CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8973 |
0.9079 |
0.0106 |
1.2% |
0.8887 |
| High |
0.9113 |
0.9194 |
0.0081 |
0.9% |
0.9194 |
| Low |
0.8948 |
0.9062 |
0.0114 |
1.3% |
0.8823 |
| Close |
0.9098 |
0.9193 |
0.0095 |
1.0% |
0.9193 |
| Range |
0.0165 |
0.0132 |
-0.0033 |
-20.0% |
0.0371 |
| ATR |
0.0123 |
0.0124 |
0.0001 |
0.5% |
0.0000 |
| Volume |
113,754 |
101,369 |
-12,385 |
-10.9% |
463,361 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9546 |
0.9501 |
0.9266 |
|
| R3 |
0.9414 |
0.9369 |
0.9229 |
|
| R2 |
0.9282 |
0.9282 |
0.9217 |
|
| R1 |
0.9237 |
0.9237 |
0.9205 |
0.9260 |
| PP |
0.9150 |
0.9150 |
0.9150 |
0.9161 |
| S1 |
0.9105 |
0.9105 |
0.9181 |
0.9128 |
| S2 |
0.9018 |
0.9018 |
0.9169 |
|
| S3 |
0.8886 |
0.8973 |
0.9157 |
|
| S4 |
0.8754 |
0.8841 |
0.9120 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0183 |
1.0059 |
0.9397 |
|
| R3 |
0.9812 |
0.9688 |
0.9295 |
|
| R2 |
0.9441 |
0.9441 |
0.9261 |
|
| R1 |
0.9317 |
0.9317 |
0.9227 |
0.9379 |
| PP |
0.9070 |
0.9070 |
0.9070 |
0.9101 |
| S1 |
0.8946 |
0.8946 |
0.9159 |
0.9008 |
| S2 |
0.8699 |
0.8699 |
0.9125 |
|
| S3 |
0.8328 |
0.8575 |
0.9091 |
|
| S4 |
0.7957 |
0.8204 |
0.8989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9194 |
0.8823 |
0.0371 |
4.0% |
0.0118 |
1.3% |
100% |
True |
False |
92,672 |
| 10 |
0.9256 |
0.8823 |
0.0433 |
4.7% |
0.0120 |
1.3% |
85% |
False |
False |
104,519 |
| 20 |
0.9284 |
0.8823 |
0.0461 |
5.0% |
0.0117 |
1.3% |
80% |
False |
False |
99,498 |
| 40 |
0.9593 |
0.8823 |
0.0770 |
8.4% |
0.0127 |
1.4% |
48% |
False |
False |
112,671 |
| 60 |
0.9829 |
0.8823 |
0.1006 |
10.9% |
0.0132 |
1.4% |
37% |
False |
False |
81,750 |
| 80 |
1.0283 |
0.8823 |
0.1460 |
15.9% |
0.0119 |
1.3% |
25% |
False |
False |
61,418 |
| 100 |
1.0454 |
0.8823 |
0.1631 |
17.7% |
0.0108 |
1.2% |
23% |
False |
False |
49,152 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
17.7% |
0.0093 |
1.0% |
23% |
False |
False |
40,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9755 |
|
2.618 |
0.9540 |
|
1.618 |
0.9408 |
|
1.000 |
0.9326 |
|
0.618 |
0.9276 |
|
HIGH |
0.9194 |
|
0.618 |
0.9144 |
|
0.500 |
0.9128 |
|
0.382 |
0.9112 |
|
LOW |
0.9062 |
|
0.618 |
0.8980 |
|
1.000 |
0.8930 |
|
1.618 |
0.8848 |
|
2.618 |
0.8716 |
|
4.250 |
0.8501 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9171 |
0.9144 |
| PP |
0.9150 |
0.9094 |
| S1 |
0.9128 |
0.9045 |
|