CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9278 |
0.9349 |
0.0071 |
0.8% |
0.9328 |
| High |
0.9389 |
0.9362 |
-0.0027 |
-0.3% |
0.9406 |
| Low |
0.9242 |
0.9287 |
0.0045 |
0.5% |
0.9250 |
| Close |
0.9341 |
0.9341 |
0.0000 |
0.0% |
0.9272 |
| Range |
0.0147 |
0.0075 |
-0.0072 |
-49.0% |
0.0156 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
99,113 |
82,177 |
-16,936 |
-17.1% |
310,590 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9555 |
0.9523 |
0.9382 |
|
| R3 |
0.9480 |
0.9448 |
0.9362 |
|
| R2 |
0.9405 |
0.9405 |
0.9355 |
|
| R1 |
0.9373 |
0.9373 |
0.9348 |
0.9352 |
| PP |
0.9330 |
0.9330 |
0.9330 |
0.9319 |
| S1 |
0.9298 |
0.9298 |
0.9334 |
0.9277 |
| S2 |
0.9255 |
0.9255 |
0.9327 |
|
| S3 |
0.9180 |
0.9223 |
0.9320 |
|
| S4 |
0.9105 |
0.9148 |
0.9300 |
|
|
| 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 |
0.9389 |
0.9235 |
0.0154 |
1.6% |
0.0087 |
0.9% |
69% |
False |
False |
74,622 |
| 10 |
0.9471 |
0.9235 |
0.0236 |
2.5% |
0.0082 |
0.9% |
45% |
False |
False |
74,641 |
| 20 |
0.9476 |
0.9057 |
0.0419 |
4.5% |
0.0091 |
1.0% |
68% |
False |
False |
61,996 |
| 40 |
0.9476 |
0.8830 |
0.0646 |
6.9% |
0.0095 |
1.0% |
79% |
False |
False |
32,029 |
| 60 |
0.9476 |
0.8769 |
0.0707 |
7.6% |
0.0100 |
1.1% |
81% |
False |
False |
21,488 |
| 80 |
0.9502 |
0.8769 |
0.0733 |
7.8% |
0.0102 |
1.1% |
78% |
False |
False |
16,145 |
| 100 |
0.9812 |
0.8769 |
0.1043 |
11.2% |
0.0097 |
1.0% |
55% |
False |
False |
12,917 |
| 120 |
1.0199 |
0.8769 |
0.1430 |
15.3% |
0.0085 |
0.9% |
40% |
False |
False |
10,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9681 |
|
2.618 |
0.9558 |
|
1.618 |
0.9483 |
|
1.000 |
0.9437 |
|
0.618 |
0.9408 |
|
HIGH |
0.9362 |
|
0.618 |
0.9333 |
|
0.500 |
0.9325 |
|
0.382 |
0.9316 |
|
LOW |
0.9287 |
|
0.618 |
0.9241 |
|
1.000 |
0.9212 |
|
1.618 |
0.9166 |
|
2.618 |
0.9091 |
|
4.250 |
0.8968 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9336 |
0.9331 |
| PP |
0.9330 |
0.9322 |
| S1 |
0.9325 |
0.9312 |
|