CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9032 |
0.9116 |
0.0084 |
0.9% |
0.8834 |
| High |
0.9140 |
0.9145 |
0.0005 |
0.1% |
0.9140 |
| Low |
0.9024 |
0.9064 |
0.0040 |
0.4% |
0.8769 |
| Close |
0.9140 |
0.9082 |
-0.0058 |
-0.6% |
0.9140 |
| Range |
0.0116 |
0.0081 |
-0.0035 |
-30.2% |
0.0371 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
595 |
968 |
373 |
62.7% |
2,679 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9340 |
0.9292 |
0.9127 |
|
| R3 |
0.9259 |
0.9211 |
0.9104 |
|
| R2 |
0.9178 |
0.9178 |
0.9097 |
|
| R1 |
0.9130 |
0.9130 |
0.9089 |
0.9114 |
| PP |
0.9097 |
0.9097 |
0.9097 |
0.9089 |
| S1 |
0.9049 |
0.9049 |
0.9075 |
0.9033 |
| S2 |
0.9016 |
0.9016 |
0.9067 |
|
| S3 |
0.8935 |
0.8968 |
0.9060 |
|
| S4 |
0.8854 |
0.8887 |
0.9037 |
|
|
| 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 |
0.9145 |
0.8837 |
0.0308 |
3.4% |
0.0109 |
1.2% |
80% |
True |
False |
647 |
| 10 |
0.9145 |
0.8769 |
0.0376 |
4.1% |
0.0109 |
1.2% |
83% |
True |
False |
834 |
| 20 |
0.9210 |
0.8769 |
0.0441 |
4.9% |
0.0105 |
1.2% |
71% |
False |
False |
509 |
| 40 |
0.9502 |
0.8769 |
0.0733 |
8.1% |
0.0111 |
1.2% |
43% |
False |
False |
329 |
| 60 |
0.9679 |
0.8769 |
0.0910 |
10.0% |
0.0103 |
1.1% |
34% |
False |
False |
223 |
| 80 |
1.0197 |
0.8769 |
0.1428 |
15.7% |
0.0085 |
0.9% |
22% |
False |
False |
168 |
| 100 |
1.0359 |
0.8769 |
0.1590 |
17.5% |
0.0069 |
0.8% |
20% |
False |
False |
135 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.5% |
0.0057 |
0.6% |
20% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9489 |
|
2.618 |
0.9357 |
|
1.618 |
0.9276 |
|
1.000 |
0.9226 |
|
0.618 |
0.9195 |
|
HIGH |
0.9145 |
|
0.618 |
0.9114 |
|
0.500 |
0.9105 |
|
0.382 |
0.9095 |
|
LOW |
0.9064 |
|
0.618 |
0.9014 |
|
1.000 |
0.8983 |
|
1.618 |
0.8933 |
|
2.618 |
0.8852 |
|
4.250 |
0.8720 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9105 |
0.9060 |
| PP |
0.9097 |
0.9038 |
| S1 |
0.9090 |
0.9017 |
|