CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9264 |
0.9351 |
0.0087 |
0.9% |
0.9196 |
| High |
0.9270 |
0.9387 |
0.0117 |
1.3% |
0.9353 |
| Low |
0.9224 |
0.9250 |
0.0026 |
0.3% |
0.9163 |
| Close |
0.9250 |
0.9355 |
0.0105 |
1.1% |
0.9250 |
| Range |
0.0046 |
0.0137 |
0.0091 |
197.8% |
0.0190 |
| ATR |
0.0100 |
0.0102 |
0.0003 |
2.7% |
0.0000 |
| Volume |
21,140 |
2,691 |
-18,449 |
-87.3% |
390,334 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9742 |
0.9685 |
0.9430 |
|
| R3 |
0.9605 |
0.9548 |
0.9393 |
|
| R2 |
0.9468 |
0.9468 |
0.9380 |
|
| R1 |
0.9411 |
0.9411 |
0.9368 |
0.9440 |
| PP |
0.9331 |
0.9331 |
0.9331 |
0.9345 |
| S1 |
0.9274 |
0.9274 |
0.9342 |
0.9303 |
| S2 |
0.9194 |
0.9194 |
0.9330 |
|
| S3 |
0.9057 |
0.9137 |
0.9317 |
|
| S4 |
0.8920 |
0.9000 |
0.9280 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9825 |
0.9728 |
0.9355 |
|
| R3 |
0.9635 |
0.9538 |
0.9302 |
|
| R2 |
0.9445 |
0.9445 |
0.9285 |
|
| R1 |
0.9348 |
0.9348 |
0.9267 |
0.9397 |
| PP |
0.9255 |
0.9255 |
0.9255 |
0.9280 |
| S1 |
0.9158 |
0.9158 |
0.9233 |
0.9207 |
| S2 |
0.9065 |
0.9065 |
0.9215 |
|
| S3 |
0.8875 |
0.8968 |
0.9198 |
|
| S4 |
0.8685 |
0.8778 |
0.9146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9387 |
0.9213 |
0.0174 |
1.9% |
0.0096 |
1.0% |
82% |
True |
False |
63,240 |
| 10 |
0.9387 |
0.8892 |
0.0495 |
5.3% |
0.0105 |
1.1% |
94% |
True |
False |
88,415 |
| 20 |
0.9387 |
0.8881 |
0.0506 |
5.4% |
0.0100 |
1.1% |
94% |
True |
False |
89,826 |
| 40 |
0.9387 |
0.8823 |
0.0564 |
6.0% |
0.0106 |
1.1% |
94% |
True |
False |
93,454 |
| 60 |
0.9387 |
0.8823 |
0.0564 |
6.0% |
0.0113 |
1.2% |
94% |
True |
False |
101,308 |
| 80 |
0.9719 |
0.8823 |
0.0896 |
9.6% |
0.0123 |
1.3% |
59% |
False |
False |
89,150 |
| 100 |
1.0283 |
0.8823 |
0.1460 |
15.6% |
0.0117 |
1.3% |
36% |
False |
False |
71,479 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
17.4% |
0.0109 |
1.2% |
33% |
False |
False |
59,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9969 |
|
2.618 |
0.9746 |
|
1.618 |
0.9609 |
|
1.000 |
0.9524 |
|
0.618 |
0.9472 |
|
HIGH |
0.9387 |
|
0.618 |
0.9335 |
|
0.500 |
0.9319 |
|
0.382 |
0.9302 |
|
LOW |
0.9250 |
|
0.618 |
0.9165 |
|
1.000 |
0.9113 |
|
1.618 |
0.9028 |
|
2.618 |
0.8891 |
|
4.250 |
0.8668 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9343 |
0.9339 |
| PP |
0.9331 |
0.9322 |
| S1 |
0.9319 |
0.9306 |
|