CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9262 |
0.9300 |
0.0038 |
0.4% |
0.9145 |
| High |
0.9311 |
0.9476 |
0.0165 |
1.8% |
0.9298 |
| Low |
0.9231 |
0.9281 |
0.0050 |
0.5% |
0.9110 |
| Close |
0.9300 |
0.9448 |
0.0148 |
1.6% |
0.9195 |
| Range |
0.0080 |
0.0195 |
0.0115 |
143.8% |
0.0188 |
| ATR |
0.0097 |
0.0104 |
0.0007 |
7.2% |
0.0000 |
| Volume |
64,679 |
102,069 |
37,390 |
57.8% |
229,864 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9987 |
0.9912 |
0.9555 |
|
| R3 |
0.9792 |
0.9717 |
0.9502 |
|
| R2 |
0.9597 |
0.9597 |
0.9484 |
|
| R1 |
0.9522 |
0.9522 |
0.9466 |
0.9560 |
| PP |
0.9402 |
0.9402 |
0.9402 |
0.9420 |
| S1 |
0.9327 |
0.9327 |
0.9430 |
0.9365 |
| S2 |
0.9207 |
0.9207 |
0.9412 |
|
| S3 |
0.9012 |
0.9132 |
0.9394 |
|
| S4 |
0.8817 |
0.8937 |
0.9341 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9765 |
0.9668 |
0.9298 |
|
| R3 |
0.9577 |
0.9480 |
0.9247 |
|
| R2 |
0.9389 |
0.9389 |
0.9229 |
|
| R1 |
0.9292 |
0.9292 |
0.9212 |
0.9341 |
| PP |
0.9201 |
0.9201 |
0.9201 |
0.9225 |
| S1 |
0.9104 |
0.9104 |
0.9178 |
0.9153 |
| S2 |
0.9013 |
0.9013 |
0.9161 |
|
| S3 |
0.8825 |
0.8916 |
0.9143 |
|
| S4 |
0.8637 |
0.8728 |
0.9092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9476 |
0.9167 |
0.0309 |
3.3% |
0.0118 |
1.2% |
91% |
True |
False |
75,268 |
| 10 |
0.9476 |
0.9057 |
0.0419 |
4.4% |
0.0099 |
1.0% |
93% |
True |
False |
49,350 |
| 20 |
0.9476 |
0.8830 |
0.0646 |
6.8% |
0.0097 |
1.0% |
96% |
True |
False |
26,450 |
| 40 |
0.9476 |
0.8769 |
0.0707 |
7.5% |
0.0102 |
1.1% |
96% |
True |
False |
13,530 |
| 60 |
0.9476 |
0.8769 |
0.0707 |
7.5% |
0.0103 |
1.1% |
96% |
True |
False |
9,073 |
| 80 |
0.9626 |
0.8769 |
0.0857 |
9.1% |
0.0104 |
1.1% |
79% |
False |
False |
6,815 |
| 100 |
1.0197 |
0.8769 |
0.1428 |
15.1% |
0.0092 |
1.0% |
48% |
False |
False |
5,454 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
16.8% |
0.0078 |
0.8% |
43% |
False |
False |
4,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0305 |
|
2.618 |
0.9987 |
|
1.618 |
0.9792 |
|
1.000 |
0.9671 |
|
0.618 |
0.9597 |
|
HIGH |
0.9476 |
|
0.618 |
0.9402 |
|
0.500 |
0.9379 |
|
0.382 |
0.9355 |
|
LOW |
0.9281 |
|
0.618 |
0.9160 |
|
1.000 |
0.9086 |
|
1.618 |
0.8965 |
|
2.618 |
0.8770 |
|
4.250 |
0.8452 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9425 |
0.9411 |
| PP |
0.9402 |
0.9373 |
| S1 |
0.9379 |
0.9336 |
|