CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9310 |
0.9323 |
0.0013 |
0.1% |
0.8923 |
| High |
0.9336 |
0.9353 |
0.0017 |
0.2% |
0.9213 |
| Low |
0.9274 |
0.9224 |
-0.0050 |
-0.5% |
0.8892 |
| Close |
0.9330 |
0.9266 |
-0.0064 |
-0.7% |
0.9185 |
| Range |
0.0062 |
0.0129 |
0.0067 |
108.1% |
0.0321 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
1.9% |
0.0000 |
| Volume |
101,621 |
88,286 |
-13,335 |
-13.1% |
491,130 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9668 |
0.9596 |
0.9337 |
|
| R3 |
0.9539 |
0.9467 |
0.9301 |
|
| R2 |
0.9410 |
0.9410 |
0.9290 |
|
| R1 |
0.9338 |
0.9338 |
0.9278 |
0.9310 |
| PP |
0.9281 |
0.9281 |
0.9281 |
0.9267 |
| S1 |
0.9209 |
0.9209 |
0.9254 |
0.9181 |
| S2 |
0.9152 |
0.9152 |
0.9242 |
|
| S3 |
0.9023 |
0.9080 |
0.9231 |
|
| S4 |
0.8894 |
0.8951 |
0.9195 |
|
|
| 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 |
0.9353 |
0.9111 |
0.0242 |
2.6% |
0.0094 |
1.0% |
64% |
True |
False |
96,234 |
| 10 |
0.9353 |
0.8883 |
0.0470 |
5.1% |
0.0100 |
1.1% |
81% |
True |
False |
100,638 |
| 20 |
0.9353 |
0.8881 |
0.0472 |
5.1% |
0.0102 |
1.1% |
82% |
True |
False |
98,660 |
| 40 |
0.9353 |
0.8823 |
0.0530 |
5.7% |
0.0107 |
1.1% |
84% |
True |
False |
96,955 |
| 60 |
0.9500 |
0.8823 |
0.0677 |
7.3% |
0.0117 |
1.3% |
65% |
False |
False |
106,411 |
| 80 |
0.9761 |
0.8823 |
0.0938 |
10.1% |
0.0124 |
1.3% |
47% |
False |
False |
88,887 |
| 100 |
1.0283 |
0.8823 |
0.1460 |
15.8% |
0.0116 |
1.3% |
30% |
False |
False |
71,245 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
17.6% |
0.0108 |
1.2% |
27% |
False |
False |
59,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9901 |
|
2.618 |
0.9691 |
|
1.618 |
0.9562 |
|
1.000 |
0.9482 |
|
0.618 |
0.9433 |
|
HIGH |
0.9353 |
|
0.618 |
0.9304 |
|
0.500 |
0.9289 |
|
0.382 |
0.9273 |
|
LOW |
0.9224 |
|
0.618 |
0.9144 |
|
1.000 |
0.9095 |
|
1.618 |
0.9015 |
|
2.618 |
0.8886 |
|
4.250 |
0.8676 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9289 |
0.9283 |
| PP |
0.9281 |
0.9277 |
| S1 |
0.9274 |
0.9272 |
|