CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9268 |
0.9209 |
-0.0059 |
-0.6% |
0.9145 |
| High |
0.9298 |
0.9216 |
-0.0082 |
-0.9% |
0.9298 |
| Low |
0.9170 |
0.9167 |
-0.0003 |
0.0% |
0.9110 |
| Close |
0.9211 |
0.9195 |
-0.0016 |
-0.2% |
0.9195 |
| Range |
0.0128 |
0.0049 |
-0.0079 |
-61.7% |
0.0188 |
| ATR |
0.0099 |
0.0095 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
59,460 |
71,290 |
11,830 |
19.9% |
229,864 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9340 |
0.9316 |
0.9222 |
|
| R3 |
0.9291 |
0.9267 |
0.9208 |
|
| R2 |
0.9242 |
0.9242 |
0.9204 |
|
| R1 |
0.9218 |
0.9218 |
0.9199 |
0.9206 |
| PP |
0.9193 |
0.9193 |
0.9193 |
0.9186 |
| S1 |
0.9169 |
0.9169 |
0.9191 |
0.9157 |
| S2 |
0.9144 |
0.9144 |
0.9186 |
|
| S3 |
0.9095 |
0.9120 |
0.9182 |
|
| S4 |
0.9046 |
0.9071 |
0.9168 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9765 |
0.9668 |
0.9298 |
|
| R3 |
0.9577 |
0.9480 |
0.9247 |
|
| R2 |
0.9389 |
0.9389 |
0.9229 |
|
| R1 |
0.9292 |
0.9292 |
0.9212 |
0.9341 |
| PP |
0.9201 |
0.9201 |
0.9201 |
0.9225 |
| S1 |
0.9104 |
0.9104 |
0.9178 |
0.9153 |
| S2 |
0.9013 |
0.9013 |
0.9161 |
|
| S3 |
0.8825 |
0.8916 |
0.9143 |
|
| S4 |
0.8637 |
0.8728 |
0.9092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9298 |
0.9110 |
0.0188 |
2.0% |
0.0082 |
0.9% |
45% |
False |
False |
45,972 |
| 10 |
0.9298 |
0.8833 |
0.0465 |
5.1% |
0.0094 |
1.0% |
78% |
False |
False |
27,533 |
| 20 |
0.9298 |
0.8830 |
0.0468 |
5.1% |
0.0092 |
1.0% |
78% |
False |
False |
14,230 |
| 40 |
0.9298 |
0.8769 |
0.0529 |
5.8% |
0.0097 |
1.1% |
81% |
False |
False |
7,400 |
| 60 |
0.9298 |
0.8769 |
0.0529 |
5.8% |
0.0102 |
1.1% |
81% |
False |
False |
4,989 |
| 80 |
0.9663 |
0.8769 |
0.0894 |
9.7% |
0.0102 |
1.1% |
48% |
False |
False |
3,746 |
| 100 |
1.0197 |
0.8769 |
0.1428 |
15.5% |
0.0088 |
1.0% |
30% |
False |
False |
2,998 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.3% |
0.0075 |
0.8% |
27% |
False |
False |
2,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9424 |
|
2.618 |
0.9344 |
|
1.618 |
0.9295 |
|
1.000 |
0.9265 |
|
0.618 |
0.9246 |
|
HIGH |
0.9216 |
|
0.618 |
0.9197 |
|
0.500 |
0.9192 |
|
0.382 |
0.9186 |
|
LOW |
0.9167 |
|
0.618 |
0.9137 |
|
1.000 |
0.9118 |
|
1.618 |
0.9088 |
|
2.618 |
0.9039 |
|
4.250 |
0.8959 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9194 |
0.9233 |
| PP |
0.9193 |
0.9220 |
| S1 |
0.9192 |
0.9208 |
|