CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9226 |
0.9310 |
0.0084 |
0.9% |
0.8923 |
| High |
0.9317 |
0.9336 |
0.0019 |
0.2% |
0.9213 |
| Low |
0.9213 |
0.9274 |
0.0061 |
0.7% |
0.8892 |
| Close |
0.9308 |
0.9330 |
0.0022 |
0.2% |
0.9185 |
| Range |
0.0104 |
0.0062 |
-0.0042 |
-40.4% |
0.0321 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
102,464 |
101,621 |
-843 |
-0.8% |
491,130 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9499 |
0.9477 |
0.9364 |
|
| R3 |
0.9437 |
0.9415 |
0.9347 |
|
| R2 |
0.9375 |
0.9375 |
0.9341 |
|
| R1 |
0.9353 |
0.9353 |
0.9336 |
0.9364 |
| PP |
0.9313 |
0.9313 |
0.9313 |
0.9319 |
| S1 |
0.9291 |
0.9291 |
0.9324 |
0.9302 |
| S2 |
0.9251 |
0.9251 |
0.9319 |
|
| S3 |
0.9189 |
0.9229 |
0.9313 |
|
| S4 |
0.9127 |
0.9167 |
0.9296 |
|
|
| 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 |
0.9336 |
0.9111 |
0.0225 |
2.4% |
0.0083 |
0.9% |
97% |
True |
False |
98,817 |
| 10 |
0.9336 |
0.8881 |
0.0455 |
4.9% |
0.0096 |
1.0% |
99% |
True |
False |
100,720 |
| 20 |
0.9336 |
0.8881 |
0.0455 |
4.9% |
0.0100 |
1.1% |
99% |
True |
False |
98,092 |
| 40 |
0.9336 |
0.8823 |
0.0513 |
5.5% |
0.0106 |
1.1% |
99% |
True |
False |
97,858 |
| 60 |
0.9513 |
0.8823 |
0.0690 |
7.4% |
0.0117 |
1.3% |
73% |
False |
False |
106,641 |
| 80 |
0.9761 |
0.8823 |
0.0938 |
10.1% |
0.0123 |
1.3% |
54% |
False |
False |
87,802 |
| 100 |
1.0283 |
0.8823 |
0.1460 |
15.6% |
0.0116 |
1.2% |
35% |
False |
False |
70,365 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
17.5% |
0.0107 |
1.1% |
31% |
False |
False |
58,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9600 |
|
2.618 |
0.9498 |
|
1.618 |
0.9436 |
|
1.000 |
0.9398 |
|
0.618 |
0.9374 |
|
HIGH |
0.9336 |
|
0.618 |
0.9312 |
|
0.500 |
0.9305 |
|
0.382 |
0.9298 |
|
LOW |
0.9274 |
|
0.618 |
0.9236 |
|
1.000 |
0.9212 |
|
1.618 |
0.9174 |
|
2.618 |
0.9112 |
|
4.250 |
0.9011 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9322 |
0.9303 |
| PP |
0.9313 |
0.9276 |
| S1 |
0.9305 |
0.9250 |
|