CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 04-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9341 |
0.9347 |
0.0006 |
0.1% |
0.9263 |
| High |
0.9372 |
0.9415 |
0.0043 |
0.5% |
0.9415 |
| Low |
0.9323 |
0.9345 |
0.0022 |
0.2% |
0.9235 |
| Close |
0.9358 |
0.9388 |
0.0030 |
0.3% |
0.9388 |
| Range |
0.0049 |
0.0070 |
0.0021 |
42.9% |
0.0180 |
| ATR |
0.0091 |
0.0089 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
65,488 |
65,444 |
-44 |
-0.1% |
384,108 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9593 |
0.9560 |
0.9427 |
|
| R3 |
0.9523 |
0.9490 |
0.9407 |
|
| R2 |
0.9453 |
0.9453 |
0.9401 |
|
| R1 |
0.9420 |
0.9420 |
0.9394 |
0.9437 |
| PP |
0.9383 |
0.9383 |
0.9383 |
0.9391 |
| S1 |
0.9350 |
0.9350 |
0.9382 |
0.9367 |
| S2 |
0.9313 |
0.9313 |
0.9375 |
|
| S3 |
0.9243 |
0.9280 |
0.9369 |
|
| S4 |
0.9173 |
0.9210 |
0.9350 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9886 |
0.9817 |
0.9487 |
|
| R3 |
0.9706 |
0.9637 |
0.9438 |
|
| R2 |
0.9526 |
0.9526 |
0.9421 |
|
| R1 |
0.9457 |
0.9457 |
0.9405 |
0.9492 |
| PP |
0.9346 |
0.9346 |
0.9346 |
0.9363 |
| S1 |
0.9277 |
0.9277 |
0.9372 |
0.9312 |
| S2 |
0.9166 |
0.9166 |
0.9355 |
|
| S3 |
0.8986 |
0.9097 |
0.9339 |
|
| S4 |
0.8806 |
0.8917 |
0.9289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9415 |
0.9235 |
0.0180 |
1.9% |
0.0083 |
0.9% |
85% |
True |
False |
76,821 |
| 10 |
0.9415 |
0.9235 |
0.0180 |
1.9% |
0.0076 |
0.8% |
85% |
True |
False |
69,469 |
| 20 |
0.9476 |
0.9110 |
0.0366 |
3.9% |
0.0088 |
0.9% |
76% |
False |
False |
67,640 |
| 40 |
0.9476 |
0.8830 |
0.0646 |
6.9% |
0.0091 |
1.0% |
86% |
False |
False |
35,271 |
| 60 |
0.9476 |
0.8769 |
0.0707 |
7.5% |
0.0097 |
1.0% |
88% |
False |
False |
23,665 |
| 80 |
0.9502 |
0.8769 |
0.0733 |
7.8% |
0.0101 |
1.1% |
84% |
False |
False |
17,781 |
| 100 |
0.9758 |
0.8769 |
0.0989 |
10.5% |
0.0097 |
1.0% |
63% |
False |
False |
14,226 |
| 120 |
1.0197 |
0.8769 |
0.1428 |
15.2% |
0.0086 |
0.9% |
43% |
False |
False |
11,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9713 |
|
2.618 |
0.9598 |
|
1.618 |
0.9528 |
|
1.000 |
0.9485 |
|
0.618 |
0.9458 |
|
HIGH |
0.9415 |
|
0.618 |
0.9388 |
|
0.500 |
0.9380 |
|
0.382 |
0.9372 |
|
LOW |
0.9345 |
|
0.618 |
0.9302 |
|
1.000 |
0.9275 |
|
1.618 |
0.9232 |
|
2.618 |
0.9162 |
|
4.250 |
0.9048 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9385 |
0.9376 |
| PP |
0.9383 |
0.9363 |
| S1 |
0.9380 |
0.9351 |
|