CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9093 |
0.9129 |
0.0036 |
0.4% |
0.9085 |
| High |
0.9156 |
0.9190 |
0.0034 |
0.4% |
0.9203 |
| Low |
0.9037 |
0.9048 |
0.0011 |
0.1% |
0.8987 |
| Close |
0.9145 |
0.9071 |
-0.0074 |
-0.8% |
0.9018 |
| Range |
0.0119 |
0.0142 |
0.0023 |
19.3% |
0.0216 |
| ATR |
0.0133 |
0.0133 |
0.0001 |
0.5% |
0.0000 |
| Volume |
111,784 |
140,749 |
28,965 |
25.9% |
485,768 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9529 |
0.9442 |
0.9149 |
|
| R3 |
0.9387 |
0.9300 |
0.9110 |
|
| R2 |
0.9245 |
0.9245 |
0.9097 |
|
| R1 |
0.9158 |
0.9158 |
0.9084 |
0.9131 |
| PP |
0.9103 |
0.9103 |
0.9103 |
0.9089 |
| S1 |
0.9016 |
0.9016 |
0.9058 |
0.8989 |
| S2 |
0.8961 |
0.8961 |
0.9045 |
|
| S3 |
0.8819 |
0.8874 |
0.9032 |
|
| S4 |
0.8677 |
0.8732 |
0.8993 |
|
|
| 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 |
0.9190 |
0.8987 |
0.0203 |
2.2% |
0.0130 |
1.4% |
41% |
True |
False |
123,342 |
| 10 |
0.9289 |
0.8987 |
0.0302 |
3.3% |
0.0126 |
1.4% |
28% |
False |
False |
120,897 |
| 20 |
0.9593 |
0.8987 |
0.0606 |
6.7% |
0.0138 |
1.5% |
14% |
False |
False |
122,876 |
| 40 |
0.9913 |
0.8987 |
0.0926 |
10.2% |
0.0136 |
1.5% |
9% |
False |
False |
66,459 |
| 60 |
1.0283 |
0.8987 |
0.1296 |
14.3% |
0.0117 |
1.3% |
6% |
False |
False |
44,441 |
| 80 |
1.0454 |
0.8987 |
0.1467 |
16.2% |
0.0101 |
1.1% |
6% |
False |
False |
33,345 |
| 100 |
1.0454 |
0.8987 |
0.1467 |
16.2% |
0.0086 |
0.9% |
6% |
False |
False |
26,676 |
| 120 |
1.0454 |
0.8987 |
0.1467 |
16.2% |
0.0072 |
0.8% |
6% |
False |
False |
22,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9794 |
|
2.618 |
0.9562 |
|
1.618 |
0.9420 |
|
1.000 |
0.9332 |
|
0.618 |
0.9278 |
|
HIGH |
0.9190 |
|
0.618 |
0.9136 |
|
0.500 |
0.9119 |
|
0.382 |
0.9102 |
|
LOW |
0.9048 |
|
0.618 |
0.8960 |
|
1.000 |
0.8906 |
|
1.618 |
0.8818 |
|
2.618 |
0.8676 |
|
4.250 |
0.8445 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9119 |
0.9093 |
| PP |
0.9103 |
0.9085 |
| S1 |
0.9087 |
0.9078 |
|