CME Australian Dollar Future September 2013
Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
0.9196 |
0.9226 |
0.0030 |
0.3% |
0.8923 |
High |
0.9238 |
0.9317 |
0.0079 |
0.9% |
0.9213 |
Low |
0.9163 |
0.9213 |
0.0050 |
0.5% |
0.8892 |
Close |
0.9227 |
0.9308 |
0.0081 |
0.9% |
0.9185 |
Range |
0.0075 |
0.0104 |
0.0029 |
38.7% |
0.0321 |
ATR |
0.0105 |
0.0105 |
0.0000 |
-0.1% |
0.0000 |
Volume |
76,823 |
102,464 |
25,641 |
33.4% |
491,130 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9591 |
0.9554 |
0.9365 |
|
R3 |
0.9487 |
0.9450 |
0.9337 |
|
R2 |
0.9383 |
0.9383 |
0.9327 |
|
R1 |
0.9346 |
0.9346 |
0.9318 |
0.9365 |
PP |
0.9279 |
0.9279 |
0.9279 |
0.9289 |
S1 |
0.9242 |
0.9242 |
0.9298 |
0.9261 |
S2 |
0.9175 |
0.9175 |
0.9289 |
|
S3 |
0.9071 |
0.9138 |
0.9279 |
|
S4 |
0.8967 |
0.9034 |
0.9251 |
|
|
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 |
0.9317 |
0.9029 |
0.0288 |
3.1% |
0.0101 |
1.1% |
97% |
True |
False |
101,941 |
10 |
0.9317 |
0.8881 |
0.0436 |
4.7% |
0.0100 |
1.1% |
98% |
True |
False |
101,175 |
20 |
0.9317 |
0.8881 |
0.0436 |
4.7% |
0.0101 |
1.1% |
98% |
True |
False |
97,135 |
40 |
0.9317 |
0.8823 |
0.0494 |
5.3% |
0.0109 |
1.2% |
98% |
True |
False |
98,051 |
60 |
0.9579 |
0.8823 |
0.0756 |
8.1% |
0.0118 |
1.3% |
64% |
False |
False |
106,468 |
80 |
0.9761 |
0.8823 |
0.0938 |
10.1% |
0.0124 |
1.3% |
52% |
False |
False |
86,555 |
100 |
1.0283 |
0.8823 |
0.1460 |
15.7% |
0.0116 |
1.2% |
33% |
False |
False |
69,350 |
120 |
1.0454 |
0.8823 |
0.1631 |
17.5% |
0.0107 |
1.2% |
30% |
False |
False |
57,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9759 |
2.618 |
0.9589 |
1.618 |
0.9485 |
1.000 |
0.9421 |
0.618 |
0.9381 |
HIGH |
0.9317 |
0.618 |
0.9277 |
0.500 |
0.9265 |
0.382 |
0.9253 |
LOW |
0.9213 |
0.618 |
0.9149 |
1.000 |
0.9109 |
1.618 |
0.9045 |
2.618 |
0.8941 |
4.250 |
0.8771 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9294 |
0.9277 |
PP |
0.9279 |
0.9245 |
S1 |
0.9265 |
0.9214 |
|