CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9288 |
0.9262 |
-0.0026 |
-0.3% |
0.9145 |
| High |
0.9331 |
0.9311 |
-0.0020 |
-0.2% |
0.9298 |
| Low |
0.9195 |
0.9231 |
0.0036 |
0.4% |
0.9110 |
| Close |
0.9253 |
0.9300 |
0.0047 |
0.5% |
0.9195 |
| Range |
0.0136 |
0.0080 |
-0.0056 |
-41.2% |
0.0188 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
78,846 |
64,679 |
-14,167 |
-18.0% |
229,864 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9521 |
0.9490 |
0.9344 |
|
| R3 |
0.9441 |
0.9410 |
0.9322 |
|
| R2 |
0.9361 |
0.9361 |
0.9315 |
|
| R1 |
0.9330 |
0.9330 |
0.9307 |
0.9346 |
| PP |
0.9281 |
0.9281 |
0.9281 |
0.9288 |
| S1 |
0.9250 |
0.9250 |
0.9293 |
0.9266 |
| S2 |
0.9201 |
0.9201 |
0.9285 |
|
| S3 |
0.9121 |
0.9170 |
0.9278 |
|
| S4 |
0.9041 |
0.9090 |
0.9256 |
|
|
| 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 |
0.9167 |
0.0164 |
1.8% |
0.0091 |
1.0% |
81% |
False |
False |
63,763 |
| 10 |
0.9331 |
0.8976 |
0.0355 |
3.8% |
0.0095 |
1.0% |
91% |
False |
False |
40,415 |
| 20 |
0.9331 |
0.8830 |
0.0501 |
5.4% |
0.0092 |
1.0% |
94% |
False |
False |
21,362 |
| 40 |
0.9331 |
0.8769 |
0.0562 |
6.0% |
0.0099 |
1.1% |
94% |
False |
False |
10,981 |
| 60 |
0.9331 |
0.8769 |
0.0562 |
6.0% |
0.0102 |
1.1% |
94% |
False |
False |
7,374 |
| 80 |
0.9626 |
0.8769 |
0.0857 |
9.2% |
0.0102 |
1.1% |
62% |
False |
False |
5,540 |
| 100 |
1.0197 |
0.8769 |
0.1428 |
15.4% |
0.0090 |
1.0% |
37% |
False |
False |
4,433 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.1% |
0.0077 |
0.8% |
33% |
False |
False |
3,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9651 |
|
2.618 |
0.9520 |
|
1.618 |
0.9440 |
|
1.000 |
0.9391 |
|
0.618 |
0.9360 |
|
HIGH |
0.9311 |
|
0.618 |
0.9280 |
|
0.500 |
0.9271 |
|
0.382 |
0.9262 |
|
LOW |
0.9231 |
|
0.618 |
0.9182 |
|
1.000 |
0.9151 |
|
1.618 |
0.9102 |
|
2.618 |
0.9022 |
|
4.250 |
0.8891 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9290 |
0.9283 |
| PP |
0.9281 |
0.9266 |
| S1 |
0.9271 |
0.9249 |
|