CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9387 |
0.9381 |
-0.0006 |
-0.1% |
0.9263 |
| High |
0.9406 |
0.9441 |
0.0035 |
0.4% |
0.9415 |
| Low |
0.9345 |
0.9369 |
0.0024 |
0.3% |
0.9235 |
| Close |
0.9396 |
0.9384 |
-0.0012 |
-0.1% |
0.9388 |
| Range |
0.0061 |
0.0072 |
0.0011 |
18.0% |
0.0180 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
52,548 |
69,262 |
16,714 |
31.8% |
384,108 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9614 |
0.9571 |
0.9424 |
|
| R3 |
0.9542 |
0.9499 |
0.9404 |
|
| R2 |
0.9470 |
0.9470 |
0.9397 |
|
| R1 |
0.9427 |
0.9427 |
0.9391 |
0.9449 |
| PP |
0.9398 |
0.9398 |
0.9398 |
0.9409 |
| S1 |
0.9355 |
0.9355 |
0.9377 |
0.9377 |
| S2 |
0.9326 |
0.9326 |
0.9371 |
|
| S3 |
0.9254 |
0.9283 |
0.9364 |
|
| S4 |
0.9182 |
0.9211 |
0.9344 |
|
|
| 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 |
0.9441 |
0.9287 |
0.0154 |
1.6% |
0.0065 |
0.7% |
63% |
True |
False |
66,983 |
| 10 |
0.9441 |
0.9235 |
0.0206 |
2.2% |
0.0074 |
0.8% |
72% |
True |
False |
68,996 |
| 20 |
0.9476 |
0.9167 |
0.0309 |
3.3% |
0.0086 |
0.9% |
70% |
False |
False |
71,002 |
| 40 |
0.9476 |
0.8830 |
0.0646 |
6.9% |
0.0090 |
1.0% |
86% |
False |
False |
38,277 |
| 60 |
0.9476 |
0.8769 |
0.0707 |
7.5% |
0.0095 |
1.0% |
87% |
False |
False |
25,688 |
| 80 |
0.9502 |
0.8769 |
0.0733 |
7.8% |
0.0100 |
1.1% |
84% |
False |
False |
19,303 |
| 100 |
0.9679 |
0.8769 |
0.0910 |
9.7% |
0.0098 |
1.0% |
68% |
False |
False |
15,444 |
| 120 |
1.0197 |
0.8769 |
0.1428 |
15.2% |
0.0087 |
0.9% |
43% |
False |
False |
12,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9747 |
|
2.618 |
0.9629 |
|
1.618 |
0.9557 |
|
1.000 |
0.9513 |
|
0.618 |
0.9485 |
|
HIGH |
0.9441 |
|
0.618 |
0.9413 |
|
0.500 |
0.9405 |
|
0.382 |
0.9397 |
|
LOW |
0.9369 |
|
0.618 |
0.9325 |
|
1.000 |
0.9297 |
|
1.618 |
0.9253 |
|
2.618 |
0.9181 |
|
4.250 |
0.9063 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9405 |
0.9393 |
| PP |
0.9398 |
0.9390 |
| S1 |
0.9391 |
0.9387 |
|