CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9133 |
0.9040 |
-0.0093 |
-1.0% |
0.9006 |
| High |
0.9147 |
0.9081 |
-0.0066 |
-0.7% |
0.9263 |
| Low |
0.8957 |
0.8996 |
0.0039 |
0.4% |
0.8957 |
| Close |
0.9016 |
0.9058 |
0.0042 |
0.5% |
0.9016 |
| Range |
0.0190 |
0.0085 |
-0.0105 |
-55.3% |
0.0306 |
| ATR |
0.0141 |
0.0137 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
108,594 |
89,637 |
-18,957 |
-17.5% |
587,429 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9300 |
0.9264 |
0.9105 |
|
| R3 |
0.9215 |
0.9179 |
0.9081 |
|
| R2 |
0.9130 |
0.9130 |
0.9074 |
|
| R1 |
0.9094 |
0.9094 |
0.9066 |
0.9112 |
| PP |
0.9045 |
0.9045 |
0.9045 |
0.9054 |
| S1 |
0.9009 |
0.9009 |
0.9050 |
0.9027 |
| S2 |
0.8960 |
0.8960 |
0.9042 |
|
| S3 |
0.8875 |
0.8924 |
0.9035 |
|
| S4 |
0.8790 |
0.8839 |
0.9011 |
|
|
| 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% |
0.0144 |
1.6% |
33% |
False |
False |
119,966 |
| 10 |
0.9263 |
0.8957 |
0.0306 |
3.4% |
0.0137 |
1.5% |
33% |
False |
False |
116,283 |
| 20 |
0.9579 |
0.8957 |
0.0622 |
6.9% |
0.0138 |
1.5% |
16% |
False |
False |
123,302 |
| 40 |
0.9761 |
0.8957 |
0.0804 |
8.9% |
0.0140 |
1.5% |
13% |
False |
False |
75,059 |
| 60 |
1.0283 |
0.8957 |
0.1326 |
14.6% |
0.0120 |
1.3% |
8% |
False |
False |
50,217 |
| 80 |
1.0454 |
0.8957 |
0.1497 |
16.5% |
0.0106 |
1.2% |
7% |
False |
False |
37,686 |
| 100 |
1.0454 |
0.8957 |
0.1497 |
16.5% |
0.0090 |
1.0% |
7% |
False |
False |
30,149 |
| 120 |
1.0454 |
0.8957 |
0.1497 |
16.5% |
0.0076 |
0.8% |
7% |
False |
False |
25,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9442 |
|
2.618 |
0.9304 |
|
1.618 |
0.9219 |
|
1.000 |
0.9166 |
|
0.618 |
0.9134 |
|
HIGH |
0.9081 |
|
0.618 |
0.9049 |
|
0.500 |
0.9039 |
|
0.382 |
0.9028 |
|
LOW |
0.8996 |
|
0.618 |
0.8943 |
|
1.000 |
0.8911 |
|
1.618 |
0.8858 |
|
2.618 |
0.8773 |
|
4.250 |
0.8635 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9052 |
0.9110 |
| PP |
0.9045 |
0.9093 |
| S1 |
0.9039 |
0.9075 |
|