CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9129 |
0.9176 |
0.0047 |
0.5% |
0.9085 |
| High |
0.9190 |
0.9263 |
0.0073 |
0.8% |
0.9203 |
| Low |
0.9048 |
0.9078 |
0.0030 |
0.3% |
0.8987 |
| Close |
0.9071 |
0.9134 |
0.0063 |
0.7% |
0.9018 |
| Range |
0.0142 |
0.0185 |
0.0043 |
30.3% |
0.0216 |
| ATR |
0.0133 |
0.0137 |
0.0004 |
3.2% |
0.0000 |
| Volume |
140,749 |
149,066 |
8,317 |
5.9% |
485,768 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9713 |
0.9609 |
0.9236 |
|
| R3 |
0.9528 |
0.9424 |
0.9185 |
|
| R2 |
0.9343 |
0.9343 |
0.9168 |
|
| R1 |
0.9239 |
0.9239 |
0.9151 |
0.9199 |
| PP |
0.9158 |
0.9158 |
0.9158 |
0.9138 |
| S1 |
0.9054 |
0.9054 |
0.9117 |
0.9014 |
| S2 |
0.8973 |
0.8973 |
0.9100 |
|
| S3 |
0.8788 |
0.8869 |
0.9083 |
|
| S4 |
0.8603 |
0.8684 |
0.9032 |
|
|
| 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 |
0.9263 |
0.8995 |
0.0268 |
2.9% |
0.0137 |
1.5% |
52% |
True |
False |
129,869 |
| 10 |
0.9287 |
0.8987 |
0.0300 |
3.3% |
0.0134 |
1.5% |
49% |
False |
False |
122,192 |
| 20 |
0.9593 |
0.8987 |
0.0606 |
6.6% |
0.0140 |
1.5% |
24% |
False |
False |
126,496 |
| 40 |
0.9833 |
0.8987 |
0.0846 |
9.3% |
0.0137 |
1.5% |
17% |
False |
False |
70,177 |
| 60 |
1.0283 |
0.8987 |
0.1296 |
14.2% |
0.0118 |
1.3% |
11% |
False |
False |
46,920 |
| 80 |
1.0454 |
0.8987 |
0.1467 |
16.1% |
0.0104 |
1.1% |
10% |
False |
False |
35,208 |
| 100 |
1.0454 |
0.8987 |
0.1467 |
16.1% |
0.0087 |
1.0% |
10% |
False |
False |
28,167 |
| 120 |
1.0454 |
0.8987 |
0.1467 |
16.1% |
0.0074 |
0.8% |
10% |
False |
False |
23,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0049 |
|
2.618 |
0.9747 |
|
1.618 |
0.9562 |
|
1.000 |
0.9448 |
|
0.618 |
0.9377 |
|
HIGH |
0.9263 |
|
0.618 |
0.9192 |
|
0.500 |
0.9171 |
|
0.382 |
0.9149 |
|
LOW |
0.9078 |
|
0.618 |
0.8964 |
|
1.000 |
0.8893 |
|
1.618 |
0.8779 |
|
2.618 |
0.8594 |
|
4.250 |
0.8292 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9171 |
0.9150 |
| PP |
0.9158 |
0.9145 |
| S1 |
0.9146 |
0.9139 |
|