CME Australian Dollar Future December 2013
Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
0.9064 |
0.9128 |
0.0064 |
0.7% |
0.9116 |
High |
0.9143 |
0.9159 |
0.0016 |
0.2% |
0.9145 |
Low |
0.9057 |
0.9042 |
-0.0015 |
-0.2% |
0.8989 |
Close |
0.9128 |
0.9056 |
-0.0072 |
-0.8% |
0.9128 |
Range |
0.0086 |
0.0117 |
0.0031 |
36.0% |
0.0156 |
ATR |
0.0105 |
0.0106 |
0.0001 |
0.8% |
0.0000 |
Volume |
440 |
450 |
10 |
2.3% |
3,142 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9437 |
0.9363 |
0.9120 |
|
R3 |
0.9320 |
0.9246 |
0.9088 |
|
R2 |
0.9203 |
0.9203 |
0.9077 |
|
R1 |
0.9129 |
0.9129 |
0.9067 |
0.9108 |
PP |
0.9086 |
0.9086 |
0.9086 |
0.9075 |
S1 |
0.9012 |
0.9012 |
0.9045 |
0.8991 |
S2 |
0.8969 |
0.8969 |
0.9035 |
|
S3 |
0.8852 |
0.8895 |
0.9024 |
|
S4 |
0.8735 |
0.8778 |
0.8992 |
|
|
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 |
0.9159 |
0.8989 |
0.0170 |
1.9% |
0.0095 |
1.1% |
39% |
True |
False |
524 |
10 |
0.9159 |
0.8837 |
0.0322 |
3.6% |
0.0102 |
1.1% |
68% |
True |
False |
585 |
20 |
0.9210 |
0.8769 |
0.0441 |
4.9% |
0.0105 |
1.2% |
65% |
False |
False |
601 |
40 |
0.9233 |
0.8769 |
0.0464 |
5.1% |
0.0107 |
1.2% |
62% |
False |
False |
380 |
60 |
0.9626 |
0.8769 |
0.0857 |
9.5% |
0.0105 |
1.2% |
33% |
False |
False |
265 |
80 |
1.0197 |
0.8769 |
0.1428 |
15.8% |
0.0090 |
1.0% |
20% |
False |
False |
201 |
100 |
1.0359 |
0.8769 |
0.1590 |
17.6% |
0.0073 |
0.8% |
18% |
False |
False |
161 |
120 |
1.0359 |
0.8769 |
0.1590 |
17.6% |
0.0061 |
0.7% |
18% |
False |
False |
134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9656 |
2.618 |
0.9465 |
1.618 |
0.9348 |
1.000 |
0.9276 |
0.618 |
0.9231 |
HIGH |
0.9159 |
0.618 |
0.9114 |
0.500 |
0.9101 |
0.382 |
0.9087 |
LOW |
0.9042 |
0.618 |
0.8970 |
1.000 |
0.8925 |
1.618 |
0.8853 |
2.618 |
0.8736 |
4.250 |
0.8545 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9101 |
0.9074 |
PP |
0.9086 |
0.9068 |
S1 |
0.9071 |
0.9062 |
|