CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 01-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9229 |
0.9085 |
-0.0144 |
-1.6% |
0.9178 |
| High |
0.9233 |
0.9203 |
-0.0030 |
-0.3% |
0.9289 |
| Low |
0.9062 |
0.9071 |
0.0009 |
0.1% |
0.9062 |
| Close |
0.9107 |
0.9179 |
0.0072 |
0.8% |
0.9107 |
| Range |
0.0171 |
0.0132 |
-0.0039 |
-22.8% |
0.0227 |
| ATR |
0.0136 |
0.0136 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
146,589 |
95,200 |
-51,389 |
-35.1% |
659,002 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9547 |
0.9495 |
0.9252 |
|
| R3 |
0.9415 |
0.9363 |
0.9215 |
|
| R2 |
0.9283 |
0.9283 |
0.9203 |
|
| R1 |
0.9231 |
0.9231 |
0.9191 |
0.9257 |
| PP |
0.9151 |
0.9151 |
0.9151 |
0.9164 |
| S1 |
0.9099 |
0.9099 |
0.9167 |
0.9125 |
| S2 |
0.9019 |
0.9019 |
0.9155 |
|
| S3 |
0.8887 |
0.8967 |
0.9143 |
|
| S4 |
0.8755 |
0.8835 |
0.9106 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9834 |
0.9697 |
0.9232 |
|
| R3 |
0.9607 |
0.9470 |
0.9169 |
|
| R2 |
0.9380 |
0.9380 |
0.9149 |
|
| R1 |
0.9243 |
0.9243 |
0.9128 |
0.9198 |
| PP |
0.9153 |
0.9153 |
0.9153 |
0.9130 |
| S1 |
0.9016 |
0.9016 |
0.9086 |
0.8971 |
| S2 |
0.8926 |
0.8926 |
0.9065 |
|
| S3 |
0.8699 |
0.8789 |
0.9045 |
|
| S4 |
0.8472 |
0.8562 |
0.8982 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9289 |
0.9062 |
0.0227 |
2.5% |
0.0118 |
1.3% |
52% |
False |
False |
121,063 |
| 10 |
0.9513 |
0.9062 |
0.0451 |
4.9% |
0.0139 |
1.5% |
26% |
False |
False |
130,719 |
| 20 |
0.9696 |
0.9062 |
0.0634 |
6.9% |
0.0146 |
1.6% |
18% |
False |
False |
94,447 |
| 40 |
1.0207 |
0.9062 |
0.1145 |
12.5% |
0.0132 |
1.4% |
10% |
False |
False |
48,586 |
| 60 |
1.0454 |
0.9062 |
0.1392 |
15.2% |
0.0113 |
1.2% |
8% |
False |
False |
32,447 |
| 80 |
1.0454 |
0.9062 |
0.1392 |
15.2% |
0.0094 |
1.0% |
8% |
False |
False |
24,341 |
| 100 |
1.0454 |
0.9062 |
0.1392 |
15.2% |
0.0079 |
0.9% |
8% |
False |
False |
19,473 |
| 120 |
1.0454 |
0.9062 |
0.1392 |
15.2% |
0.0066 |
0.7% |
8% |
False |
False |
16,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9764 |
|
2.618 |
0.9549 |
|
1.618 |
0.9417 |
|
1.000 |
0.9335 |
|
0.618 |
0.9285 |
|
HIGH |
0.9203 |
|
0.618 |
0.9153 |
|
0.500 |
0.9137 |
|
0.382 |
0.9121 |
|
LOW |
0.9071 |
|
0.618 |
0.8989 |
|
1.000 |
0.8939 |
|
1.618 |
0.8857 |
|
2.618 |
0.8725 |
|
4.250 |
0.8510 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9165 |
0.9178 |
| PP |
0.9151 |
0.9176 |
| S1 |
0.9137 |
0.9175 |
|