CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9176 |
0.9133 |
-0.0043 |
-0.5% |
0.9006 |
| High |
0.9263 |
0.9147 |
-0.0116 |
-1.3% |
0.9263 |
| Low |
0.9078 |
0.8957 |
-0.0121 |
-1.3% |
0.8957 |
| Close |
0.9134 |
0.9016 |
-0.0118 |
-1.3% |
0.9016 |
| Range |
0.0185 |
0.0190 |
0.0005 |
2.7% |
0.0306 |
| ATR |
0.0137 |
0.0141 |
0.0004 |
2.7% |
0.0000 |
| Volume |
149,066 |
108,594 |
-40,472 |
-27.2% |
587,429 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9610 |
0.9503 |
0.9121 |
|
| R3 |
0.9420 |
0.9313 |
0.9068 |
|
| R2 |
0.9230 |
0.9230 |
0.9051 |
|
| R1 |
0.9123 |
0.9123 |
0.9033 |
0.9082 |
| PP |
0.9040 |
0.9040 |
0.9040 |
0.9019 |
| S1 |
0.8933 |
0.8933 |
0.8999 |
0.8892 |
| S2 |
0.8850 |
0.8850 |
0.8981 |
|
| S3 |
0.8660 |
0.8743 |
0.8964 |
|
| S4 |
0.8470 |
0.8553 |
0.8912 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9997 |
0.9812 |
0.9184 |
|
| R3 |
0.9691 |
0.9506 |
0.9100 |
|
| R2 |
0.9385 |
0.9385 |
0.9072 |
|
| R1 |
0.9200 |
0.9200 |
0.9044 |
0.9293 |
| PP |
0.9079 |
0.9079 |
0.9079 |
0.9125 |
| S1 |
0.8894 |
0.8894 |
0.8988 |
0.8987 |
| S2 |
0.8773 |
0.8773 |
0.8960 |
|
| S3 |
0.8467 |
0.8588 |
0.8932 |
|
| S4 |
0.8161 |
0.8282 |
0.8848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9263 |
0.8957 |
0.0306 |
3.4% |
0.0148 |
1.6% |
19% |
False |
True |
117,485 |
| 10 |
0.9263 |
0.8957 |
0.0306 |
3.4% |
0.0145 |
1.6% |
19% |
False |
True |
121,978 |
| 20 |
0.9593 |
0.8957 |
0.0636 |
7.1% |
0.0138 |
1.5% |
9% |
False |
True |
125,845 |
| 40 |
0.9829 |
0.8957 |
0.0872 |
9.7% |
0.0140 |
1.6% |
7% |
False |
True |
72,876 |
| 60 |
1.0283 |
0.8957 |
0.1326 |
14.7% |
0.0120 |
1.3% |
4% |
False |
True |
48,725 |
| 80 |
1.0454 |
0.8957 |
0.1497 |
16.6% |
0.0106 |
1.2% |
4% |
False |
True |
36,565 |
| 100 |
1.0454 |
0.8957 |
0.1497 |
16.6% |
0.0089 |
1.0% |
4% |
False |
True |
29,253 |
| 120 |
1.0454 |
0.8957 |
0.1497 |
16.6% |
0.0076 |
0.8% |
4% |
False |
True |
24,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9955 |
|
2.618 |
0.9644 |
|
1.618 |
0.9454 |
|
1.000 |
0.9337 |
|
0.618 |
0.9264 |
|
HIGH |
0.9147 |
|
0.618 |
0.9074 |
|
0.500 |
0.9052 |
|
0.382 |
0.9030 |
|
LOW |
0.8957 |
|
0.618 |
0.8840 |
|
1.000 |
0.8767 |
|
1.618 |
0.8650 |
|
2.618 |
0.8460 |
|
4.250 |
0.8150 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9052 |
0.9110 |
| PP |
0.9040 |
0.9079 |
| S1 |
0.9028 |
0.9047 |
|