CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9085 |
0.9185 |
0.0100 |
1.1% |
0.9178 |
| High |
0.9203 |
0.9201 |
-0.0002 |
0.0% |
0.9289 |
| Low |
0.9071 |
0.9080 |
0.0009 |
0.1% |
0.9062 |
| Close |
0.9179 |
0.9097 |
-0.0082 |
-0.9% |
0.9107 |
| Range |
0.0132 |
0.0121 |
-0.0011 |
-8.3% |
0.0227 |
| ATR |
0.0136 |
0.0135 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
95,200 |
103,625 |
8,425 |
8.8% |
659,002 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9489 |
0.9414 |
0.9164 |
|
| R3 |
0.9368 |
0.9293 |
0.9130 |
|
| R2 |
0.9247 |
0.9247 |
0.9119 |
|
| R1 |
0.9172 |
0.9172 |
0.9108 |
0.9149 |
| PP |
0.9126 |
0.9126 |
0.9126 |
0.9115 |
| S1 |
0.9051 |
0.9051 |
0.9086 |
0.9028 |
| S2 |
0.9005 |
0.9005 |
0.9075 |
|
| S3 |
0.8884 |
0.8930 |
0.9064 |
|
| S4 |
0.8763 |
0.8809 |
0.9030 |
|
|
| 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% |
0.0122 |
1.3% |
15% |
False |
False |
118,452 |
| 10 |
0.9500 |
0.9062 |
0.0438 |
4.8% |
0.0137 |
1.5% |
8% |
False |
False |
130,872 |
| 20 |
0.9609 |
0.9062 |
0.0547 |
6.0% |
0.0144 |
1.6% |
6% |
False |
False |
99,034 |
| 40 |
1.0184 |
0.9062 |
0.1122 |
12.3% |
0.0133 |
1.5% |
3% |
False |
False |
51,172 |
| 60 |
1.0454 |
0.9062 |
0.1392 |
15.3% |
0.0114 |
1.3% |
3% |
False |
False |
34,172 |
| 80 |
1.0454 |
0.9062 |
0.1392 |
15.3% |
0.0095 |
1.0% |
3% |
False |
False |
25,636 |
| 100 |
1.0454 |
0.9062 |
0.1392 |
15.3% |
0.0080 |
0.9% |
3% |
False |
False |
20,509 |
| 120 |
1.0454 |
0.9062 |
0.1392 |
15.3% |
0.0067 |
0.7% |
3% |
False |
False |
17,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9715 |
|
2.618 |
0.9518 |
|
1.618 |
0.9397 |
|
1.000 |
0.9322 |
|
0.618 |
0.9276 |
|
HIGH |
0.9201 |
|
0.618 |
0.9155 |
|
0.500 |
0.9141 |
|
0.382 |
0.9126 |
|
LOW |
0.9080 |
|
0.618 |
0.9005 |
|
1.000 |
0.8959 |
|
1.618 |
0.8884 |
|
2.618 |
0.8763 |
|
4.250 |
0.8566 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9141 |
0.9148 |
| PP |
0.9126 |
0.9131 |
| S1 |
0.9112 |
0.9114 |
|