CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9104 |
0.9072 |
-0.0032 |
-0.4% |
0.8870 |
| High |
0.9128 |
0.9158 |
0.0030 |
0.3% |
0.9158 |
| Low |
0.9057 |
0.9058 |
0.0001 |
0.0% |
0.8864 |
| Close |
0.9061 |
0.9130 |
0.0069 |
0.8% |
0.9130 |
| Range |
0.0071 |
0.0100 |
0.0029 |
40.8% |
0.0294 |
| ATR |
0.0102 |
0.0101 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
8,482 |
9,566 |
1,084 |
12.8% |
35,846 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9415 |
0.9373 |
0.9185 |
|
| R3 |
0.9315 |
0.9273 |
0.9158 |
|
| R2 |
0.9215 |
0.9215 |
0.9148 |
|
| R1 |
0.9173 |
0.9173 |
0.9139 |
0.9194 |
| PP |
0.9115 |
0.9115 |
0.9115 |
0.9126 |
| S1 |
0.9073 |
0.9073 |
0.9121 |
0.9094 |
| S2 |
0.9015 |
0.9015 |
0.9112 |
|
| S3 |
0.8915 |
0.8973 |
0.9103 |
|
| S4 |
0.8815 |
0.8873 |
0.9075 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9933 |
0.9825 |
0.9292 |
|
| R3 |
0.9639 |
0.9531 |
0.9211 |
|
| R2 |
0.9345 |
0.9345 |
0.9184 |
|
| R1 |
0.9237 |
0.9237 |
0.9157 |
0.9291 |
| PP |
0.9051 |
0.9051 |
0.9051 |
0.9078 |
| S1 |
0.8943 |
0.8943 |
0.9103 |
0.8997 |
| S2 |
0.8757 |
0.8757 |
0.9076 |
|
| S3 |
0.8463 |
0.8649 |
0.9049 |
|
| S4 |
0.8169 |
0.8355 |
0.8968 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9158 |
0.8833 |
0.0325 |
3.6% |
0.0106 |
1.2% |
91% |
True |
False |
9,093 |
| 10 |
0.9158 |
0.8830 |
0.0328 |
3.6% |
0.0091 |
1.0% |
91% |
True |
False |
5,227 |
| 20 |
0.9159 |
0.8830 |
0.0329 |
3.6% |
0.0095 |
1.0% |
91% |
False |
False |
2,902 |
| 40 |
0.9210 |
0.8769 |
0.0441 |
4.8% |
0.0102 |
1.1% |
82% |
False |
False |
1,677 |
| 60 |
0.9502 |
0.8769 |
0.0733 |
8.0% |
0.0106 |
1.2% |
49% |
False |
False |
1,161 |
| 80 |
0.9758 |
0.8769 |
0.0989 |
10.8% |
0.0100 |
1.1% |
37% |
False |
False |
873 |
| 100 |
1.0197 |
0.8769 |
0.1428 |
15.6% |
0.0085 |
0.9% |
25% |
False |
False |
700 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.4% |
0.0071 |
0.8% |
23% |
False |
False |
583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9583 |
|
2.618 |
0.9420 |
|
1.618 |
0.9320 |
|
1.000 |
0.9258 |
|
0.618 |
0.9220 |
|
HIGH |
0.9158 |
|
0.618 |
0.9120 |
|
0.500 |
0.9108 |
|
0.382 |
0.9096 |
|
LOW |
0.9058 |
|
0.618 |
0.8996 |
|
1.000 |
0.8958 |
|
1.618 |
0.8896 |
|
2.618 |
0.8796 |
|
4.250 |
0.8633 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9123 |
0.9109 |
| PP |
0.9115 |
0.9088 |
| S1 |
0.9108 |
0.9067 |
|