CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9328 |
0.9376 |
0.0048 |
0.5% |
0.9288 |
| High |
0.9406 |
0.9377 |
-0.0029 |
-0.3% |
0.9476 |
| Low |
0.9317 |
0.9314 |
-0.0003 |
0.0% |
0.9195 |
| Close |
0.9393 |
0.9343 |
-0.0050 |
-0.5% |
0.9354 |
| Range |
0.0089 |
0.0063 |
-0.0026 |
-29.2% |
0.0281 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
59,943 |
66,601 |
6,658 |
11.1% |
428,247 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9534 |
0.9501 |
0.9378 |
|
| R3 |
0.9471 |
0.9438 |
0.9360 |
|
| R2 |
0.9408 |
0.9408 |
0.9355 |
|
| R1 |
0.9375 |
0.9375 |
0.9349 |
0.9360 |
| PP |
0.9345 |
0.9345 |
0.9345 |
0.9337 |
| S1 |
0.9312 |
0.9312 |
0.9337 |
0.9297 |
| S2 |
0.9282 |
0.9282 |
0.9331 |
|
| S3 |
0.9219 |
0.9249 |
0.9326 |
|
| S4 |
0.9156 |
0.9186 |
0.9308 |
|
|
| 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 |
0.9281 |
0.0195 |
2.1% |
0.0105 |
1.1% |
32% |
False |
False |
82,253 |
| 10 |
0.9476 |
0.9167 |
0.0309 |
3.3% |
0.0098 |
1.0% |
57% |
False |
False |
73,008 |
| 20 |
0.9476 |
0.8830 |
0.0646 |
6.9% |
0.0096 |
1.0% |
79% |
False |
False |
41,721 |
| 40 |
0.9476 |
0.8769 |
0.0707 |
7.6% |
0.0098 |
1.1% |
81% |
False |
False |
21,237 |
| 60 |
0.9476 |
0.8769 |
0.0707 |
7.6% |
0.0102 |
1.1% |
81% |
False |
False |
14,218 |
| 80 |
0.9626 |
0.8769 |
0.0857 |
9.2% |
0.0104 |
1.1% |
67% |
False |
False |
10,680 |
| 100 |
1.0192 |
0.8769 |
0.1423 |
15.2% |
0.0095 |
1.0% |
40% |
False |
False |
8,546 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.0% |
0.0081 |
0.9% |
36% |
False |
False |
7,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9645 |
|
2.618 |
0.9542 |
|
1.618 |
0.9479 |
|
1.000 |
0.9440 |
|
0.618 |
0.9416 |
|
HIGH |
0.9377 |
|
0.618 |
0.9353 |
|
0.500 |
0.9346 |
|
0.382 |
0.9338 |
|
LOW |
0.9314 |
|
0.618 |
0.9275 |
|
1.000 |
0.9251 |
|
1.618 |
0.9212 |
|
2.618 |
0.9149 |
|
4.250 |
0.9046 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9346 |
0.9360 |
| PP |
0.9345 |
0.9354 |
| S1 |
0.9344 |
0.9349 |
|