CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9209 |
0.9288 |
0.0079 |
0.9% |
0.9145 |
| High |
0.9216 |
0.9331 |
0.0115 |
1.2% |
0.9298 |
| Low |
0.9167 |
0.9195 |
0.0028 |
0.3% |
0.9110 |
| Close |
0.9195 |
0.9253 |
0.0058 |
0.6% |
0.9195 |
| Range |
0.0049 |
0.0136 |
0.0087 |
177.6% |
0.0188 |
| ATR |
0.0095 |
0.0098 |
0.0003 |
3.1% |
0.0000 |
| Volume |
71,290 |
78,846 |
7,556 |
10.6% |
229,864 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9668 |
0.9596 |
0.9328 |
|
| R3 |
0.9532 |
0.9460 |
0.9290 |
|
| R2 |
0.9396 |
0.9396 |
0.9278 |
|
| R1 |
0.9324 |
0.9324 |
0.9265 |
0.9292 |
| PP |
0.9260 |
0.9260 |
0.9260 |
0.9244 |
| S1 |
0.9188 |
0.9188 |
0.9241 |
0.9156 |
| S2 |
0.9124 |
0.9124 |
0.9228 |
|
| S3 |
0.8988 |
0.9052 |
0.9216 |
|
| S4 |
0.8852 |
0.8916 |
0.9178 |
|
|
| 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 |
0.9331 |
0.9162 |
0.0169 |
1.8% |
0.0094 |
1.0% |
54% |
True |
False |
57,249 |
| 10 |
0.9331 |
0.8864 |
0.0467 |
5.0% |
0.0101 |
1.1% |
83% |
True |
False |
34,455 |
| 20 |
0.9331 |
0.8830 |
0.0501 |
5.4% |
0.0094 |
1.0% |
84% |
True |
False |
18,150 |
| 40 |
0.9331 |
0.8769 |
0.0562 |
6.1% |
0.0099 |
1.1% |
86% |
True |
False |
9,368 |
| 60 |
0.9331 |
0.8769 |
0.0562 |
6.1% |
0.0102 |
1.1% |
86% |
True |
False |
6,300 |
| 80 |
0.9626 |
0.8769 |
0.0857 |
9.3% |
0.0102 |
1.1% |
56% |
False |
False |
4,732 |
| 100 |
1.0197 |
0.8769 |
0.1428 |
15.4% |
0.0090 |
1.0% |
34% |
False |
False |
3,787 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.2% |
0.0076 |
0.8% |
30% |
False |
False |
3,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9909 |
|
2.618 |
0.9687 |
|
1.618 |
0.9551 |
|
1.000 |
0.9467 |
|
0.618 |
0.9415 |
|
HIGH |
0.9331 |
|
0.618 |
0.9279 |
|
0.500 |
0.9263 |
|
0.382 |
0.9247 |
|
LOW |
0.9195 |
|
0.618 |
0.9111 |
|
1.000 |
0.9059 |
|
1.618 |
0.8975 |
|
2.618 |
0.8839 |
|
4.250 |
0.8617 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9263 |
0.9252 |
| PP |
0.9260 |
0.9250 |
| S1 |
0.9256 |
0.9249 |
|