CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9389 |
0.9328 |
-0.0061 |
-0.6% |
0.9288 |
| High |
0.9406 |
0.9406 |
0.0000 |
0.0% |
0.9476 |
| Low |
0.9326 |
0.9317 |
-0.0009 |
-0.1% |
0.9195 |
| Close |
0.9354 |
0.9393 |
0.0039 |
0.4% |
0.9354 |
| Range |
0.0080 |
0.0089 |
0.0009 |
11.3% |
0.0281 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
83,368 |
59,943 |
-23,425 |
-28.1% |
428,247 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9639 |
0.9605 |
0.9442 |
|
| R3 |
0.9550 |
0.9516 |
0.9417 |
|
| R2 |
0.9461 |
0.9461 |
0.9409 |
|
| R1 |
0.9427 |
0.9427 |
0.9401 |
0.9444 |
| PP |
0.9372 |
0.9372 |
0.9372 |
0.9381 |
| S1 |
0.9338 |
0.9338 |
0.9385 |
0.9355 |
| S2 |
0.9283 |
0.9283 |
0.9377 |
|
| S3 |
0.9194 |
0.9249 |
0.9369 |
|
| S4 |
0.9105 |
0.9160 |
0.9344 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0185 |
1.0050 |
0.9509 |
|
| R3 |
0.9904 |
0.9769 |
0.9431 |
|
| R2 |
0.9623 |
0.9623 |
0.9406 |
|
| R1 |
0.9488 |
0.9488 |
0.9380 |
0.9556 |
| PP |
0.9342 |
0.9342 |
0.9342 |
0.9375 |
| S1 |
0.9207 |
0.9207 |
0.9328 |
0.9275 |
| S2 |
0.9061 |
0.9061 |
0.9302 |
|
| S3 |
0.8780 |
0.8926 |
0.9277 |
|
| S4 |
0.8499 |
0.8645 |
0.9199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9476 |
0.9231 |
0.0245 |
2.6% |
0.0108 |
1.1% |
66% |
False |
False |
81,868 |
| 10 |
0.9476 |
0.9162 |
0.0314 |
3.3% |
0.0101 |
1.1% |
74% |
False |
False |
69,559 |
| 20 |
0.9476 |
0.8830 |
0.0646 |
6.9% |
0.0096 |
1.0% |
87% |
False |
False |
38,431 |
| 40 |
0.9476 |
0.8769 |
0.0707 |
7.5% |
0.0099 |
1.1% |
88% |
False |
False |
19,574 |
| 60 |
0.9476 |
0.8769 |
0.0707 |
7.5% |
0.0104 |
1.1% |
88% |
False |
False |
13,109 |
| 80 |
0.9626 |
0.8769 |
0.0857 |
9.1% |
0.0105 |
1.1% |
73% |
False |
False |
9,848 |
| 100 |
1.0192 |
0.8769 |
0.1423 |
15.1% |
0.0094 |
1.0% |
44% |
False |
False |
7,880 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
16.9% |
0.0080 |
0.9% |
39% |
False |
False |
6,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9784 |
|
2.618 |
0.9639 |
|
1.618 |
0.9550 |
|
1.000 |
0.9495 |
|
0.618 |
0.9461 |
|
HIGH |
0.9406 |
|
0.618 |
0.9372 |
|
0.500 |
0.9362 |
|
0.382 |
0.9351 |
|
LOW |
0.9317 |
|
0.618 |
0.9262 |
|
1.000 |
0.9228 |
|
1.618 |
0.9173 |
|
2.618 |
0.9084 |
|
4.250 |
0.8939 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9383 |
0.9394 |
| PP |
0.9372 |
0.9394 |
| S1 |
0.9362 |
0.9393 |
|