CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9145 |
0.9166 |
0.0021 |
0.2% |
0.8870 |
| High |
0.9183 |
0.9260 |
0.0077 |
0.8% |
0.9158 |
| Low |
0.9110 |
0.9162 |
0.0052 |
0.6% |
0.8864 |
| Close |
0.9172 |
0.9252 |
0.0080 |
0.9% |
0.9130 |
| Range |
0.0073 |
0.0098 |
0.0025 |
34.2% |
0.0294 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
22,463 |
32,111 |
9,648 |
43.0% |
35,846 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9519 |
0.9483 |
0.9306 |
|
| R3 |
0.9421 |
0.9385 |
0.9279 |
|
| R2 |
0.9323 |
0.9323 |
0.9270 |
|
| R1 |
0.9287 |
0.9287 |
0.9261 |
0.9305 |
| PP |
0.9225 |
0.9225 |
0.9225 |
0.9234 |
| S1 |
0.9189 |
0.9189 |
0.9243 |
0.9207 |
| S2 |
0.9127 |
0.9127 |
0.9234 |
|
| S3 |
0.9029 |
0.9091 |
0.9225 |
|
| S4 |
0.8931 |
0.8993 |
0.9198 |
|
|
| 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 |
0.9260 |
0.8976 |
0.0284 |
3.1% |
0.0098 |
1.1% |
97% |
True |
False |
17,068 |
| 10 |
0.9260 |
0.8830 |
0.0430 |
4.6% |
0.0094 |
1.0% |
98% |
True |
False |
10,435 |
| 20 |
0.9260 |
0.8830 |
0.0430 |
4.6% |
0.0094 |
1.0% |
98% |
True |
False |
5,552 |
| 40 |
0.9260 |
0.8769 |
0.0491 |
5.3% |
0.0099 |
1.1% |
98% |
True |
False |
3,030 |
| 60 |
0.9502 |
0.8769 |
0.0733 |
7.9% |
0.0105 |
1.1% |
66% |
False |
False |
2,070 |
| 80 |
0.9679 |
0.8769 |
0.0910 |
9.8% |
0.0101 |
1.1% |
53% |
False |
False |
1,555 |
| 100 |
1.0197 |
0.8769 |
0.1428 |
15.4% |
0.0087 |
0.9% |
34% |
False |
False |
1,245 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.2% |
0.0073 |
0.8% |
30% |
False |
False |
1,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9677 |
|
2.618 |
0.9517 |
|
1.618 |
0.9419 |
|
1.000 |
0.9358 |
|
0.618 |
0.9321 |
|
HIGH |
0.9260 |
|
0.618 |
0.9223 |
|
0.500 |
0.9211 |
|
0.382 |
0.9199 |
|
LOW |
0.9162 |
|
0.618 |
0.9101 |
|
1.000 |
0.9064 |
|
1.618 |
0.9003 |
|
2.618 |
0.8905 |
|
4.250 |
0.8746 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9238 |
0.9221 |
| PP |
0.9225 |
0.9190 |
| S1 |
0.9211 |
0.9159 |
|