,525 |
| 60 |
0.9593 |
0.8823 |
0.0770 |
8.4% |
0.0121 |
1.3% |
47% |
False |
False |
107,848 |
| 80 |
0.9833 |
0.8823 |
0.1010 |
11.0% |
0.0124 |
1.4% |
36% |
False |
False |
84,351 |
| 100 |
1.0283 |
0.8823 |
0.1460 |
15.9% |
0.0116 |
1.3% |
25% |
False |
False |
67,562 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
17.8% |
0.0106 |
1.2% |
22% |
False |
False |
56,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9647 |
|
2.618 |
0.9480 |
|
1.618 |
0.9378 |
|
1.000 |
0.9315 |
|
0.618 |
0.9276 |
|
HIGH |
0.9213 |
|
0.618 |
0.9174 |
|
0.500 |
0.9162 |
|
0.382 |
0.9150 |
|
LOW |
0.9111 |
|
0.618 |
0.9048 |
|
1.000 |
0.9009 |
|
1.618 |
0.8946 |
|
2.618 |
0.8844 |
|
4.250 |
0.8678 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9177 |
0.9164 |
| PP |
0.9170 |
0.9142 |
| S1 |
0.9162 |
0.9121 |
|