CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9072 |
0.9145 |
0.0073 |
0.8% |
0.8870 |
| High |
0.9158 |
0.9183 |
0.0025 |
0.3% |
0.9158 |
| Low |
0.9058 |
0.9110 |
0.0052 |
0.6% |
0.8864 |
| Close |
0.9130 |
0.9172 |
0.0042 |
0.5% |
0.9130 |
| Range |
0.0100 |
0.0073 |
-0.0027 |
-27.0% |
0.0294 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
9,566 |
22,463 |
12,897 |
134.8% |
35,846 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9374 |
0.9346 |
0.9212 |
|
| R3 |
0.9301 |
0.9273 |
0.9192 |
|
| R2 |
0.9228 |
0.9228 |
0.9185 |
|
| R1 |
0.9200 |
0.9200 |
0.9179 |
0.9214 |
| PP |
0.9155 |
0.9155 |
0.9155 |
0.9162 |
| S1 |
0.9127 |
0.9127 |
0.9165 |
0.9141 |
| S2 |
0.9082 |
0.9082 |
0.9159 |
|
| S3 |
0.9009 |
0.9054 |
0.9152 |
|
| S4 |
0.8936 |
0.8981 |
0.9132 |
|
|
| 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 |
0.9183 |
0.8864 |
0.0319 |
3.5% |
0.0108 |
1.2% |
97% |
True |
False |
11,661 |
| 10 |
0.9183 |
0.8830 |
0.0353 |
3.8% |
0.0090 |
1.0% |
97% |
True |
False |
7,304 |
| 20 |
0.9183 |
0.8830 |
0.0353 |
3.8% |
0.0093 |
1.0% |
97% |
True |
False |
3,995 |
| 40 |
0.9210 |
0.8769 |
0.0441 |
4.8% |
0.0099 |
1.1% |
91% |
False |
False |
2,234 |
| 60 |
0.9502 |
0.8769 |
0.0733 |
8.0% |
0.0104 |
1.1% |
55% |
False |
False |
1,535 |
| 80 |
0.9758 |
0.8769 |
0.0989 |
10.8% |
0.0100 |
1.1% |
41% |
False |
False |
1,154 |
| 100 |
1.0197 |
0.8769 |
0.1428 |
15.6% |
0.0086 |
0.9% |
28% |
False |
False |
924 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.3% |
0.0072 |
0.8% |
25% |
False |
False |
770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9493 |
|
2.618 |
0.9374 |
|
1.618 |
0.9301 |
|
1.000 |
0.9256 |
|
0.618 |
0.9228 |
|
HIGH |
0.9183 |
|
0.618 |
0.9155 |
|
0.500 |
0.9147 |
|
0.382 |
0.9138 |
|
LOW |
0.9110 |
|
0.618 |
0.9065 |
|
1.000 |
0.9037 |
|
1.618 |
0.8992 |
|
2.618 |
0.8919 |
|
4.250 |
0.8800 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9164 |
0.9155 |
| PP |
0.9155 |
0.9137 |
| S1 |
0.9147 |
0.9120 |
|