CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9063 |
0.9201 |
0.0138 |
1.5% |
0.9006 |
| High |
0.9221 |
0.9253 |
0.0032 |
0.3% |
0.9263 |
| Low |
0.9046 |
0.9152 |
0.0106 |
1.2% |
0.8957 |
| Close |
0.9203 |
0.9187 |
-0.0016 |
-0.2% |
0.9016 |
| Range |
0.0175 |
0.0101 |
-0.0074 |
-42.3% |
0.0306 |
| ATR |
0.0140 |
0.0137 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
109,333 |
124,432 |
15,099 |
13.8% |
587,429 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9500 |
0.9445 |
0.9243 |
|
| R3 |
0.9399 |
0.9344 |
0.9215 |
|
| R2 |
0.9298 |
0.9298 |
0.9206 |
|
| R1 |
0.9243 |
0.9243 |
0.9196 |
0.9220 |
| PP |
0.9197 |
0.9197 |
0.9197 |
0.9186 |
| S1 |
0.9142 |
0.9142 |
0.9178 |
0.9119 |
| S2 |
0.9096 |
0.9096 |
0.9168 |
|
| S3 |
0.8995 |
0.9041 |
0.9159 |
|
| S4 |
0.8894 |
0.8940 |
0.9131 |
|
|
| 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 |
3.3% |
0.0147 |
1.6% |
75% |
False |
False |
116,212 |
| 10 |
0.9263 |
0.8957 |
0.0306 |
3.3% |
0.0139 |
1.5% |
75% |
False |
False |
119,777 |
| 20 |
0.9500 |
0.8957 |
0.0543 |
5.9% |
0.0138 |
1.5% |
42% |
False |
False |
125,324 |
| 40 |
0.9761 |
0.8957 |
0.0804 |
8.8% |
0.0141 |
1.5% |
29% |
False |
False |
80,818 |
| 60 |
1.0283 |
0.8957 |
0.1326 |
14.4% |
0.0123 |
1.3% |
17% |
False |
False |
54,105 |
| 80 |
1.0454 |
0.8957 |
0.1497 |
16.3% |
0.0109 |
1.2% |
15% |
False |
False |
40,607 |
| 100 |
1.0454 |
0.8957 |
0.1497 |
16.3% |
0.0092 |
1.0% |
15% |
False |
False |
32,487 |
| 120 |
1.0454 |
0.8957 |
0.1497 |
16.3% |
0.0078 |
0.9% |
15% |
False |
False |
27,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9682 |
|
2.618 |
0.9517 |
|
1.618 |
0.9416 |
|
1.000 |
0.9354 |
|
0.618 |
0.9315 |
|
HIGH |
0.9253 |
|
0.618 |
0.9214 |
|
0.500 |
0.9203 |
|
0.382 |
0.9191 |
|
LOW |
0.9152 |
|
0.618 |
0.9090 |
|
1.000 |
0.9051 |
|
1.618 |
0.8989 |
|
2.618 |
0.8888 |
|
4.250 |
0.8723 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9203 |
0.9166 |
| PP |
0.9197 |
0.9145 |
| S1 |
0.9192 |
0.9125 |
|