CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8967 |
0.8961 |
-0.0006 |
-0.1% |
0.9128 |
| High |
0.9005 |
0.8965 |
-0.0040 |
-0.4% |
0.9159 |
| Low |
0.8941 |
0.8876 |
-0.0065 |
-0.7% |
0.8865 |
| Close |
0.8966 |
0.8917 |
-0.0049 |
-0.5% |
0.8967 |
| Range |
0.0064 |
0.0089 |
0.0025 |
39.1% |
0.0294 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
803 |
798 |
-5 |
-0.6% |
3,729 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9186 |
0.9141 |
0.8966 |
|
| R3 |
0.9097 |
0.9052 |
0.8941 |
|
| R2 |
0.9008 |
0.9008 |
0.8933 |
|
| R1 |
0.8963 |
0.8963 |
0.8925 |
0.8941 |
| PP |
0.8919 |
0.8919 |
0.8919 |
0.8909 |
| S1 |
0.8874 |
0.8874 |
0.8909 |
0.8852 |
| S2 |
0.8830 |
0.8830 |
0.8901 |
|
| S3 |
0.8741 |
0.8785 |
0.8893 |
|
| S4 |
0.8652 |
0.8696 |
0.8868 |
|
|
| 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 |
0.9005 |
0.8865 |
0.0140 |
1.6% |
0.0088 |
1.0% |
37% |
False |
False |
914 |
| 10 |
0.9159 |
0.8865 |
0.0294 |
3.3% |
0.0095 |
1.1% |
18% |
False |
False |
709 |
| 20 |
0.9159 |
0.8769 |
0.0390 |
4.4% |
0.0098 |
1.1% |
38% |
False |
False |
786 |
| 40 |
0.9210 |
0.8769 |
0.0441 |
4.9% |
0.0105 |
1.2% |
34% |
False |
False |
484 |
| 60 |
0.9578 |
0.8769 |
0.0809 |
9.1% |
0.0107 |
1.2% |
18% |
False |
False |
346 |
| 80 |
1.0090 |
0.8769 |
0.1321 |
14.8% |
0.0095 |
1.1% |
11% |
False |
False |
262 |
| 100 |
1.0359 |
0.8769 |
0.1590 |
17.8% |
0.0079 |
0.9% |
9% |
False |
False |
210 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.8% |
0.0066 |
0.7% |
9% |
False |
False |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9343 |
|
2.618 |
0.9198 |
|
1.618 |
0.9109 |
|
1.000 |
0.9054 |
|
0.618 |
0.9020 |
|
HIGH |
0.8965 |
|
0.618 |
0.8931 |
|
0.500 |
0.8921 |
|
0.382 |
0.8910 |
|
LOW |
0.8876 |
|
0.618 |
0.8821 |
|
1.000 |
0.8787 |
|
1.618 |
0.8732 |
|
2.618 |
0.8643 |
|
4.250 |
0.8498 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8921 |
0.8941 |
| PP |
0.8919 |
0.8933 |
| S1 |
0.8918 |
0.8925 |
|