CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8923 |
0.9050 |
0.0127 |
1.4% |
0.9014 |
| High |
0.9065 |
0.9181 |
0.0116 |
1.3% |
0.9059 |
| Low |
0.8892 |
0.9029 |
0.0137 |
1.5% |
0.8881 |
| Close |
0.9046 |
0.9162 |
0.0116 |
1.3% |
0.8892 |
| Range |
0.0173 |
0.0152 |
-0.0021 |
-12.1% |
0.0178 |
| ATR |
0.0107 |
0.0110 |
0.0003 |
3.0% |
0.0000 |
| Volume |
160,708 |
117,245 |
-43,463 |
-27.0% |
407,624 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9580 |
0.9523 |
0.9246 |
|
| R3 |
0.9428 |
0.9371 |
0.9204 |
|
| R2 |
0.9276 |
0.9276 |
0.9190 |
|
| R1 |
0.9219 |
0.9219 |
0.9176 |
0.9248 |
| PP |
0.9124 |
0.9124 |
0.9124 |
0.9138 |
| S1 |
0.9067 |
0.9067 |
0.9148 |
0.9096 |
| S2 |
0.8972 |
0.8972 |
0.9134 |
|
| S3 |
0.8820 |
0.8915 |
0.9120 |
|
| S4 |
0.8668 |
0.8763 |
0.9078 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9478 |
0.9363 |
0.8990 |
|
| R3 |
0.9300 |
0.9185 |
0.8941 |
|
| R2 |
0.9122 |
0.9122 |
0.8925 |
|
| R1 |
0.9007 |
0.9007 |
0.8908 |
0.8976 |
| PP |
0.8944 |
0.8944 |
0.8944 |
0.8928 |
| S1 |
0.8829 |
0.8829 |
0.8876 |
0.8798 |
| S2 |
0.8766 |
0.8766 |
0.8859 |
|
| S3 |
0.8588 |
0.8651 |
0.8843 |
|
| S4 |
0.8410 |
0.8473 |
0.8794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9181 |
0.8881 |
0.0300 |
3.3% |
0.0110 |
1.2% |
94% |
True |
False |
102,624 |
| 10 |
0.9181 |
0.8881 |
0.0300 |
3.3% |
0.0103 |
1.1% |
94% |
True |
False |
101,599 |
| 20 |
0.9217 |
0.8881 |
0.0336 |
3.7% |
0.0107 |
1.2% |
84% |
False |
False |
96,128 |
| 40 |
0.9284 |
0.8823 |
0.0461 |
5.0% |
0.0115 |
1.3% |
74% |
False |
False |
100,441 |
| 60 |
0.9593 |
0.8823 |
0.0770 |
8.4% |
0.0122 |
1.3% |
44% |
False |
False |
106,599 |
| 80 |
0.9919 |
0.8823 |
0.1096 |
12.0% |
0.0124 |
1.4% |
31% |
False |
False |
81,711 |
| 100 |
1.0399 |
0.8823 |
0.1576 |
17.2% |
0.0117 |
1.3% |
22% |
False |
False |
65,435 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
17.8% |
0.0105 |
1.1% |
21% |
False |
False |
54,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9827 |
|
2.618 |
0.9579 |
|
1.618 |
0.9427 |
|
1.000 |
0.9333 |
|
0.618 |
0.9275 |
|
HIGH |
0.9181 |
|
0.618 |
0.9123 |
|
0.500 |
0.9105 |
|
0.382 |
0.9087 |
|
LOW |
0.9029 |
|
0.618 |
0.8935 |
|
1.000 |
0.8877 |
|
1.618 |
0.8783 |
|
2.618 |
0.8631 |
|
4.250 |
0.8383 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9143 |
0.9119 |
| PP |
0.9124 |
0.9075 |
| S1 |
0.9105 |
0.9032 |
|