CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9201 |
0.9199 |
-0.0002 |
0.0% |
0.9006 |
| High |
0.9253 |
0.9205 |
-0.0048 |
-0.5% |
0.9263 |
| Low |
0.9152 |
0.9100 |
-0.0052 |
-0.6% |
0.8957 |
| Close |
0.9187 |
0.9131 |
-0.0056 |
-0.6% |
0.9016 |
| Range |
0.0101 |
0.0105 |
0.0004 |
4.0% |
0.0306 |
| ATR |
0.0137 |
0.0135 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
124,432 |
87,040 |
-37,392 |
-30.1% |
587,429 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9460 |
0.9401 |
0.9189 |
|
| R3 |
0.9355 |
0.9296 |
0.9160 |
|
| R2 |
0.9250 |
0.9250 |
0.9150 |
|
| R1 |
0.9191 |
0.9191 |
0.9141 |
0.9168 |
| PP |
0.9145 |
0.9145 |
0.9145 |
0.9134 |
| S1 |
0.9086 |
0.9086 |
0.9121 |
0.9063 |
| S2 |
0.9040 |
0.9040 |
0.9112 |
|
| S3 |
0.8935 |
0.8981 |
0.9102 |
|
| S4 |
0.8830 |
0.8876 |
0.9073 |
|
|
| 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 |
0.9253 |
0.8957 |
0.0296 |
3.2% |
0.0131 |
1.4% |
59% |
False |
False |
103,807 |
| 10 |
0.9263 |
0.8957 |
0.0306 |
3.4% |
0.0134 |
1.5% |
57% |
False |
False |
116,838 |
| 20 |
0.9289 |
0.8957 |
0.0332 |
3.6% |
0.0130 |
1.4% |
52% |
False |
False |
122,425 |
| 40 |
0.9746 |
0.8957 |
0.0789 |
8.6% |
0.0142 |
1.6% |
22% |
False |
False |
82,962 |
| 60 |
1.0283 |
0.8957 |
0.1326 |
14.5% |
0.0124 |
1.4% |
13% |
False |
False |
55,554 |
| 80 |
1.0454 |
0.8957 |
0.1497 |
16.4% |
0.0110 |
1.2% |
12% |
False |
False |
41,695 |
| 100 |
1.0454 |
0.8957 |
0.1497 |
16.4% |
0.0093 |
1.0% |
12% |
False |
False |
33,357 |
| 120 |
1.0454 |
0.8957 |
0.1497 |
16.4% |
0.0079 |
0.9% |
12% |
False |
False |
27,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9651 |
|
2.618 |
0.9480 |
|
1.618 |
0.9375 |
|
1.000 |
0.9310 |
|
0.618 |
0.9270 |
|
HIGH |
0.9205 |
|
0.618 |
0.9165 |
|
0.500 |
0.9153 |
|
0.382 |
0.9140 |
|
LOW |
0.9100 |
|
0.618 |
0.9035 |
|
1.000 |
0.8995 |
|
1.618 |
0.8930 |
|
2.618 |
0.8825 |
|
4.250 |
0.8654 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9153 |
0.9150 |
| PP |
0.9145 |
0.9143 |
| S1 |
0.9138 |
0.9137 |
|