CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9003 |
0.9014 |
0.0011 |
0.1% |
0.9173 |
| High |
0.9038 |
0.9059 |
0.0021 |
0.2% |
0.9217 |
| Low |
0.8959 |
0.8991 |
0.0032 |
0.4% |
0.8918 |
| Close |
0.9019 |
0.9018 |
-0.0001 |
0.0% |
0.9019 |
| Range |
0.0079 |
0.0068 |
-0.0011 |
-13.9% |
0.0299 |
| ATR |
0.0114 |
0.0110 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
91,135 |
66,286 |
-24,849 |
-27.3% |
504,753 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9227 |
0.9190 |
0.9055 |
|
| R3 |
0.9159 |
0.9122 |
0.9037 |
|
| R2 |
0.9091 |
0.9091 |
0.9030 |
|
| R1 |
0.9054 |
0.9054 |
0.9024 |
0.9073 |
| PP |
0.9023 |
0.9023 |
0.9023 |
0.9032 |
| S1 |
0.8986 |
0.8986 |
0.9012 |
0.9005 |
| S2 |
0.8955 |
0.8955 |
0.9006 |
|
| S3 |
0.8887 |
0.8918 |
0.8999 |
|
| S4 |
0.8819 |
0.8850 |
0.8981 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9948 |
0.9783 |
0.9183 |
|
| R3 |
0.9649 |
0.9484 |
0.9101 |
|
| R2 |
0.9350 |
0.9350 |
0.9074 |
|
| R1 |
0.9185 |
0.9185 |
0.9046 |
0.9118 |
| PP |
0.9051 |
0.9051 |
0.9051 |
0.9018 |
| S1 |
0.8886 |
0.8886 |
0.8992 |
0.8819 |
| S2 |
0.8752 |
0.8752 |
0.8964 |
|
| S3 |
0.8453 |
0.8587 |
0.8937 |
|
| S4 |
0.8154 |
0.8288 |
0.8855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9117 |
0.8918 |
0.0199 |
2.2% |
0.0099 |
1.1% |
50% |
False |
False |
98,082 |
| 10 |
0.9217 |
0.8918 |
0.0299 |
3.3% |
0.0101 |
1.1% |
33% |
False |
False |
93,095 |
| 20 |
0.9217 |
0.8823 |
0.0394 |
4.4% |
0.0110 |
1.2% |
49% |
False |
False |
99,181 |
| 40 |
0.9284 |
0.8823 |
0.0461 |
5.1% |
0.0118 |
1.3% |
42% |
False |
False |
101,828 |
| 60 |
0.9719 |
0.8823 |
0.0896 |
9.9% |
0.0129 |
1.4% |
22% |
False |
False |
97,978 |
| 80 |
1.0223 |
0.8823 |
0.1400 |
15.5% |
0.0124 |
1.4% |
14% |
False |
False |
74,019 |
| 100 |
1.0454 |
0.8823 |
0.1631 |
18.1% |
0.0114 |
1.3% |
12% |
False |
False |
59,248 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
18.1% |
0.0101 |
1.1% |
12% |
False |
False |
49,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9348 |
|
2.618 |
0.9237 |
|
1.618 |
0.9169 |
|
1.000 |
0.9127 |
|
0.618 |
0.9101 |
|
HIGH |
0.9059 |
|
0.618 |
0.9033 |
|
0.500 |
0.9025 |
|
0.382 |
0.9017 |
|
LOW |
0.8991 |
|
0.618 |
0.8949 |
|
1.000 |
0.8923 |
|
1.618 |
0.8881 |
|
2.618 |
0.8813 |
|
4.250 |
0.8702 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9025 |
0.9008 |
| PP |
0.9023 |
0.8998 |
| S1 |
0.9020 |
0.8989 |
|