CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9317 |
0.9263 |
-0.0054 |
-0.6% |
0.9328 |
| High |
0.9328 |
0.9309 |
-0.0019 |
-0.2% |
0.9406 |
| Low |
0.9250 |
0.9235 |
-0.0015 |
-0.2% |
0.9250 |
| Close |
0.9272 |
0.9279 |
0.0007 |
0.1% |
0.9272 |
| Range |
0.0078 |
0.0074 |
-0.0004 |
-5.1% |
0.0156 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
56,843 |
71,886 |
15,043 |
26.5% |
310,590 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9496 |
0.9462 |
0.9320 |
|
| R3 |
0.9422 |
0.9388 |
0.9299 |
|
| R2 |
0.9348 |
0.9348 |
0.9293 |
|
| R1 |
0.9314 |
0.9314 |
0.9286 |
0.9331 |
| PP |
0.9274 |
0.9274 |
0.9274 |
0.9283 |
| S1 |
0.9240 |
0.9240 |
0.9272 |
0.9257 |
| S2 |
0.9200 |
0.9200 |
0.9265 |
|
| S3 |
0.9126 |
0.9166 |
0.9259 |
|
| S4 |
0.9052 |
0.9092 |
0.9238 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9777 |
0.9681 |
0.9358 |
|
| R3 |
0.9621 |
0.9525 |
0.9315 |
|
| R2 |
0.9465 |
0.9465 |
0.9301 |
|
| R1 |
0.9369 |
0.9369 |
0.9286 |
0.9339 |
| PP |
0.9309 |
0.9309 |
0.9309 |
0.9295 |
| S1 |
0.9213 |
0.9213 |
0.9258 |
0.9183 |
| S2 |
0.9153 |
0.9153 |
0.9243 |
|
| S3 |
0.8997 |
0.9057 |
0.9229 |
|
| S4 |
0.8841 |
0.8901 |
0.9186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9377 |
0.9235 |
0.0142 |
1.5% |
0.0066 |
0.7% |
31% |
False |
True |
64,506 |
| 10 |
0.9476 |
0.9231 |
0.0245 |
2.6% |
0.0087 |
0.9% |
20% |
False |
False |
73,187 |
| 20 |
0.9476 |
0.8864 |
0.0612 |
6.6% |
0.0094 |
1.0% |
68% |
False |
False |
53,821 |
| 40 |
0.9476 |
0.8769 |
0.0707 |
7.6% |
0.0094 |
1.0% |
72% |
False |
False |
27,517 |
| 60 |
0.9476 |
0.8769 |
0.0707 |
7.6% |
0.0099 |
1.1% |
72% |
False |
False |
18,472 |
| 80 |
0.9502 |
0.8769 |
0.0733 |
7.9% |
0.0102 |
1.1% |
70% |
False |
False |
13,879 |
| 100 |
1.0000 |
0.8769 |
0.1231 |
13.3% |
0.0096 |
1.0% |
41% |
False |
False |
11,104 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.1% |
0.0083 |
0.9% |
32% |
False |
False |
9,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9624 |
|
2.618 |
0.9503 |
|
1.618 |
0.9429 |
|
1.000 |
0.9383 |
|
0.618 |
0.9355 |
|
HIGH |
0.9309 |
|
0.618 |
0.9281 |
|
0.500 |
0.9272 |
|
0.382 |
0.9263 |
|
LOW |
0.9235 |
|
0.618 |
0.9189 |
|
1.000 |
0.9161 |
|
1.618 |
0.9115 |
|
2.618 |
0.9041 |
|
4.250 |
0.8921 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9277 |
0.9295 |
| PP |
0.9274 |
0.9289 |
| S1 |
0.9272 |
0.9284 |
|