CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9123 |
0.9196 |
0.0073 |
0.8% |
0.8923 |
| High |
0.9213 |
0.9238 |
0.0025 |
0.3% |
0.9213 |
| Low |
0.9111 |
0.9163 |
0.0052 |
0.6% |
0.8892 |
| Close |
0.9185 |
0.9227 |
0.0042 |
0.5% |
0.9185 |
| Range |
0.0102 |
0.0075 |
-0.0027 |
-26.5% |
0.0321 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
111,980 |
76,823 |
-35,157 |
-31.4% |
491,130 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9434 |
0.9406 |
0.9268 |
|
| R3 |
0.9359 |
0.9331 |
0.9248 |
|
| R2 |
0.9284 |
0.9284 |
0.9241 |
|
| R1 |
0.9256 |
0.9256 |
0.9234 |
0.9270 |
| PP |
0.9209 |
0.9209 |
0.9209 |
0.9217 |
| S1 |
0.9181 |
0.9181 |
0.9220 |
0.9195 |
| S2 |
0.9134 |
0.9134 |
0.9213 |
|
| S3 |
0.9059 |
0.9106 |
0.9206 |
|
| S4 |
0.8984 |
0.9031 |
0.9186 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0060 |
0.9943 |
0.9362 |
|
| R3 |
0.9739 |
0.9622 |
0.9273 |
|
| R2 |
0.9418 |
0.9418 |
0.9244 |
|
| R1 |
0.9301 |
0.9301 |
0.9214 |
0.9360 |
| PP |
0.9097 |
0.9097 |
0.9097 |
0.9126 |
| S1 |
0.8980 |
0.8980 |
0.9156 |
0.9039 |
| S2 |
0.8776 |
0.8776 |
0.9126 |
|
| S3 |
0.8455 |
0.8659 |
0.9097 |
|
| S4 |
0.8134 |
0.8338 |
0.9008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9238 |
0.8892 |
0.0346 |
3.7% |
0.0115 |
1.2% |
97% |
True |
False |
113,590 |
| 10 |
0.9238 |
0.8881 |
0.0357 |
3.9% |
0.0096 |
1.0% |
97% |
True |
False |
97,557 |
| 20 |
0.9238 |
0.8881 |
0.0357 |
3.9% |
0.0100 |
1.1% |
97% |
True |
False |
95,963 |
| 40 |
0.9284 |
0.8823 |
0.0461 |
5.0% |
0.0108 |
1.2% |
88% |
False |
False |
97,730 |
| 60 |
0.9593 |
0.8823 |
0.0770 |
8.3% |
0.0118 |
1.3% |
52% |
False |
False |
107,102 |
| 80 |
0.9829 |
0.8823 |
0.1006 |
10.9% |
0.0124 |
1.3% |
40% |
False |
False |
85,303 |
| 100 |
1.0283 |
0.8823 |
0.1460 |
15.8% |
0.0115 |
1.2% |
28% |
False |
False |
68,327 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
17.7% |
0.0106 |
1.2% |
25% |
False |
False |
56,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9557 |
|
2.618 |
0.9434 |
|
1.618 |
0.9359 |
|
1.000 |
0.9313 |
|
0.618 |
0.9284 |
|
HIGH |
0.9238 |
|
0.618 |
0.9209 |
|
0.500 |
0.9201 |
|
0.382 |
0.9192 |
|
LOW |
0.9163 |
|
0.618 |
0.9117 |
|
1.000 |
0.9088 |
|
1.618 |
0.9042 |
|
2.618 |
0.8967 |
|
4.250 |
0.8844 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9218 |
0.9210 |
| PP |
0.9209 |
0.9192 |
| S1 |
0.9201 |
0.9175 |
|