CME Australian Dollar Future December 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 |
0.8870 |
0.8998 |
0.0128 |
1.4% |
0.8967 |
| High |
0.9010 |
0.9126 |
0.0116 |
1.3% |
0.9005 |
| Low |
0.8864 |
0.8976 |
0.0112 |
1.3% |
0.8830 |
| Close |
0.8993 |
0.9107 |
0.0114 |
1.3% |
0.8840 |
| Range |
0.0146 |
0.0150 |
0.0004 |
2.7% |
0.0175 |
| ATR |
0.0100 |
0.0104 |
0.0004 |
3.5% |
0.0000 |
| Volume |
5,076 |
12,722 |
7,646 |
150.6% |
14,734 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9520 |
0.9463 |
0.9190 |
|
| R3 |
0.9370 |
0.9313 |
0.9148 |
|
| R2 |
0.9220 |
0.9220 |
0.9135 |
|
| R1 |
0.9163 |
0.9163 |
0.9121 |
0.9192 |
| PP |
0.9070 |
0.9070 |
0.9070 |
0.9084 |
| S1 |
0.9013 |
0.9013 |
0.9093 |
0.9042 |
| S2 |
0.8920 |
0.8920 |
0.9080 |
|
| S3 |
0.8770 |
0.8863 |
0.9066 |
|
| S4 |
0.8620 |
0.8713 |
0.9025 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9417 |
0.9303 |
0.8936 |
|
| R3 |
0.9242 |
0.9128 |
0.8888 |
|
| R2 |
0.9067 |
0.9067 |
0.8872 |
|
| R1 |
0.8953 |
0.8953 |
0.8856 |
0.8923 |
| PP |
0.8892 |
0.8892 |
0.8892 |
0.8876 |
| S1 |
0.8778 |
0.8778 |
0.8824 |
0.8748 |
| S2 |
0.8717 |
0.8717 |
0.8808 |
|
| S3 |
0.8542 |
0.8603 |
0.8792 |
|
| S4 |
0.8367 |
0.8428 |
0.8744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9126 |
0.8830 |
0.0296 |
3.3% |
0.0101 |
1.1% |
94% |
True |
False |
6,186 |
| 10 |
0.9126 |
0.8830 |
0.0296 |
3.3% |
0.0095 |
1.0% |
94% |
True |
False |
3,550 |
| 20 |
0.9159 |
0.8830 |
0.0329 |
3.6% |
0.0099 |
1.1% |
84% |
False |
False |
2,061 |
| 40 |
0.9210 |
0.8769 |
0.0441 |
4.8% |
0.0105 |
1.1% |
77% |
False |
False |
1,234 |
| 60 |
0.9502 |
0.8769 |
0.0733 |
8.0% |
0.0106 |
1.2% |
46% |
False |
False |
861 |
| 80 |
0.9812 |
0.8769 |
0.1043 |
11.5% |
0.0098 |
1.1% |
32% |
False |
False |
648 |
| 100 |
1.0199 |
0.8769 |
0.1430 |
15.7% |
0.0083 |
0.9% |
24% |
False |
False |
519 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.5% |
0.0070 |
0.8% |
21% |
False |
False |
433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9764 |
|
2.618 |
0.9519 |
|
1.618 |
0.9369 |
|
1.000 |
0.9276 |
|
0.618 |
0.9219 |
|
HIGH |
0.9126 |
|
0.618 |
0.9069 |
|
0.500 |
0.9051 |
|
0.382 |
0.9033 |
|
LOW |
0.8976 |
|
0.618 |
0.8883 |
|
1.000 |
0.8826 |
|
1.618 |
0.8733 |
|
2.618 |
0.8583 |
|
4.250 |
0.8339 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9088 |
0.9065 |
| PP |
0.9070 |
0.9022 |
| S1 |
0.9051 |
0.8980 |
|