CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9381 |
0.9376 |
-0.0005 |
-0.1% |
0.9263 |
| High |
0.9441 |
0.9423 |
-0.0018 |
-0.2% |
0.9415 |
| Low |
0.9369 |
0.9371 |
0.0002 |
0.0% |
0.9235 |
| Close |
0.9384 |
0.9406 |
0.0022 |
0.2% |
0.9388 |
| Range |
0.0072 |
0.0052 |
-0.0020 |
-27.8% |
0.0180 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
69,262 |
69,611 |
349 |
0.5% |
384,108 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9556 |
0.9533 |
0.9435 |
|
| R3 |
0.9504 |
0.9481 |
0.9420 |
|
| R2 |
0.9452 |
0.9452 |
0.9416 |
|
| R1 |
0.9429 |
0.9429 |
0.9411 |
0.9441 |
| PP |
0.9400 |
0.9400 |
0.9400 |
0.9406 |
| S1 |
0.9377 |
0.9377 |
0.9401 |
0.9389 |
| S2 |
0.9348 |
0.9348 |
0.9396 |
|
| S3 |
0.9296 |
0.9325 |
0.9392 |
|
| S4 |
0.9244 |
0.9273 |
0.9377 |
|
|
| 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 |
0.9323 |
0.0118 |
1.3% |
0.0061 |
0.6% |
70% |
False |
False |
64,470 |
| 10 |
0.9441 |
0.9235 |
0.0206 |
2.2% |
0.0074 |
0.8% |
83% |
False |
False |
69,546 |
| 20 |
0.9476 |
0.9167 |
0.0309 |
3.3% |
0.0086 |
0.9% |
77% |
False |
False |
72,255 |
| 40 |
0.9476 |
0.8830 |
0.0646 |
6.9% |
0.0089 |
0.9% |
89% |
False |
False |
40,007 |
| 60 |
0.9476 |
0.8769 |
0.0707 |
7.5% |
0.0093 |
1.0% |
90% |
False |
False |
26,846 |
| 80 |
0.9476 |
0.8769 |
0.0707 |
7.5% |
0.0100 |
1.1% |
90% |
False |
False |
20,173 |
| 100 |
0.9679 |
0.8769 |
0.0910 |
9.7% |
0.0098 |
1.0% |
70% |
False |
False |
16,141 |
| 120 |
1.0197 |
0.8769 |
0.1428 |
15.2% |
0.0087 |
0.9% |
45% |
False |
False |
13,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9644 |
|
2.618 |
0.9559 |
|
1.618 |
0.9507 |
|
1.000 |
0.9475 |
|
0.618 |
0.9455 |
|
HIGH |
0.9423 |
|
0.618 |
0.9403 |
|
0.500 |
0.9397 |
|
0.382 |
0.9391 |
|
LOW |
0.9371 |
|
0.618 |
0.9339 |
|
1.000 |
0.9319 |
|
1.618 |
0.9287 |
|
2.618 |
0.9235 |
|
4.250 |
0.9150 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9403 |
0.9402 |
| PP |
0.9400 |
0.9397 |
| S1 |
0.9397 |
0.9393 |
|