CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8864 |
0.8870 |
0.0006 |
0.1% |
0.8967 |
| High |
0.8895 |
0.9010 |
0.0115 |
1.3% |
0.9005 |
| Low |
0.8833 |
0.8864 |
0.0031 |
0.4% |
0.8830 |
| Close |
0.8840 |
0.8993 |
0.0153 |
1.7% |
0.8840 |
| Range |
0.0062 |
0.0146 |
0.0084 |
135.5% |
0.0175 |
| ATR |
0.0095 |
0.0100 |
0.0005 |
5.6% |
0.0000 |
| Volume |
9,621 |
5,076 |
-4,545 |
-47.2% |
14,734 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9394 |
0.9339 |
0.9073 |
|
| R3 |
0.9248 |
0.9193 |
0.9033 |
|
| R2 |
0.9102 |
0.9102 |
0.9020 |
|
| R1 |
0.9047 |
0.9047 |
0.9006 |
0.9075 |
| PP |
0.8956 |
0.8956 |
0.8956 |
0.8969 |
| S1 |
0.8901 |
0.8901 |
0.8980 |
0.8929 |
| S2 |
0.8810 |
0.8810 |
0.8966 |
|
| S3 |
0.8664 |
0.8755 |
0.8953 |
|
| S4 |
0.8518 |
0.8609 |
0.8913 |
|
|
| 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 |
0.9010 |
0.8830 |
0.0180 |
2.0% |
0.0089 |
1.0% |
91% |
True |
False |
3,801 |
| 10 |
0.9061 |
0.8830 |
0.0231 |
2.6% |
0.0090 |
1.0% |
71% |
False |
False |
2,308 |
| 20 |
0.9159 |
0.8830 |
0.0329 |
3.7% |
0.0096 |
1.1% |
50% |
False |
False |
1,447 |
| 40 |
0.9210 |
0.8769 |
0.0441 |
4.9% |
0.0103 |
1.1% |
51% |
False |
False |
918 |
| 60 |
0.9502 |
0.8769 |
0.0733 |
8.2% |
0.0105 |
1.2% |
31% |
False |
False |
649 |
| 80 |
0.9947 |
0.8769 |
0.1178 |
13.1% |
0.0097 |
1.1% |
19% |
False |
False |
489 |
| 100 |
1.0330 |
0.8769 |
0.1561 |
17.4% |
0.0082 |
0.9% |
14% |
False |
False |
392 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.7% |
0.0069 |
0.8% |
14% |
False |
False |
327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9631 |
|
2.618 |
0.9392 |
|
1.618 |
0.9246 |
|
1.000 |
0.9156 |
|
0.618 |
0.9100 |
|
HIGH |
0.9010 |
|
0.618 |
0.8954 |
|
0.500 |
0.8937 |
|
0.382 |
0.8920 |
|
LOW |
0.8864 |
|
0.618 |
0.8774 |
|
1.000 |
0.8718 |
|
1.618 |
0.8628 |
|
2.618 |
0.8482 |
|
4.250 |
0.8244 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8974 |
0.8969 |
| PP |
0.8956 |
0.8945 |
| S1 |
0.8937 |
0.8922 |
|