CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9316 |
0.9317 |
0.0001 |
0.0% |
0.9328 |
| High |
0.9354 |
0.9328 |
-0.0026 |
-0.3% |
0.9406 |
| Low |
0.9292 |
0.9250 |
-0.0042 |
-0.5% |
0.9250 |
| Close |
0.9310 |
0.9272 |
-0.0038 |
-0.4% |
0.9272 |
| Range |
0.0062 |
0.0078 |
0.0016 |
25.8% |
0.0156 |
| ATR |
0.0094 |
0.0092 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
63,091 |
56,843 |
-6,248 |
-9.9% |
310,590 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9517 |
0.9473 |
0.9315 |
|
| R3 |
0.9439 |
0.9395 |
0.9293 |
|
| R2 |
0.9361 |
0.9361 |
0.9286 |
|
| R1 |
0.9317 |
0.9317 |
0.9279 |
0.9300 |
| PP |
0.9283 |
0.9283 |
0.9283 |
0.9275 |
| S1 |
0.9239 |
0.9239 |
0.9265 |
0.9222 |
| S2 |
0.9205 |
0.9205 |
0.9258 |
|
| S3 |
0.9127 |
0.9161 |
0.9251 |
|
| S4 |
0.9049 |
0.9083 |
0.9229 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9777 |
0.9681 |
0.9358 |
|
| R3 |
0.9621 |
0.9525 |
0.9315 |
|
| R2 |
0.9465 |
0.9465 |
0.9301 |
|
| R1 |
0.9369 |
0.9369 |
0.9286 |
0.9339 |
| PP |
0.9309 |
0.9309 |
0.9309 |
0.9295 |
| S1 |
0.9213 |
0.9213 |
0.9258 |
0.9183 |
| S2 |
0.9153 |
0.9153 |
0.9243 |
|
| S3 |
0.8997 |
0.9057 |
0.9229 |
|
| S4 |
0.8841 |
0.8901 |
0.9186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9406 |
0.9250 |
0.0156 |
1.7% |
0.0069 |
0.7% |
14% |
False |
True |
62,118 |
| 10 |
0.9476 |
0.9195 |
0.0281 |
3.0% |
0.0093 |
1.0% |
27% |
False |
False |
73,883 |
| 20 |
0.9476 |
0.8833 |
0.0643 |
6.9% |
0.0094 |
1.0% |
68% |
False |
False |
50,708 |
| 40 |
0.9476 |
0.8769 |
0.0707 |
7.6% |
0.0094 |
1.0% |
71% |
False |
False |
25,743 |
| 60 |
0.9476 |
0.8769 |
0.0707 |
7.6% |
0.0100 |
1.1% |
71% |
False |
False |
17,280 |
| 80 |
0.9551 |
0.8769 |
0.0782 |
8.4% |
0.0104 |
1.1% |
64% |
False |
False |
12,980 |
| 100 |
1.0033 |
0.8769 |
0.1264 |
13.6% |
0.0096 |
1.0% |
40% |
False |
False |
10,386 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.1% |
0.0082 |
0.9% |
32% |
False |
False |
8,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9660 |
|
2.618 |
0.9532 |
|
1.618 |
0.9454 |
|
1.000 |
0.9406 |
|
0.618 |
0.9376 |
|
HIGH |
0.9328 |
|
0.618 |
0.9298 |
|
0.500 |
0.9289 |
|
0.382 |
0.9280 |
|
LOW |
0.9250 |
|
0.618 |
0.9202 |
|
1.000 |
0.9172 |
|
1.618 |
0.9124 |
|
2.618 |
0.9046 |
|
4.250 |
0.8919 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9289 |
0.9302 |
| PP |
0.9283 |
0.9292 |
| S1 |
0.9278 |
0.9282 |
|