CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9106 |
0.9124 |
0.0018 |
0.2% |
0.9161 |
| High |
0.9173 |
0.9198 |
0.0025 |
0.3% |
0.9200 |
| Low |
0.9039 |
0.9107 |
0.0068 |
0.8% |
0.9039 |
| Close |
0.9122 |
0.9182 |
0.0060 |
0.7% |
0.9182 |
| Range |
0.0134 |
0.0091 |
-0.0043 |
-32.1% |
0.0161 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
113,265 |
87,243 |
-26,022 |
-23.0% |
438,939 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9435 |
0.9400 |
0.9232 |
|
| R3 |
0.9344 |
0.9309 |
0.9207 |
|
| R2 |
0.9253 |
0.9253 |
0.9199 |
|
| R1 |
0.9218 |
0.9218 |
0.9190 |
0.9236 |
| PP |
0.9162 |
0.9162 |
0.9162 |
0.9171 |
| S1 |
0.9127 |
0.9127 |
0.9174 |
0.9145 |
| S2 |
0.9071 |
0.9071 |
0.9165 |
|
| S3 |
0.8980 |
0.9036 |
0.9157 |
|
| S4 |
0.8889 |
0.8945 |
0.9132 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9623 |
0.9564 |
0.9271 |
|
| R3 |
0.9462 |
0.9403 |
0.9226 |
|
| R2 |
0.9301 |
0.9301 |
0.9212 |
|
| R1 |
0.9242 |
0.9242 |
0.9197 |
0.9272 |
| PP |
0.9140 |
0.9140 |
0.9140 |
0.9155 |
| S1 |
0.9081 |
0.9081 |
0.9167 |
0.9111 |
| S2 |
0.8979 |
0.8979 |
0.9152 |
|
| S3 |
0.8818 |
0.8920 |
0.9138 |
|
| S4 |
0.8657 |
0.8759 |
0.9093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9200 |
0.9039 |
0.0161 |
1.8% |
0.0095 |
1.0% |
89% |
False |
False |
87,787 |
| 10 |
0.9200 |
0.8823 |
0.0377 |
4.1% |
0.0106 |
1.2% |
95% |
False |
False |
90,230 |
| 20 |
0.9284 |
0.8823 |
0.0461 |
5.0% |
0.0113 |
1.2% |
78% |
False |
False |
97,082 |
| 40 |
0.9289 |
0.8823 |
0.0466 |
5.1% |
0.0120 |
1.3% |
77% |
False |
False |
107,049 |
| 60 |
0.9719 |
0.8823 |
0.0896 |
9.8% |
0.0131 |
1.4% |
40% |
False |
False |
88,924 |
| 80 |
1.0283 |
0.8823 |
0.1460 |
15.9% |
0.0121 |
1.3% |
25% |
False |
False |
66,892 |
| 100 |
1.0454 |
0.8823 |
0.1631 |
17.8% |
0.0111 |
1.2% |
22% |
False |
False |
53,540 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
17.8% |
0.0097 |
1.1% |
22% |
False |
False |
44,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9585 |
|
2.618 |
0.9436 |
|
1.618 |
0.9345 |
|
1.000 |
0.9289 |
|
0.618 |
0.9254 |
|
HIGH |
0.9198 |
|
0.618 |
0.9163 |
|
0.500 |
0.9153 |
|
0.382 |
0.9142 |
|
LOW |
0.9107 |
|
0.618 |
0.9051 |
|
1.000 |
0.9016 |
|
1.618 |
0.8960 |
|
2.618 |
0.8869 |
|
4.250 |
0.8720 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9172 |
0.9161 |
| PP |
0.9162 |
0.9140 |
| S1 |
0.9153 |
0.9119 |
|