CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9300 |
0.9445 |
0.0145 |
1.6% |
0.9145 |
| High |
0.9476 |
0.9471 |
-0.0005 |
-0.1% |
0.9298 |
| Low |
0.9281 |
0.9375 |
0.0094 |
1.0% |
0.9110 |
| Close |
0.9448 |
0.9387 |
-0.0061 |
-0.6% |
0.9195 |
| Range |
0.0195 |
0.0096 |
-0.0099 |
-50.8% |
0.0188 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
102,069 |
99,285 |
-2,784 |
-2.7% |
229,864 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9699 |
0.9639 |
0.9440 |
|
| R3 |
0.9603 |
0.9543 |
0.9413 |
|
| R2 |
0.9507 |
0.9507 |
0.9405 |
|
| R1 |
0.9447 |
0.9447 |
0.9396 |
0.9429 |
| PP |
0.9411 |
0.9411 |
0.9411 |
0.9402 |
| S1 |
0.9351 |
0.9351 |
0.9378 |
0.9333 |
| S2 |
0.9315 |
0.9315 |
0.9369 |
|
| S3 |
0.9219 |
0.9255 |
0.9361 |
|
| S4 |
0.9123 |
0.9159 |
0.9334 |
|
|
| 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 |
0.9476 |
0.9167 |
0.0309 |
3.3% |
0.0111 |
1.2% |
71% |
False |
False |
83,233 |
| 10 |
0.9476 |
0.9058 |
0.0418 |
4.5% |
0.0102 |
1.1% |
79% |
False |
False |
58,430 |
| 20 |
0.9476 |
0.8830 |
0.0646 |
6.9% |
0.0097 |
1.0% |
86% |
False |
False |
31,389 |
| 40 |
0.9476 |
0.8769 |
0.0707 |
7.5% |
0.0100 |
1.1% |
87% |
False |
False |
16,010 |
| 60 |
0.9476 |
0.8769 |
0.0707 |
7.5% |
0.0104 |
1.1% |
87% |
False |
False |
10,726 |
| 80 |
0.9626 |
0.8769 |
0.0857 |
9.1% |
0.0104 |
1.1% |
72% |
False |
False |
8,056 |
| 100 |
1.0197 |
0.8769 |
0.1428 |
15.2% |
0.0093 |
1.0% |
43% |
False |
False |
6,447 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
16.9% |
0.0079 |
0.8% |
39% |
False |
False |
5,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9879 |
|
2.618 |
0.9722 |
|
1.618 |
0.9626 |
|
1.000 |
0.9567 |
|
0.618 |
0.9530 |
|
HIGH |
0.9471 |
|
0.618 |
0.9434 |
|
0.500 |
0.9423 |
|
0.382 |
0.9412 |
|
LOW |
0.9375 |
|
0.618 |
0.9316 |
|
1.000 |
0.9279 |
|
1.618 |
0.9220 |
|
2.618 |
0.9124 |
|
4.250 |
0.8967 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9423 |
0.9376 |
| PP |
0.9411 |
0.9365 |
| S1 |
0.9399 |
0.9354 |
|