CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9116 |
0.9054 |
-0.0062 |
-0.7% |
0.8834 |
| High |
0.9145 |
0.9075 |
-0.0070 |
-0.8% |
0.9140 |
| Low |
0.9064 |
0.9006 |
-0.0058 |
-0.6% |
0.8769 |
| Close |
0.9082 |
0.9030 |
-0.0052 |
-0.6% |
0.9140 |
| Range |
0.0081 |
0.0069 |
-0.0012 |
-14.8% |
0.0371 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
968 |
414 |
-554 |
-57.2% |
2,679 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9244 |
0.9206 |
0.9068 |
|
| R3 |
0.9175 |
0.9137 |
0.9049 |
|
| R2 |
0.9106 |
0.9106 |
0.9043 |
|
| R1 |
0.9068 |
0.9068 |
0.9036 |
0.9053 |
| PP |
0.9037 |
0.9037 |
0.9037 |
0.9029 |
| S1 |
0.8999 |
0.8999 |
0.9024 |
0.8984 |
| S2 |
0.8968 |
0.8968 |
0.9017 |
|
| S3 |
0.8899 |
0.8930 |
0.9011 |
|
| S4 |
0.8830 |
0.8861 |
0.8992 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0129 |
1.0006 |
0.9344 |
|
| R3 |
0.9758 |
0.9635 |
0.9242 |
|
| R2 |
0.9387 |
0.9387 |
0.9208 |
|
| R1 |
0.9264 |
0.9264 |
0.9174 |
0.9326 |
| PP |
0.9016 |
0.9016 |
0.9016 |
0.9047 |
| S1 |
0.8893 |
0.8893 |
0.9106 |
0.8955 |
| S2 |
0.8645 |
0.8645 |
0.9072 |
|
| S3 |
0.8274 |
0.8522 |
0.9038 |
|
| S4 |
0.7903 |
0.8151 |
0.8936 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9145 |
0.8850 |
0.0295 |
3.3% |
0.0105 |
1.2% |
61% |
False |
False |
642 |
| 10 |
0.9145 |
0.8769 |
0.0376 |
4.2% |
0.0100 |
1.1% |
69% |
False |
False |
864 |
| 20 |
0.9210 |
0.8769 |
0.0441 |
4.9% |
0.0101 |
1.1% |
59% |
False |
False |
524 |
| 40 |
0.9424 |
0.8769 |
0.0655 |
7.3% |
0.0110 |
1.2% |
40% |
False |
False |
339 |
| 60 |
0.9679 |
0.8769 |
0.0910 |
10.1% |
0.0104 |
1.1% |
29% |
False |
False |
230 |
| 80 |
1.0197 |
0.8769 |
0.1428 |
15.8% |
0.0086 |
1.0% |
18% |
False |
False |
174 |
| 100 |
1.0359 |
0.8769 |
0.1590 |
17.6% |
0.0069 |
0.8% |
16% |
False |
False |
139 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.6% |
0.0058 |
0.6% |
16% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9368 |
|
2.618 |
0.9256 |
|
1.618 |
0.9187 |
|
1.000 |
0.9144 |
|
0.618 |
0.9118 |
|
HIGH |
0.9075 |
|
0.618 |
0.9049 |
|
0.500 |
0.9041 |
|
0.382 |
0.9032 |
|
LOW |
0.9006 |
|
0.618 |
0.8963 |
|
1.000 |
0.8937 |
|
1.618 |
0.8894 |
|
2.618 |
0.8825 |
|
4.250 |
0.8713 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9041 |
0.9076 |
| PP |
0.9037 |
0.9060 |
| S1 |
0.9034 |
0.9045 |
|