CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9060 |
0.9006 |
-0.0054 |
-0.6% |
0.9085 |
| High |
0.9134 |
0.9099 |
-0.0035 |
-0.4% |
0.9203 |
| Low |
0.9001 |
0.8995 |
-0.0006 |
-0.1% |
0.8987 |
| Close |
0.9018 |
0.9096 |
0.0078 |
0.9% |
0.9018 |
| Range |
0.0133 |
0.0104 |
-0.0029 |
-21.8% |
0.0216 |
| ATR |
0.0136 |
0.0134 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
170,510 |
77,236 |
-93,274 |
-54.7% |
485,768 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9375 |
0.9340 |
0.9153 |
|
| R3 |
0.9271 |
0.9236 |
0.9125 |
|
| R2 |
0.9167 |
0.9167 |
0.9115 |
|
| R1 |
0.9132 |
0.9132 |
0.9106 |
0.9150 |
| PP |
0.9063 |
0.9063 |
0.9063 |
0.9072 |
| S1 |
0.9028 |
0.9028 |
0.9086 |
0.9046 |
| S2 |
0.8959 |
0.8959 |
0.9077 |
|
| S3 |
0.8855 |
0.8924 |
0.9067 |
|
| S4 |
0.8751 |
0.8820 |
0.9039 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9717 |
0.9584 |
0.9137 |
|
| R3 |
0.9501 |
0.9368 |
0.9077 |
|
| R2 |
0.9285 |
0.9285 |
0.9058 |
|
| R1 |
0.9152 |
0.9152 |
0.9038 |
0.9111 |
| PP |
0.9069 |
0.9069 |
0.9069 |
0.9049 |
| S1 |
0.8936 |
0.8936 |
0.8998 |
0.8895 |
| S2 |
0.8853 |
0.8853 |
0.8978 |
|
| S3 |
0.8637 |
0.8720 |
0.8959 |
|
| S4 |
0.8421 |
0.8504 |
0.8899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9203 |
0.8987 |
0.0216 |
2.4% |
0.0129 |
1.4% |
50% |
False |
False |
112,600 |
| 10 |
0.9289 |
0.8987 |
0.0302 |
3.3% |
0.0125 |
1.4% |
36% |
False |
False |
122,200 |
| 20 |
0.9593 |
0.8987 |
0.0606 |
6.7% |
0.0136 |
1.5% |
18% |
False |
False |
114,493 |
| 40 |
1.0006 |
0.8987 |
0.1019 |
11.2% |
0.0134 |
1.5% |
11% |
False |
False |
60,201 |
| 60 |
1.0431 |
0.8987 |
0.1444 |
15.9% |
0.0117 |
1.3% |
8% |
False |
False |
40,236 |
| 80 |
1.0454 |
0.8987 |
0.1467 |
16.1% |
0.0099 |
1.1% |
7% |
False |
False |
30,188 |
| 100 |
1.0454 |
0.8987 |
0.1467 |
16.1% |
0.0083 |
0.9% |
7% |
False |
False |
24,151 |
| 120 |
1.0454 |
0.8987 |
0.1467 |
16.1% |
0.0070 |
0.8% |
7% |
False |
False |
20,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9541 |
|
2.618 |
0.9371 |
|
1.618 |
0.9267 |
|
1.000 |
0.9203 |
|
0.618 |
0.9163 |
|
HIGH |
0.9099 |
|
0.618 |
0.9059 |
|
0.500 |
0.9047 |
|
0.382 |
0.9035 |
|
LOW |
0.8995 |
|
0.618 |
0.8931 |
|
1.000 |
0.8891 |
|
1.618 |
0.8827 |
|
2.618 |
0.8723 |
|
4.250 |
0.8553 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9080 |
0.9085 |
| PP |
0.9063 |
0.9075 |
| S1 |
0.9047 |
0.9064 |
|