CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9122 |
0.9082 |
-0.0040 |
-0.4% |
0.8887 |
| High |
0.9135 |
0.9142 |
0.0007 |
0.1% |
0.9194 |
| Low |
0.9053 |
0.9062 |
0.0009 |
0.1% |
0.8823 |
| Close |
0.9083 |
0.9123 |
0.0040 |
0.4% |
0.9193 |
| Range |
0.0082 |
0.0080 |
-0.0002 |
-2.4% |
0.0371 |
| ATR |
0.0118 |
0.0116 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
82,473 |
76,931 |
-5,542 |
-6.7% |
463,361 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9349 |
0.9316 |
0.9167 |
|
| R3 |
0.9269 |
0.9236 |
0.9145 |
|
| R2 |
0.9189 |
0.9189 |
0.9138 |
|
| R1 |
0.9156 |
0.9156 |
0.9130 |
0.9173 |
| PP |
0.9109 |
0.9109 |
0.9109 |
0.9117 |
| S1 |
0.9076 |
0.9076 |
0.9116 |
0.9093 |
| S2 |
0.9029 |
0.9029 |
0.9108 |
|
| S3 |
0.8949 |
0.8996 |
0.9101 |
|
| S4 |
0.8869 |
0.8916 |
0.9079 |
|
|
| 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 |
0.8948 |
0.0252 |
2.8% |
0.0109 |
1.2% |
69% |
False |
False |
90,710 |
| 10 |
0.9200 |
0.8823 |
0.0377 |
4.1% |
0.0103 |
1.1% |
80% |
False |
False |
92,563 |
| 20 |
0.9284 |
0.8823 |
0.0461 |
5.1% |
0.0111 |
1.2% |
65% |
False |
False |
95,249 |
| 40 |
0.9500 |
0.8823 |
0.0677 |
7.4% |
0.0125 |
1.4% |
44% |
False |
False |
110,287 |
| 60 |
0.9761 |
0.8823 |
0.0938 |
10.3% |
0.0131 |
1.4% |
32% |
False |
False |
85,629 |
| 80 |
1.0283 |
0.8823 |
0.1460 |
16.0% |
0.0120 |
1.3% |
21% |
False |
False |
64,391 |
| 100 |
1.0454 |
0.8823 |
0.1631 |
17.9% |
0.0109 |
1.2% |
18% |
False |
False |
51,535 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
17.9% |
0.0095 |
1.0% |
18% |
False |
False |
42,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9482 |
|
2.618 |
0.9351 |
|
1.618 |
0.9271 |
|
1.000 |
0.9222 |
|
0.618 |
0.9191 |
|
HIGH |
0.9142 |
|
0.618 |
0.9111 |
|
0.500 |
0.9102 |
|
0.382 |
0.9093 |
|
LOW |
0.9062 |
|
0.618 |
0.9013 |
|
1.000 |
0.8982 |
|
1.618 |
0.8933 |
|
2.618 |
0.8853 |
|
4.250 |
0.8722 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9116 |
0.9127 |
| PP |
0.9109 |
0.9125 |
| S1 |
0.9102 |
0.9124 |
|