CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8917 |
0.9032 |
0.0115 |
1.3% |
0.8834 |
| High |
0.9050 |
0.9140 |
0.0090 |
1.0% |
0.9140 |
| Low |
0.8888 |
0.9024 |
0.0136 |
1.5% |
0.8769 |
| Close |
0.9046 |
0.9140 |
0.0094 |
1.0% |
0.9140 |
| Range |
0.0162 |
0.0116 |
-0.0046 |
-28.4% |
0.0371 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
0.3% |
0.0000 |
| Volume |
484 |
595 |
111 |
22.9% |
2,679 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9449 |
0.9411 |
0.9204 |
|
| R3 |
0.9333 |
0.9295 |
0.9172 |
|
| R2 |
0.9217 |
0.9217 |
0.9161 |
|
| R1 |
0.9179 |
0.9179 |
0.9151 |
0.9198 |
| PP |
0.9101 |
0.9101 |
0.9101 |
0.9111 |
| S1 |
0.9063 |
0.9063 |
0.9129 |
0.9082 |
| S2 |
0.8985 |
0.8985 |
0.9119 |
|
| S3 |
0.8869 |
0.8947 |
0.9108 |
|
| S4 |
0.8753 |
0.8831 |
0.9076 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0129 |
1.0006 |
0.9344 |
|
| R3 |
0.9758 |
0.9635 |
0.9242 |
|
| R2 |
0.9387 |
0.9387 |
0.9208 |
|
| R1 |
0.9264 |
0.9264 |
0.9174 |
0.9326 |
| PP |
0.9016 |
0.9016 |
0.9016 |
0.9047 |
| S1 |
0.8893 |
0.8893 |
0.9106 |
0.8955 |
| S2 |
0.8645 |
0.8645 |
0.9072 |
|
| S3 |
0.8274 |
0.8522 |
0.9038 |
|
| S4 |
0.7903 |
0.8151 |
0.8936 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9140 |
0.8769 |
0.0371 |
4.1% |
0.0109 |
1.2% |
100% |
True |
False |
535 |
| 10 |
0.9202 |
0.8769 |
0.0433 |
4.7% |
0.0111 |
1.2% |
86% |
False |
False |
749 |
| 20 |
0.9210 |
0.8769 |
0.0441 |
4.8% |
0.0105 |
1.1% |
84% |
False |
False |
472 |
| 40 |
0.9502 |
0.8769 |
0.0733 |
8.0% |
0.0110 |
1.2% |
51% |
False |
False |
305 |
| 60 |
0.9758 |
0.8769 |
0.0989 |
10.8% |
0.0103 |
1.1% |
38% |
False |
False |
207 |
| 80 |
1.0197 |
0.8769 |
0.1428 |
15.6% |
0.0084 |
0.9% |
26% |
False |
False |
156 |
| 100 |
1.0359 |
0.8769 |
0.1590 |
17.4% |
0.0068 |
0.7% |
23% |
False |
False |
125 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.4% |
0.0057 |
0.6% |
23% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9633 |
|
2.618 |
0.9444 |
|
1.618 |
0.9328 |
|
1.000 |
0.9256 |
|
0.618 |
0.9212 |
|
HIGH |
0.9140 |
|
0.618 |
0.9096 |
|
0.500 |
0.9082 |
|
0.382 |
0.9068 |
|
LOW |
0.9024 |
|
0.618 |
0.8952 |
|
1.000 |
0.8908 |
|
1.618 |
0.8836 |
|
2.618 |
0.8720 |
|
4.250 |
0.8531 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9121 |
0.9092 |
| PP |
0.9101 |
0.9043 |
| S1 |
0.9082 |
0.8995 |
|