CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9054 |
0.9028 |
-0.0026 |
-0.3% |
0.8834 |
| High |
0.9075 |
0.9086 |
0.0011 |
0.1% |
0.9140 |
| Low |
0.9006 |
0.9011 |
0.0005 |
0.1% |
0.8769 |
| Close |
0.9030 |
0.9070 |
0.0040 |
0.4% |
0.9140 |
| Range |
0.0069 |
0.0075 |
0.0006 |
8.7% |
0.0371 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
414 |
331 |
-83 |
-20.0% |
2,679 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9281 |
0.9250 |
0.9111 |
|
| R3 |
0.9206 |
0.9175 |
0.9091 |
|
| R2 |
0.9131 |
0.9131 |
0.9084 |
|
| R1 |
0.9100 |
0.9100 |
0.9077 |
0.9116 |
| PP |
0.9056 |
0.9056 |
0.9056 |
0.9063 |
| S1 |
0.9025 |
0.9025 |
0.9063 |
0.9041 |
| S2 |
0.8981 |
0.8981 |
0.9056 |
|
| S3 |
0.8906 |
0.8950 |
0.9049 |
|
| S4 |
0.8831 |
0.8875 |
0.9029 |
|
|
| 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 |
0.8888 |
0.0257 |
2.8% |
0.0101 |
1.1% |
71% |
False |
False |
558 |
| 10 |
0.9145 |
0.8769 |
0.0376 |
4.1% |
0.0095 |
1.1% |
80% |
False |
False |
676 |
| 20 |
0.9210 |
0.8769 |
0.0441 |
4.9% |
0.0100 |
1.1% |
68% |
False |
False |
528 |
| 40 |
0.9424 |
0.8769 |
0.0655 |
7.2% |
0.0110 |
1.2% |
46% |
False |
False |
348 |
| 60 |
0.9673 |
0.8769 |
0.0904 |
10.0% |
0.0104 |
1.1% |
33% |
False |
False |
235 |
| 80 |
1.0197 |
0.8769 |
0.1428 |
15.7% |
0.0087 |
1.0% |
21% |
False |
False |
178 |
| 100 |
1.0359 |
0.8769 |
0.1590 |
17.5% |
0.0070 |
0.8% |
19% |
False |
False |
142 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.5% |
0.0059 |
0.6% |
19% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9405 |
|
2.618 |
0.9282 |
|
1.618 |
0.9207 |
|
1.000 |
0.9161 |
|
0.618 |
0.9132 |
|
HIGH |
0.9086 |
|
0.618 |
0.9057 |
|
0.500 |
0.9049 |
|
0.382 |
0.9040 |
|
LOW |
0.9011 |
|
0.618 |
0.8965 |
|
1.000 |
0.8936 |
|
1.618 |
0.8890 |
|
2.618 |
0.8815 |
|
4.250 |
0.8692 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9063 |
0.9076 |
| PP |
0.9056 |
0.9074 |
| S1 |
0.9049 |
0.9072 |
|