CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9337 |
0.9316 |
-0.0021 |
-0.2% |
0.9288 |
| High |
0.9344 |
0.9354 |
0.0010 |
0.1% |
0.9476 |
| Low |
0.9289 |
0.9292 |
0.0003 |
0.0% |
0.9195 |
| Close |
0.9313 |
0.9310 |
-0.0003 |
0.0% |
0.9354 |
| Range |
0.0055 |
0.0062 |
0.0007 |
12.7% |
0.0281 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
64,112 |
63,091 |
-1,021 |
-1.6% |
428,247 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9505 |
0.9469 |
0.9344 |
|
| R3 |
0.9443 |
0.9407 |
0.9327 |
|
| R2 |
0.9381 |
0.9381 |
0.9321 |
|
| R1 |
0.9345 |
0.9345 |
0.9316 |
0.9332 |
| PP |
0.9319 |
0.9319 |
0.9319 |
0.9312 |
| S1 |
0.9283 |
0.9283 |
0.9304 |
0.9270 |
| S2 |
0.9257 |
0.9257 |
0.9299 |
|
| S3 |
0.9195 |
0.9221 |
0.9293 |
|
| S4 |
0.9133 |
0.9159 |
0.9276 |
|
|
| 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 |
0.9406 |
0.9289 |
0.0117 |
1.3% |
0.0070 |
0.7% |
18% |
False |
False |
67,423 |
| 10 |
0.9476 |
0.9167 |
0.0309 |
3.3% |
0.0091 |
1.0% |
46% |
False |
False |
75,328 |
| 20 |
0.9476 |
0.8833 |
0.0643 |
6.9% |
0.0093 |
1.0% |
74% |
False |
False |
47,965 |
| 40 |
0.9476 |
0.8769 |
0.0707 |
7.6% |
0.0094 |
1.0% |
77% |
False |
False |
24,358 |
| 60 |
0.9476 |
0.8769 |
0.0707 |
7.6% |
0.0101 |
1.1% |
77% |
False |
False |
16,334 |
| 80 |
0.9551 |
0.8769 |
0.0782 |
8.4% |
0.0104 |
1.1% |
69% |
False |
False |
12,270 |
| 100 |
1.0090 |
0.8769 |
0.1321 |
14.2% |
0.0095 |
1.0% |
41% |
False |
False |
9,818 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.1% |
0.0082 |
0.9% |
34% |
False |
False |
8,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9618 |
|
2.618 |
0.9516 |
|
1.618 |
0.9454 |
|
1.000 |
0.9416 |
|
0.618 |
0.9392 |
|
HIGH |
0.9354 |
|
0.618 |
0.9330 |
|
0.500 |
0.9323 |
|
0.382 |
0.9316 |
|
LOW |
0.9292 |
|
0.618 |
0.9254 |
|
1.000 |
0.9230 |
|
1.618 |
0.9192 |
|
2.618 |
0.9130 |
|
4.250 |
0.9029 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9323 |
0.9333 |
| PP |
0.9319 |
0.9325 |
| S1 |
0.9314 |
0.9318 |
|