CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8995 |
0.8913 |
-0.0082 |
-0.9% |
0.9116 |
| High |
0.9000 |
0.8977 |
-0.0023 |
-0.3% |
0.9145 |
| Low |
0.8898 |
0.8865 |
-0.0033 |
-0.4% |
0.8989 |
| Close |
0.8957 |
0.8933 |
-0.0024 |
-0.3% |
0.9128 |
| Range |
0.0102 |
0.0112 |
0.0010 |
9.8% |
0.0156 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
0.3% |
0.0000 |
| Volume |
502 |
780 |
278 |
55.4% |
3,142 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9261 |
0.9209 |
0.8995 |
|
| R3 |
0.9149 |
0.9097 |
0.8964 |
|
| R2 |
0.9037 |
0.9037 |
0.8954 |
|
| R1 |
0.8985 |
0.8985 |
0.8943 |
0.9011 |
| PP |
0.8925 |
0.8925 |
0.8925 |
0.8938 |
| S1 |
0.8873 |
0.8873 |
0.8923 |
0.8899 |
| S2 |
0.8813 |
0.8813 |
0.8912 |
|
| S3 |
0.8701 |
0.8761 |
0.8902 |
|
| S4 |
0.8589 |
0.8649 |
0.8871 |
|
|
| 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 |
0.8865 |
0.0294 |
3.3% |
0.0104 |
1.2% |
23% |
False |
True |
495 |
| 10 |
0.9159 |
0.8865 |
0.0294 |
3.3% |
0.0099 |
1.1% |
23% |
False |
True |
577 |
| 20 |
0.9202 |
0.8769 |
0.0433 |
4.8% |
0.0102 |
1.1% |
38% |
False |
False |
649 |
| 40 |
0.9222 |
0.8769 |
0.0453 |
5.1% |
0.0108 |
1.2% |
36% |
False |
False |
410 |
| 60 |
0.9626 |
0.8769 |
0.0857 |
9.6% |
0.0107 |
1.2% |
19% |
False |
False |
292 |
| 80 |
1.0192 |
0.8769 |
0.1423 |
15.9% |
0.0093 |
1.0% |
12% |
False |
False |
221 |
| 100 |
1.0359 |
0.8769 |
0.1590 |
17.8% |
0.0077 |
0.9% |
10% |
False |
False |
177 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.8% |
0.0064 |
0.7% |
10% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9453 |
|
2.618 |
0.9270 |
|
1.618 |
0.9158 |
|
1.000 |
0.9089 |
|
0.618 |
0.9046 |
|
HIGH |
0.8977 |
|
0.618 |
0.8934 |
|
0.500 |
0.8921 |
|
0.382 |
0.8908 |
|
LOW |
0.8865 |
|
0.618 |
0.8796 |
|
1.000 |
0.8753 |
|
1.618 |
0.8684 |
|
2.618 |
0.8572 |
|
4.250 |
0.8389 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8929 |
0.8963 |
| PP |
0.8925 |
0.8953 |
| S1 |
0.8921 |
0.8943 |
|