CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8998 |
0.9104 |
0.0106 |
1.2% |
0.8967 |
| High |
0.9126 |
0.9128 |
0.0002 |
0.0% |
0.9005 |
| Low |
0.8976 |
0.9057 |
0.0081 |
0.9% |
0.8830 |
| Close |
0.9107 |
0.9061 |
-0.0046 |
-0.5% |
0.8840 |
| Range |
0.0150 |
0.0071 |
-0.0079 |
-52.7% |
0.0175 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
12,722 |
8,482 |
-4,240 |
-33.3% |
14,734 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9295 |
0.9249 |
0.9100 |
|
| R3 |
0.9224 |
0.9178 |
0.9081 |
|
| R2 |
0.9153 |
0.9153 |
0.9074 |
|
| R1 |
0.9107 |
0.9107 |
0.9068 |
0.9095 |
| PP |
0.9082 |
0.9082 |
0.9082 |
0.9076 |
| S1 |
0.9036 |
0.9036 |
0.9054 |
0.9024 |
| S2 |
0.9011 |
0.9011 |
0.9048 |
|
| S3 |
0.8940 |
0.8965 |
0.9041 |
|
| S4 |
0.8869 |
0.8894 |
0.9022 |
|
|
| 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 |
0.9128 |
0.8833 |
0.0295 |
3.3% |
0.0098 |
1.1% |
77% |
True |
False |
7,575 |
| 10 |
0.9128 |
0.8830 |
0.0298 |
3.3% |
0.0092 |
1.0% |
78% |
True |
False |
4,348 |
| 20 |
0.9159 |
0.8830 |
0.0329 |
3.6% |
0.0098 |
1.1% |
70% |
False |
False |
2,448 |
| 40 |
0.9210 |
0.8769 |
0.0441 |
4.9% |
0.0103 |
1.1% |
66% |
False |
False |
1,442 |
| 60 |
0.9502 |
0.8769 |
0.0733 |
8.1% |
0.0105 |
1.2% |
40% |
False |
False |
1,002 |
| 80 |
0.9775 |
0.8769 |
0.1006 |
11.1% |
0.0099 |
1.1% |
29% |
False |
False |
754 |
| 100 |
1.0199 |
0.8769 |
0.1430 |
15.8% |
0.0084 |
0.9% |
20% |
False |
False |
604 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.5% |
0.0071 |
0.8% |
18% |
False |
False |
503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9430 |
|
2.618 |
0.9314 |
|
1.618 |
0.9243 |
|
1.000 |
0.9199 |
|
0.618 |
0.9172 |
|
HIGH |
0.9128 |
|
0.618 |
0.9101 |
|
0.500 |
0.9093 |
|
0.382 |
0.9084 |
|
LOW |
0.9057 |
|
0.618 |
0.9013 |
|
1.000 |
0.8986 |
|
1.618 |
0.8942 |
|
2.618 |
0.8871 |
|
4.250 |
0.8755 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9093 |
0.9039 |
| PP |
0.9082 |
0.9018 |
| S1 |
0.9072 |
0.8996 |
|