CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9166 |
0.9255 |
0.0089 |
1.0% |
0.8870 |
| High |
0.9260 |
0.9279 |
0.0019 |
0.2% |
0.9158 |
| Low |
0.9162 |
0.9218 |
0.0056 |
0.6% |
0.8864 |
| Close |
0.9252 |
0.9275 |
0.0023 |
0.2% |
0.9130 |
| Range |
0.0098 |
0.0061 |
-0.0037 |
-37.8% |
0.0294 |
| ATR |
0.0099 |
0.0097 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
32,111 |
44,540 |
12,429 |
38.7% |
35,846 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9440 |
0.9419 |
0.9309 |
|
| R3 |
0.9379 |
0.9358 |
0.9292 |
|
| R2 |
0.9318 |
0.9318 |
0.9286 |
|
| R1 |
0.9297 |
0.9297 |
0.9281 |
0.9308 |
| PP |
0.9257 |
0.9257 |
0.9257 |
0.9263 |
| S1 |
0.9236 |
0.9236 |
0.9269 |
0.9247 |
| S2 |
0.9196 |
0.9196 |
0.9264 |
|
| S3 |
0.9135 |
0.9175 |
0.9258 |
|
| S4 |
0.9074 |
0.9114 |
0.9241 |
|
|
| 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 |
0.9279 |
0.9057 |
0.0222 |
2.4% |
0.0081 |
0.9% |
98% |
True |
False |
23,432 |
| 10 |
0.9279 |
0.8830 |
0.0449 |
4.8% |
0.0091 |
1.0% |
99% |
True |
False |
14,809 |
| 20 |
0.9279 |
0.8830 |
0.0449 |
4.8% |
0.0093 |
1.0% |
99% |
True |
False |
7,759 |
| 40 |
0.9279 |
0.8769 |
0.0510 |
5.5% |
0.0097 |
1.0% |
99% |
True |
False |
4,141 |
| 60 |
0.9424 |
0.8769 |
0.0655 |
7.1% |
0.0105 |
1.1% |
77% |
False |
False |
2,812 |
| 80 |
0.9679 |
0.8769 |
0.0910 |
9.8% |
0.0101 |
1.1% |
56% |
False |
False |
2,112 |
| 100 |
1.0197 |
0.8769 |
0.1428 |
15.4% |
0.0087 |
0.9% |
35% |
False |
False |
1,691 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.1% |
0.0073 |
0.8% |
32% |
False |
False |
1,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9538 |
|
2.618 |
0.9439 |
|
1.618 |
0.9378 |
|
1.000 |
0.9340 |
|
0.618 |
0.9317 |
|
HIGH |
0.9279 |
|
0.618 |
0.9256 |
|
0.500 |
0.9249 |
|
0.382 |
0.9241 |
|
LOW |
0.9218 |
|
0.618 |
0.9180 |
|
1.000 |
0.9157 |
|
1.618 |
0.9119 |
|
2.618 |
0.9058 |
|
4.250 |
0.8959 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9266 |
0.9248 |
| PP |
0.9257 |
0.9221 |
| S1 |
0.9249 |
0.9195 |
|