CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9349 |
0.9341 |
-0.0008 |
-0.1% |
0.9328 |
| High |
0.9362 |
0.9372 |
0.0010 |
0.1% |
0.9406 |
| Low |
0.9287 |
0.9323 |
0.0036 |
0.4% |
0.9250 |
| Close |
0.9341 |
0.9358 |
0.0017 |
0.2% |
0.9272 |
| Range |
0.0075 |
0.0049 |
-0.0026 |
-34.7% |
0.0156 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
82,177 |
65,488 |
-16,689 |
-20.3% |
310,590 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9498 |
0.9477 |
0.9385 |
|
| R3 |
0.9449 |
0.9428 |
0.9371 |
|
| R2 |
0.9400 |
0.9400 |
0.9367 |
|
| R1 |
0.9379 |
0.9379 |
0.9362 |
0.9390 |
| PP |
0.9351 |
0.9351 |
0.9351 |
0.9356 |
| S1 |
0.9330 |
0.9330 |
0.9354 |
0.9341 |
| S2 |
0.9302 |
0.9302 |
0.9349 |
|
| S3 |
0.9253 |
0.9281 |
0.9345 |
|
| S4 |
0.9204 |
0.9232 |
0.9331 |
|
|
| 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% |
0.0085 |
0.9% |
80% |
False |
False |
75,101 |
| 10 |
0.9406 |
0.9235 |
0.0171 |
1.8% |
0.0077 |
0.8% |
72% |
False |
False |
71,262 |
| 20 |
0.9476 |
0.9058 |
0.0418 |
4.5% |
0.0089 |
1.0% |
72% |
False |
False |
64,846 |
| 40 |
0.9476 |
0.8830 |
0.0646 |
6.9% |
0.0094 |
1.0% |
82% |
False |
False |
33,647 |
| 60 |
0.9476 |
0.8769 |
0.0707 |
7.6% |
0.0099 |
1.1% |
83% |
False |
False |
22,577 |
| 80 |
0.9502 |
0.8769 |
0.0733 |
7.8% |
0.0101 |
1.1% |
80% |
False |
False |
16,963 |
| 100 |
0.9775 |
0.8769 |
0.1006 |
10.8% |
0.0097 |
1.0% |
59% |
False |
False |
13,572 |
| 120 |
1.0199 |
0.8769 |
0.1430 |
15.3% |
0.0085 |
0.9% |
41% |
False |
False |
11,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9580 |
|
2.618 |
0.9500 |
|
1.618 |
0.9451 |
|
1.000 |
0.9421 |
|
0.618 |
0.9402 |
|
HIGH |
0.9372 |
|
0.618 |
0.9353 |
|
0.500 |
0.9348 |
|
0.382 |
0.9342 |
|
LOW |
0.9323 |
|
0.618 |
0.9293 |
|
1.000 |
0.9274 |
|
1.618 |
0.9244 |
|
2.618 |
0.9195 |
|
4.250 |
0.9115 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9355 |
0.9344 |
| PP |
0.9351 |
0.9330 |
| S1 |
0.9348 |
0.9316 |
|