CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9067 |
0.9064 |
-0.0003 |
0.0% |
0.9116 |
| High |
0.9119 |
0.9143 |
0.0024 |
0.3% |
0.9145 |
| Low |
0.8989 |
0.9057 |
0.0068 |
0.8% |
0.8989 |
| Close |
0.9069 |
0.9128 |
0.0059 |
0.7% |
0.9128 |
| Range |
0.0130 |
0.0086 |
-0.0044 |
-33.8% |
0.0156 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
989 |
440 |
-549 |
-55.5% |
3,142 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9367 |
0.9334 |
0.9175 |
|
| R3 |
0.9281 |
0.9248 |
0.9152 |
|
| R2 |
0.9195 |
0.9195 |
0.9144 |
|
| R1 |
0.9162 |
0.9162 |
0.9136 |
0.9179 |
| PP |
0.9109 |
0.9109 |
0.9109 |
0.9118 |
| S1 |
0.9076 |
0.9076 |
0.9120 |
0.9093 |
| S2 |
0.9023 |
0.9023 |
0.9112 |
|
| S3 |
0.8937 |
0.8990 |
0.9104 |
|
| S4 |
0.8851 |
0.8904 |
0.9081 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9555 |
0.9498 |
0.9214 |
|
| R3 |
0.9399 |
0.9342 |
0.9171 |
|
| R2 |
0.9243 |
0.9243 |
0.9157 |
|
| R1 |
0.9186 |
0.9186 |
0.9142 |
0.9215 |
| PP |
0.9087 |
0.9087 |
0.9087 |
0.9102 |
| S1 |
0.9030 |
0.9030 |
0.9114 |
0.9059 |
| S2 |
0.8931 |
0.8931 |
0.9099 |
|
| S3 |
0.8775 |
0.8874 |
0.9085 |
|
| S4 |
0.8619 |
0.8718 |
0.9042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9145 |
0.8989 |
0.0156 |
1.7% |
0.0088 |
1.0% |
89% |
False |
False |
628 |
| 10 |
0.9145 |
0.8769 |
0.0376 |
4.1% |
0.0099 |
1.1% |
95% |
False |
False |
582 |
| 20 |
0.9210 |
0.8769 |
0.0441 |
4.8% |
0.0103 |
1.1% |
81% |
False |
False |
585 |
| 40 |
0.9233 |
0.8769 |
0.0464 |
5.1% |
0.0106 |
1.2% |
77% |
False |
False |
375 |
| 60 |
0.9626 |
0.8769 |
0.0857 |
9.4% |
0.0105 |
1.1% |
42% |
False |
False |
259 |
| 80 |
1.0197 |
0.8769 |
0.1428 |
15.6% |
0.0089 |
1.0% |
25% |
False |
False |
196 |
| 100 |
1.0359 |
0.8769 |
0.1590 |
17.4% |
0.0072 |
0.8% |
23% |
False |
False |
157 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.4% |
0.0060 |
0.7% |
23% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9509 |
|
2.618 |
0.9368 |
|
1.618 |
0.9282 |
|
1.000 |
0.9229 |
|
0.618 |
0.9196 |
|
HIGH |
0.9143 |
|
0.618 |
0.9110 |
|
0.500 |
0.9100 |
|
0.382 |
0.9090 |
|
LOW |
0.9057 |
|
0.618 |
0.9004 |
|
1.000 |
0.8971 |
|
1.618 |
0.8918 |
|
2.618 |
0.8832 |
|
4.250 |
0.8692 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9119 |
0.9107 |
| PP |
0.9109 |
0.9087 |
| S1 |
0.9100 |
0.9066 |
|