CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9185 |
0.9097 |
-0.0088 |
-1.0% |
0.9178 |
| High |
0.9201 |
0.9141 |
-0.0060 |
-0.7% |
0.9289 |
| Low |
0.9080 |
0.8987 |
-0.0093 |
-1.0% |
0.9062 |
| Close |
0.9097 |
0.9036 |
-0.0061 |
-0.7% |
0.9107 |
| Range |
0.0121 |
0.0154 |
0.0033 |
27.3% |
0.0227 |
| ATR |
0.0135 |
0.0136 |
0.0001 |
1.0% |
0.0000 |
| Volume |
103,625 |
116,433 |
12,808 |
12.4% |
659,002 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9517 |
0.9430 |
0.9121 |
|
| R3 |
0.9363 |
0.9276 |
0.9078 |
|
| R2 |
0.9209 |
0.9209 |
0.9064 |
|
| R1 |
0.9122 |
0.9122 |
0.9050 |
0.9089 |
| PP |
0.9055 |
0.9055 |
0.9055 |
0.9038 |
| S1 |
0.8968 |
0.8968 |
0.9022 |
0.8935 |
| S2 |
0.8901 |
0.8901 |
0.9008 |
|
| S3 |
0.8747 |
0.8814 |
0.8994 |
|
| S4 |
0.8593 |
0.8660 |
0.8951 |
|
|
| 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 |
0.9287 |
0.8987 |
0.0300 |
3.3% |
0.0131 |
1.5% |
16% |
False |
True |
114,515 |
| 10 |
0.9289 |
0.8987 |
0.0302 |
3.3% |
0.0125 |
1.4% |
16% |
False |
True |
128,012 |
| 20 |
0.9609 |
0.8987 |
0.0622 |
6.9% |
0.0145 |
1.6% |
8% |
False |
True |
104,424 |
| 40 |
1.0184 |
0.8987 |
0.1197 |
13.2% |
0.0135 |
1.5% |
4% |
False |
True |
54,073 |
| 60 |
1.0454 |
0.8987 |
0.1467 |
16.2% |
0.0115 |
1.3% |
3% |
False |
True |
36,109 |
| 80 |
1.0454 |
0.8987 |
0.1467 |
16.2% |
0.0096 |
1.1% |
3% |
False |
True |
27,091 |
| 100 |
1.0454 |
0.8987 |
0.1467 |
16.2% |
0.0082 |
0.9% |
3% |
False |
True |
21,674 |
| 120 |
1.0454 |
0.8987 |
0.1467 |
16.2% |
0.0068 |
0.8% |
3% |
False |
True |
18,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9796 |
|
2.618 |
0.9544 |
|
1.618 |
0.9390 |
|
1.000 |
0.9295 |
|
0.618 |
0.9236 |
|
HIGH |
0.9141 |
|
0.618 |
0.9082 |
|
0.500 |
0.9064 |
|
0.382 |
0.9046 |
|
LOW |
0.8987 |
|
0.618 |
0.8892 |
|
1.000 |
0.8833 |
|
1.618 |
0.8738 |
|
2.618 |
0.8584 |
|
4.250 |
0.8333 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9064 |
0.9095 |
| PP |
0.9055 |
0.9075 |
| S1 |
0.9045 |
0.9056 |
|