CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9006 |
0.9093 |
0.0087 |
1.0% |
0.9085 |
| High |
0.9099 |
0.9156 |
0.0057 |
0.6% |
0.9203 |
| Low |
0.8995 |
0.9037 |
0.0042 |
0.5% |
0.8987 |
| Close |
0.9096 |
0.9145 |
0.0049 |
0.5% |
0.9018 |
| Range |
0.0104 |
0.0119 |
0.0015 |
14.4% |
0.0216 |
| ATR |
0.0134 |
0.0133 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
77,236 |
111,784 |
34,548 |
44.7% |
485,768 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9470 |
0.9426 |
0.9210 |
|
| R3 |
0.9351 |
0.9307 |
0.9178 |
|
| R2 |
0.9232 |
0.9232 |
0.9167 |
|
| R1 |
0.9188 |
0.9188 |
0.9156 |
0.9210 |
| PP |
0.9113 |
0.9113 |
0.9113 |
0.9124 |
| S1 |
0.9069 |
0.9069 |
0.9134 |
0.9091 |
| S2 |
0.8994 |
0.8994 |
0.9123 |
|
| S3 |
0.8875 |
0.8950 |
0.9112 |
|
| S4 |
0.8756 |
0.8831 |
0.9080 |
|
|
| 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 |
0.9201 |
0.8987 |
0.0214 |
2.3% |
0.0126 |
1.4% |
74% |
False |
False |
115,917 |
| 10 |
0.9289 |
0.8987 |
0.0302 |
3.3% |
0.0122 |
1.3% |
52% |
False |
False |
118,490 |
| 20 |
0.9593 |
0.8987 |
0.0606 |
6.6% |
0.0138 |
1.5% |
26% |
False |
False |
118,917 |
| 40 |
0.9919 |
0.8987 |
0.0932 |
10.2% |
0.0134 |
1.5% |
17% |
False |
False |
62,981 |
| 60 |
1.0399 |
0.8987 |
0.1412 |
15.4% |
0.0118 |
1.3% |
11% |
False |
False |
42,098 |
| 80 |
1.0454 |
0.8987 |
0.1467 |
16.0% |
0.0100 |
1.1% |
11% |
False |
False |
31,585 |
| 100 |
1.0454 |
0.8987 |
0.1467 |
16.0% |
0.0084 |
0.9% |
11% |
False |
False |
25,269 |
| 120 |
1.0454 |
0.8987 |
0.1467 |
16.0% |
0.0071 |
0.8% |
11% |
False |
False |
21,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9662 |
|
2.618 |
0.9468 |
|
1.618 |
0.9349 |
|
1.000 |
0.9275 |
|
0.618 |
0.9230 |
|
HIGH |
0.9156 |
|
0.618 |
0.9111 |
|
0.500 |
0.9097 |
|
0.382 |
0.9082 |
|
LOW |
0.9037 |
|
0.618 |
0.8963 |
|
1.000 |
0.8918 |
|
1.618 |
0.8844 |
|
2.618 |
0.8725 |
|
4.250 |
0.8531 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9129 |
0.9122 |
| PP |
0.9113 |
0.9099 |
| S1 |
0.9097 |
0.9076 |
|