CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9263 |
0.9278 |
0.0015 |
0.2% |
0.9328 |
| High |
0.9309 |
0.9389 |
0.0080 |
0.9% |
0.9406 |
| Low |
0.9235 |
0.9242 |
0.0007 |
0.1% |
0.9250 |
| Close |
0.9279 |
0.9341 |
0.0062 |
0.7% |
0.9272 |
| Range |
0.0074 |
0.0147 |
0.0073 |
98.6% |
0.0156 |
| ATR |
0.0091 |
0.0095 |
0.0004 |
4.4% |
0.0000 |
| Volume |
71,886 |
99,113 |
27,227 |
37.9% |
310,590 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9765 |
0.9700 |
0.9422 |
|
| R3 |
0.9618 |
0.9553 |
0.9381 |
|
| R2 |
0.9471 |
0.9471 |
0.9368 |
|
| R1 |
0.9406 |
0.9406 |
0.9354 |
0.9439 |
| PP |
0.9324 |
0.9324 |
0.9324 |
0.9340 |
| S1 |
0.9259 |
0.9259 |
0.9328 |
0.9292 |
| S2 |
0.9177 |
0.9177 |
0.9314 |
|
| S3 |
0.9030 |
0.9112 |
0.9301 |
|
| S4 |
0.8883 |
0.8965 |
0.9260 |
|
|
| 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 |
0.9389 |
0.9235 |
0.0154 |
1.6% |
0.0083 |
0.9% |
69% |
True |
False |
71,009 |
| 10 |
0.9476 |
0.9235 |
0.0241 |
2.6% |
0.0094 |
1.0% |
44% |
False |
False |
76,631 |
| 20 |
0.9476 |
0.8976 |
0.0500 |
5.4% |
0.0094 |
1.0% |
73% |
False |
False |
58,523 |
| 40 |
0.9476 |
0.8830 |
0.0646 |
6.9% |
0.0095 |
1.0% |
79% |
False |
False |
29,985 |
| 60 |
0.9476 |
0.8769 |
0.0707 |
7.6% |
0.0100 |
1.1% |
81% |
False |
False |
20,120 |
| 80 |
0.9502 |
0.8769 |
0.0733 |
7.8% |
0.0102 |
1.1% |
78% |
False |
False |
15,118 |
| 100 |
0.9947 |
0.8769 |
0.1178 |
12.6% |
0.0097 |
1.0% |
49% |
False |
False |
12,096 |
| 120 |
1.0330 |
0.8769 |
0.1561 |
16.7% |
0.0084 |
0.9% |
37% |
False |
False |
10,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0014 |
|
2.618 |
0.9774 |
|
1.618 |
0.9627 |
|
1.000 |
0.9536 |
|
0.618 |
0.9480 |
|
HIGH |
0.9389 |
|
0.618 |
0.9333 |
|
0.500 |
0.9316 |
|
0.382 |
0.9298 |
|
LOW |
0.9242 |
|
0.618 |
0.9151 |
|
1.000 |
0.9095 |
|
1.618 |
0.9004 |
|
2.618 |
0.8857 |
|
4.250 |
0.8617 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9333 |
0.9331 |
| PP |
0.9324 |
0.9322 |
| S1 |
0.9316 |
0.9312 |
|