CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9445 |
0.9389 |
-0.0056 |
-0.6% |
0.9288 |
| High |
0.9471 |
0.9406 |
-0.0065 |
-0.7% |
0.9476 |
| Low |
0.9375 |
0.9326 |
-0.0049 |
-0.5% |
0.9195 |
| Close |
0.9387 |
0.9354 |
-0.0033 |
-0.4% |
0.9354 |
| Range |
0.0096 |
0.0080 |
-0.0016 |
-16.7% |
0.0281 |
| ATR |
0.0103 |
0.0102 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
99,285 |
83,368 |
-15,917 |
-16.0% |
428,247 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9602 |
0.9558 |
0.9398 |
|
| R3 |
0.9522 |
0.9478 |
0.9376 |
|
| R2 |
0.9442 |
0.9442 |
0.9369 |
|
| R1 |
0.9398 |
0.9398 |
0.9361 |
0.9380 |
| PP |
0.9362 |
0.9362 |
0.9362 |
0.9353 |
| S1 |
0.9318 |
0.9318 |
0.9347 |
0.9300 |
| S2 |
0.9282 |
0.9282 |
0.9339 |
|
| S3 |
0.9202 |
0.9238 |
0.9332 |
|
| S4 |
0.9122 |
0.9158 |
0.9310 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0185 |
1.0050 |
0.9509 |
|
| R3 |
0.9904 |
0.9769 |
0.9431 |
|
| R2 |
0.9623 |
0.9623 |
0.9406 |
|
| R1 |
0.9488 |
0.9488 |
0.9380 |
0.9556 |
| PP |
0.9342 |
0.9342 |
0.9342 |
0.9375 |
| S1 |
0.9207 |
0.9207 |
0.9328 |
0.9275 |
| S2 |
0.9061 |
0.9061 |
0.9302 |
|
| S3 |
0.8780 |
0.8926 |
0.9277 |
|
| S4 |
0.8499 |
0.8645 |
0.9199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9476 |
0.9195 |
0.0281 |
3.0% |
0.0117 |
1.3% |
57% |
False |
False |
85,649 |
| 10 |
0.9476 |
0.9110 |
0.0366 |
3.9% |
0.0100 |
1.1% |
67% |
False |
False |
65,811 |
| 20 |
0.9476 |
0.8830 |
0.0646 |
6.9% |
0.0095 |
1.0% |
81% |
False |
False |
35,519 |
| 40 |
0.9476 |
0.8769 |
0.0707 |
7.6% |
0.0099 |
1.1% |
83% |
False |
False |
18,084 |
| 60 |
0.9476 |
0.8769 |
0.0707 |
7.6% |
0.0104 |
1.1% |
83% |
False |
False |
12,113 |
| 80 |
0.9626 |
0.8769 |
0.0857 |
9.2% |
0.0104 |
1.1% |
68% |
False |
False |
9,098 |
| 100 |
1.0192 |
0.8769 |
0.1423 |
15.2% |
0.0094 |
1.0% |
41% |
False |
False |
7,280 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.0% |
0.0080 |
0.9% |
37% |
False |
False |
6,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9746 |
|
2.618 |
0.9615 |
|
1.618 |
0.9535 |
|
1.000 |
0.9486 |
|
0.618 |
0.9455 |
|
HIGH |
0.9406 |
|
0.618 |
0.9375 |
|
0.500 |
0.9366 |
|
0.382 |
0.9357 |
|
LOW |
0.9326 |
|
0.618 |
0.9277 |
|
1.000 |
0.9246 |
|
1.618 |
0.9197 |
|
2.618 |
0.9117 |
|
4.250 |
0.8986 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9366 |
0.9379 |
| PP |
0.9362 |
0.9370 |
| S1 |
0.9358 |
0.9362 |
|