CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8878 |
0.8864 |
-0.0014 |
-0.2% |
0.8967 |
| High |
0.8917 |
0.8895 |
-0.0022 |
-0.2% |
0.9005 |
| Low |
0.8856 |
0.8833 |
-0.0023 |
-0.3% |
0.8830 |
| Close |
0.8872 |
0.8840 |
-0.0032 |
-0.4% |
0.8840 |
| Range |
0.0061 |
0.0062 |
0.0001 |
1.6% |
0.0175 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
1,976 |
9,621 |
7,645 |
386.9% |
14,734 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9042 |
0.9003 |
0.8874 |
|
| R3 |
0.8980 |
0.8941 |
0.8857 |
|
| R2 |
0.8918 |
0.8918 |
0.8851 |
|
| R1 |
0.8879 |
0.8879 |
0.8846 |
0.8868 |
| PP |
0.8856 |
0.8856 |
0.8856 |
0.8850 |
| S1 |
0.8817 |
0.8817 |
0.8834 |
0.8806 |
| S2 |
0.8794 |
0.8794 |
0.8829 |
|
| S3 |
0.8732 |
0.8755 |
0.8823 |
|
| S4 |
0.8670 |
0.8693 |
0.8806 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9417 |
0.9303 |
0.8936 |
|
| R3 |
0.9242 |
0.9128 |
0.8888 |
|
| R2 |
0.9067 |
0.9067 |
0.8872 |
|
| R1 |
0.8953 |
0.8953 |
0.8856 |
0.8923 |
| PP |
0.8892 |
0.8892 |
0.8892 |
0.8876 |
| S1 |
0.8778 |
0.8778 |
0.8824 |
0.8748 |
| S2 |
0.8717 |
0.8717 |
0.8808 |
|
| S3 |
0.8542 |
0.8603 |
0.8792 |
|
| S4 |
0.8367 |
0.8428 |
0.8744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9005 |
0.8830 |
0.0175 |
2.0% |
0.0073 |
0.8% |
6% |
False |
False |
2,946 |
| 10 |
0.9159 |
0.8830 |
0.0329 |
3.7% |
0.0087 |
1.0% |
3% |
False |
False |
1,846 |
| 20 |
0.9159 |
0.8769 |
0.0390 |
4.4% |
0.0093 |
1.1% |
18% |
False |
False |
1,214 |
| 40 |
0.9210 |
0.8769 |
0.0441 |
5.0% |
0.0102 |
1.2% |
16% |
False |
False |
798 |
| 60 |
0.9502 |
0.8769 |
0.0733 |
8.3% |
0.0104 |
1.2% |
10% |
False |
False |
565 |
| 80 |
1.0000 |
0.8769 |
0.1231 |
13.9% |
0.0097 |
1.1% |
6% |
False |
False |
425 |
| 100 |
1.0359 |
0.8769 |
0.1590 |
18.0% |
0.0081 |
0.9% |
4% |
False |
False |
341 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
18.0% |
0.0068 |
0.8% |
4% |
False |
False |
284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9159 |
|
2.618 |
0.9057 |
|
1.618 |
0.8995 |
|
1.000 |
0.8957 |
|
0.618 |
0.8933 |
|
HIGH |
0.8895 |
|
0.618 |
0.8871 |
|
0.500 |
0.8864 |
|
0.382 |
0.8857 |
|
LOW |
0.8833 |
|
0.618 |
0.8795 |
|
1.000 |
0.8771 |
|
1.618 |
0.8733 |
|
2.618 |
0.8671 |
|
4.250 |
0.8570 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8864 |
0.8874 |
| PP |
0.8856 |
0.8863 |
| S1 |
0.8848 |
0.8851 |
|