CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9347 |
0.9387 |
0.0040 |
0.4% |
0.9263 |
| High |
0.9415 |
0.9406 |
-0.0009 |
-0.1% |
0.9415 |
| Low |
0.9345 |
0.9345 |
0.0000 |
0.0% |
0.9235 |
| Close |
0.9388 |
0.9396 |
0.0008 |
0.1% |
0.9388 |
| Range |
0.0070 |
0.0061 |
-0.0009 |
-12.9% |
0.0180 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
65,444 |
52,548 |
-12,896 |
-19.7% |
384,108 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9565 |
0.9542 |
0.9430 |
|
| R3 |
0.9504 |
0.9481 |
0.9413 |
|
| R2 |
0.9443 |
0.9443 |
0.9407 |
|
| R1 |
0.9420 |
0.9420 |
0.9402 |
0.9432 |
| PP |
0.9382 |
0.9382 |
0.9382 |
0.9388 |
| S1 |
0.9359 |
0.9359 |
0.9390 |
0.9371 |
| S2 |
0.9321 |
0.9321 |
0.9385 |
|
| S3 |
0.9260 |
0.9298 |
0.9379 |
|
| S4 |
0.9199 |
0.9237 |
0.9362 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9886 |
0.9817 |
0.9487 |
|
| R3 |
0.9706 |
0.9637 |
0.9438 |
|
| R2 |
0.9526 |
0.9526 |
0.9421 |
|
| R1 |
0.9457 |
0.9457 |
0.9405 |
0.9492 |
| PP |
0.9346 |
0.9346 |
0.9346 |
0.9363 |
| S1 |
0.9277 |
0.9277 |
0.9372 |
0.9312 |
| S2 |
0.9166 |
0.9166 |
0.9355 |
|
| S3 |
0.8986 |
0.9097 |
0.9339 |
|
| S4 |
0.8806 |
0.8917 |
0.9289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9415 |
0.9242 |
0.0173 |
1.8% |
0.0080 |
0.9% |
89% |
False |
False |
72,954 |
| 10 |
0.9415 |
0.9235 |
0.0180 |
1.9% |
0.0073 |
0.8% |
89% |
False |
False |
68,730 |
| 20 |
0.9476 |
0.9162 |
0.0314 |
3.3% |
0.0087 |
0.9% |
75% |
False |
False |
69,144 |
| 40 |
0.9476 |
0.8830 |
0.0646 |
6.9% |
0.0090 |
1.0% |
88% |
False |
False |
36,570 |
| 60 |
0.9476 |
0.8769 |
0.0707 |
7.5% |
0.0095 |
1.0% |
89% |
False |
False |
24,537 |
| 80 |
0.9502 |
0.8769 |
0.0733 |
7.8% |
0.0100 |
1.1% |
86% |
False |
False |
18,438 |
| 100 |
0.9758 |
0.8769 |
0.0989 |
10.5% |
0.0098 |
1.0% |
63% |
False |
False |
14,752 |
| 120 |
1.0197 |
0.8769 |
0.1428 |
15.2% |
0.0086 |
0.9% |
44% |
False |
False |
12,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9665 |
|
2.618 |
0.9566 |
|
1.618 |
0.9505 |
|
1.000 |
0.9467 |
|
0.618 |
0.9444 |
|
HIGH |
0.9406 |
|
0.618 |
0.9383 |
|
0.500 |
0.9376 |
|
0.382 |
0.9368 |
|
LOW |
0.9345 |
|
0.618 |
0.9307 |
|
1.000 |
0.9284 |
|
1.618 |
0.9246 |
|
2.618 |
0.9185 |
|
4.250 |
0.9086 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9389 |
0.9387 |
| PP |
0.9382 |
0.9378 |
| S1 |
0.9376 |
0.9369 |
|