CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9128 |
0.9061 |
-0.0067 |
-0.7% |
0.9116 |
| High |
0.9159 |
0.9061 |
-0.0098 |
-1.1% |
0.9145 |
| Low |
0.9042 |
0.8959 |
-0.0083 |
-0.9% |
0.8989 |
| Close |
0.9056 |
0.9024 |
-0.0032 |
-0.4% |
0.9128 |
| Range |
0.0117 |
0.0102 |
-0.0015 |
-12.8% |
0.0156 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
450 |
307 |
-143 |
-31.8% |
3,142 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9321 |
0.9274 |
0.9080 |
|
| R3 |
0.9219 |
0.9172 |
0.9052 |
|
| R2 |
0.9117 |
0.9117 |
0.9043 |
|
| R1 |
0.9070 |
0.9070 |
0.9033 |
0.9043 |
| PP |
0.9015 |
0.9015 |
0.9015 |
0.9001 |
| S1 |
0.8968 |
0.8968 |
0.9015 |
0.8941 |
| S2 |
0.8913 |
0.8913 |
0.9005 |
|
| S3 |
0.8811 |
0.8866 |
0.8996 |
|
| S4 |
0.8709 |
0.8764 |
0.8968 |
|
|
| 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 |
0.8959 |
0.0200 |
2.2% |
0.0102 |
1.1% |
33% |
False |
True |
503 |
| 10 |
0.9159 |
0.8850 |
0.0309 |
3.4% |
0.0104 |
1.1% |
56% |
False |
False |
573 |
| 20 |
0.9210 |
0.8769 |
0.0441 |
4.9% |
0.0106 |
1.2% |
58% |
False |
False |
610 |
| 40 |
0.9233 |
0.8769 |
0.0464 |
5.1% |
0.0106 |
1.2% |
55% |
False |
False |
384 |
| 60 |
0.9626 |
0.8769 |
0.0857 |
9.5% |
0.0106 |
1.2% |
30% |
False |
False |
270 |
| 80 |
1.0197 |
0.8769 |
0.1428 |
15.8% |
0.0091 |
1.0% |
18% |
False |
False |
205 |
| 100 |
1.0359 |
0.8769 |
0.1590 |
17.6% |
0.0074 |
0.8% |
16% |
False |
False |
164 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.6% |
0.0062 |
0.7% |
16% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9495 |
|
2.618 |
0.9328 |
|
1.618 |
0.9226 |
|
1.000 |
0.9163 |
|
0.618 |
0.9124 |
|
HIGH |
0.9061 |
|
0.618 |
0.9022 |
|
0.500 |
0.9010 |
|
0.382 |
0.8998 |
|
LOW |
0.8959 |
|
0.618 |
0.8896 |
|
1.000 |
0.8857 |
|
1.618 |
0.8794 |
|
2.618 |
0.8692 |
|
4.250 |
0.8526 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9019 |
0.9059 |
| PP |
0.9015 |
0.9047 |
| S1 |
0.9010 |
0.9036 |
|