CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9376 |
0.9337 |
-0.0039 |
-0.4% |
0.9288 |
| High |
0.9377 |
0.9344 |
-0.0033 |
-0.4% |
0.9476 |
| Low |
0.9314 |
0.9289 |
-0.0025 |
-0.3% |
0.9195 |
| Close |
0.9343 |
0.9313 |
-0.0030 |
-0.3% |
0.9354 |
| Range |
0.0063 |
0.0055 |
-0.0008 |
-12.7% |
0.0281 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
66,601 |
64,112 |
-2,489 |
-3.7% |
428,247 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9480 |
0.9452 |
0.9343 |
|
| R3 |
0.9425 |
0.9397 |
0.9328 |
|
| R2 |
0.9370 |
0.9370 |
0.9323 |
|
| R1 |
0.9342 |
0.9342 |
0.9318 |
0.9329 |
| PP |
0.9315 |
0.9315 |
0.9315 |
0.9309 |
| S1 |
0.9287 |
0.9287 |
0.9308 |
0.9274 |
| S2 |
0.9260 |
0.9260 |
0.9303 |
|
| S3 |
0.9205 |
0.9232 |
0.9298 |
|
| S4 |
0.9150 |
0.9177 |
0.9283 |
|
|
| 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 |
0.9471 |
0.9289 |
0.0182 |
2.0% |
0.0077 |
0.8% |
13% |
False |
True |
74,661 |
| 10 |
0.9476 |
0.9167 |
0.0309 |
3.3% |
0.0097 |
1.0% |
47% |
False |
False |
74,965 |
| 20 |
0.9476 |
0.8830 |
0.0646 |
6.9% |
0.0094 |
1.0% |
75% |
False |
False |
44,887 |
| 40 |
0.9476 |
0.8769 |
0.0707 |
7.6% |
0.0096 |
1.0% |
77% |
False |
False |
22,837 |
| 60 |
0.9476 |
0.8769 |
0.0707 |
7.6% |
0.0101 |
1.1% |
77% |
False |
False |
15,285 |
| 80 |
0.9578 |
0.8769 |
0.0809 |
8.7% |
0.0104 |
1.1% |
67% |
False |
False |
11,481 |
| 100 |
1.0090 |
0.8769 |
0.1321 |
14.2% |
0.0095 |
1.0% |
41% |
False |
False |
9,187 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.1% |
0.0081 |
0.9% |
34% |
False |
False |
7,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9578 |
|
2.618 |
0.9488 |
|
1.618 |
0.9433 |
|
1.000 |
0.9399 |
|
0.618 |
0.9378 |
|
HIGH |
0.9344 |
|
0.618 |
0.9323 |
|
0.500 |
0.9317 |
|
0.382 |
0.9310 |
|
LOW |
0.9289 |
|
0.618 |
0.9255 |
|
1.000 |
0.9234 |
|
1.618 |
0.9200 |
|
2.618 |
0.9145 |
|
4.250 |
0.9055 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9317 |
0.9348 |
| PP |
0.9315 |
0.9336 |
| S1 |
0.9314 |
0.9325 |
|