CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8950 |
0.8967 |
0.0017 |
0.2% |
0.9128 |
| High |
0.8985 |
0.9005 |
0.0020 |
0.2% |
0.9159 |
| Low |
0.8910 |
0.8941 |
0.0031 |
0.3% |
0.8865 |
| Close |
0.8967 |
0.8966 |
-0.0001 |
0.0% |
0.8967 |
| Range |
0.0075 |
0.0064 |
-0.0011 |
-14.7% |
0.0294 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
1,690 |
803 |
-887 |
-52.5% |
3,729 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9163 |
0.9128 |
0.9001 |
|
| R3 |
0.9099 |
0.9064 |
0.8984 |
|
| R2 |
0.9035 |
0.9035 |
0.8978 |
|
| R1 |
0.9000 |
0.9000 |
0.8972 |
0.8986 |
| PP |
0.8971 |
0.8971 |
0.8971 |
0.8963 |
| S1 |
0.8936 |
0.8936 |
0.8960 |
0.8922 |
| S2 |
0.8907 |
0.8907 |
0.8954 |
|
| S3 |
0.8843 |
0.8872 |
0.8948 |
|
| S4 |
0.8779 |
0.8808 |
0.8931 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9879 |
0.9717 |
0.9129 |
|
| R3 |
0.9585 |
0.9423 |
0.9048 |
|
| R2 |
0.9291 |
0.9291 |
0.9021 |
|
| R1 |
0.9129 |
0.9129 |
0.8994 |
0.9063 |
| PP |
0.8997 |
0.8997 |
0.8997 |
0.8964 |
| S1 |
0.8835 |
0.8835 |
0.8940 |
0.8769 |
| S2 |
0.8703 |
0.8703 |
0.8913 |
|
| S3 |
0.8409 |
0.8541 |
0.8886 |
|
| S4 |
0.8115 |
0.8247 |
0.8805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9061 |
0.8865 |
0.0196 |
2.2% |
0.0091 |
1.0% |
52% |
False |
False |
816 |
| 10 |
0.9159 |
0.8865 |
0.0294 |
3.3% |
0.0093 |
1.0% |
34% |
False |
False |
670 |
| 20 |
0.9159 |
0.8769 |
0.0390 |
4.3% |
0.0101 |
1.1% |
51% |
False |
False |
752 |
| 40 |
0.9210 |
0.8769 |
0.0441 |
4.9% |
0.0106 |
1.2% |
45% |
False |
False |
467 |
| 60 |
0.9626 |
0.8769 |
0.0857 |
9.6% |
0.0107 |
1.2% |
23% |
False |
False |
333 |
| 80 |
1.0192 |
0.8769 |
0.1423 |
15.9% |
0.0094 |
1.1% |
14% |
False |
False |
252 |
| 100 |
1.0359 |
0.8769 |
0.1590 |
17.7% |
0.0078 |
0.9% |
12% |
False |
False |
202 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.7% |
0.0065 |
0.7% |
12% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9277 |
|
2.618 |
0.9173 |
|
1.618 |
0.9109 |
|
1.000 |
0.9069 |
|
0.618 |
0.9045 |
|
HIGH |
0.9005 |
|
0.618 |
0.8981 |
|
0.500 |
0.8973 |
|
0.382 |
0.8965 |
|
LOW |
0.8941 |
|
0.618 |
0.8901 |
|
1.000 |
0.8877 |
|
1.618 |
0.8837 |
|
2.618 |
0.8773 |
|
4.250 |
0.8669 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8973 |
0.8956 |
| PP |
0.8971 |
0.8945 |
| S1 |
0.8968 |
0.8935 |
|