CME Australian Dollar Future December 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 |
0.9255 |
0.9268 |
0.0013 |
0.1% |
0.8870 |
| High |
0.9279 |
0.9298 |
0.0019 |
0.2% |
0.9158 |
| Low |
0.9218 |
0.9170 |
-0.0048 |
-0.5% |
0.8864 |
| Close |
0.9275 |
0.9211 |
-0.0064 |
-0.7% |
0.9130 |
| Range |
0.0061 |
0.0128 |
0.0067 |
109.8% |
0.0294 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.3% |
0.0000 |
| Volume |
44,540 |
59,460 |
14,920 |
33.5% |
35,846 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9610 |
0.9539 |
0.9281 |
|
| R3 |
0.9482 |
0.9411 |
0.9246 |
|
| R2 |
0.9354 |
0.9354 |
0.9234 |
|
| R1 |
0.9283 |
0.9283 |
0.9223 |
0.9255 |
| PP |
0.9226 |
0.9226 |
0.9226 |
0.9212 |
| S1 |
0.9155 |
0.9155 |
0.9199 |
0.9127 |
| S2 |
0.9098 |
0.9098 |
0.9188 |
|
| S3 |
0.8970 |
0.9027 |
0.9176 |
|
| S4 |
0.8842 |
0.8899 |
0.9141 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9933 |
0.9825 |
0.9292 |
|
| R3 |
0.9639 |
0.9531 |
0.9211 |
|
| R2 |
0.9345 |
0.9345 |
0.9184 |
|
| R1 |
0.9237 |
0.9237 |
0.9157 |
0.9291 |
| PP |
0.9051 |
0.9051 |
0.9051 |
0.9078 |
| S1 |
0.8943 |
0.8943 |
0.9103 |
0.8997 |
| S2 |
0.8757 |
0.8757 |
0.9076 |
|
| S3 |
0.8463 |
0.8649 |
0.9049 |
|
| S4 |
0.8169 |
0.8355 |
0.8968 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9298 |
0.9058 |
0.0240 |
2.6% |
0.0092 |
1.0% |
64% |
True |
False |
33,628 |
| 10 |
0.9298 |
0.8833 |
0.0465 |
5.0% |
0.0095 |
1.0% |
81% |
True |
False |
20,601 |
| 20 |
0.9298 |
0.8830 |
0.0468 |
5.1% |
0.0096 |
1.0% |
81% |
True |
False |
10,715 |
| 40 |
0.9298 |
0.8769 |
0.0529 |
5.7% |
0.0098 |
1.1% |
84% |
True |
False |
5,622 |
| 60 |
0.9424 |
0.8769 |
0.0655 |
7.1% |
0.0106 |
1.1% |
67% |
False |
False |
3,803 |
| 80 |
0.9673 |
0.8769 |
0.0904 |
9.8% |
0.0102 |
1.1% |
49% |
False |
False |
2,855 |
| 100 |
1.0197 |
0.8769 |
0.1428 |
15.5% |
0.0088 |
1.0% |
31% |
False |
False |
2,285 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.3% |
0.0074 |
0.8% |
28% |
False |
False |
1,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9842 |
|
2.618 |
0.9633 |
|
1.618 |
0.9505 |
|
1.000 |
0.9426 |
|
0.618 |
0.9377 |
|
HIGH |
0.9298 |
|
0.618 |
0.9249 |
|
0.500 |
0.9234 |
|
0.382 |
0.9219 |
|
LOW |
0.9170 |
|
0.618 |
0.9091 |
|
1.000 |
0.9042 |
|
1.618 |
0.8963 |
|
2.618 |
0.8835 |
|
4.250 |
0.8626 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9234 |
0.9230 |
| PP |
0.9226 |
0.9224 |
| S1 |
0.9219 |
0.9217 |
|