CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9079 |
0.9161 |
0.0082 |
0.9% |
0.8887 |
| High |
0.9194 |
0.9200 |
0.0006 |
0.1% |
0.9194 |
| Low |
0.9062 |
0.9114 |
0.0052 |
0.6% |
0.8823 |
| Close |
0.9193 |
0.9135 |
-0.0058 |
-0.6% |
0.9193 |
| Range |
0.0132 |
0.0086 |
-0.0046 |
-34.8% |
0.0371 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
101,369 |
79,027 |
-22,342 |
-22.0% |
463,361 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9408 |
0.9357 |
0.9182 |
|
| R3 |
0.9322 |
0.9271 |
0.9159 |
|
| R2 |
0.9236 |
0.9236 |
0.9151 |
|
| R1 |
0.9185 |
0.9185 |
0.9143 |
0.9168 |
| PP |
0.9150 |
0.9150 |
0.9150 |
0.9141 |
| S1 |
0.9099 |
0.9099 |
0.9127 |
0.9082 |
| S2 |
0.9064 |
0.9064 |
0.9119 |
|
| S3 |
0.8978 |
0.9013 |
0.9111 |
|
| S4 |
0.8892 |
0.8927 |
0.9088 |
|
|
| 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 |
0.9200 |
0.8882 |
0.0318 |
3.5% |
0.0118 |
1.3% |
80% |
True |
False |
93,878 |
| 10 |
0.9200 |
0.8823 |
0.0377 |
4.1% |
0.0119 |
1.3% |
83% |
True |
False |
105,267 |
| 20 |
0.9284 |
0.8823 |
0.0461 |
5.0% |
0.0117 |
1.3% |
68% |
False |
False |
98,967 |
| 40 |
0.9579 |
0.8823 |
0.0756 |
8.3% |
0.0127 |
1.4% |
41% |
False |
False |
111,135 |
| 60 |
0.9761 |
0.8823 |
0.0938 |
10.3% |
0.0132 |
1.4% |
33% |
False |
False |
83,028 |
| 80 |
1.0283 |
0.8823 |
0.1460 |
16.0% |
0.0119 |
1.3% |
21% |
False |
False |
62,404 |
| 100 |
1.0454 |
0.8823 |
0.1631 |
17.9% |
0.0108 |
1.2% |
19% |
False |
False |
49,942 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
17.9% |
0.0094 |
1.0% |
19% |
False |
False |
41,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9566 |
|
2.618 |
0.9425 |
|
1.618 |
0.9339 |
|
1.000 |
0.9286 |
|
0.618 |
0.9253 |
|
HIGH |
0.9200 |
|
0.618 |
0.9167 |
|
0.500 |
0.9157 |
|
0.382 |
0.9147 |
|
LOW |
0.9114 |
|
0.618 |
0.9061 |
|
1.000 |
0.9028 |
|
1.618 |
0.8975 |
|
2.618 |
0.8889 |
|
4.250 |
0.8749 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9157 |
0.9115 |
| PP |
0.9150 |
0.9094 |
| S1 |
0.9142 |
0.9074 |
|