CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9199 |
0.9135 |
-0.0064 |
-0.7% |
0.9040 |
| High |
0.9205 |
0.9199 |
-0.0006 |
-0.1% |
0.9253 |
| Low |
0.9100 |
0.9118 |
0.0018 |
0.2% |
0.8996 |
| Close |
0.9131 |
0.9157 |
0.0026 |
0.3% |
0.9157 |
| Range |
0.0105 |
0.0081 |
-0.0024 |
-22.9% |
0.0257 |
| ATR |
0.0135 |
0.0131 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
87,040 |
76,816 |
-10,224 |
-11.7% |
487,258 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9401 |
0.9360 |
0.9202 |
|
| R3 |
0.9320 |
0.9279 |
0.9179 |
|
| R2 |
0.9239 |
0.9239 |
0.9172 |
|
| R1 |
0.9198 |
0.9198 |
0.9164 |
0.9219 |
| PP |
0.9158 |
0.9158 |
0.9158 |
0.9168 |
| S1 |
0.9117 |
0.9117 |
0.9150 |
0.9138 |
| S2 |
0.9077 |
0.9077 |
0.9142 |
|
| S3 |
0.8996 |
0.9036 |
0.9135 |
|
| S4 |
0.8915 |
0.8955 |
0.9112 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9906 |
0.9789 |
0.9298 |
|
| R3 |
0.9649 |
0.9532 |
0.9228 |
|
| R2 |
0.9392 |
0.9392 |
0.9204 |
|
| R1 |
0.9275 |
0.9275 |
0.9181 |
0.9334 |
| PP |
0.9135 |
0.9135 |
0.9135 |
0.9165 |
| S1 |
0.9018 |
0.9018 |
0.9133 |
0.9077 |
| S2 |
0.8878 |
0.8878 |
0.9110 |
|
| S3 |
0.8621 |
0.8761 |
0.9086 |
|
| S4 |
0.8364 |
0.8504 |
0.9016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9253 |
0.8996 |
0.0257 |
2.8% |
0.0109 |
1.2% |
63% |
False |
False |
97,451 |
| 10 |
0.9263 |
0.8957 |
0.0306 |
3.3% |
0.0129 |
1.4% |
65% |
False |
False |
107,468 |
| 20 |
0.9289 |
0.8957 |
0.0332 |
3.6% |
0.0126 |
1.4% |
60% |
False |
False |
117,016 |
| 40 |
0.9719 |
0.8957 |
0.0762 |
8.3% |
0.0140 |
1.5% |
26% |
False |
False |
84,846 |
| 60 |
1.0283 |
0.8957 |
0.1326 |
14.5% |
0.0124 |
1.4% |
15% |
False |
False |
56,829 |
| 80 |
1.0454 |
0.8957 |
0.1497 |
16.3% |
0.0110 |
1.2% |
13% |
False |
False |
42,655 |
| 100 |
1.0454 |
0.8957 |
0.1497 |
16.3% |
0.0094 |
1.0% |
13% |
False |
False |
34,125 |
| 120 |
1.0454 |
0.8957 |
0.1497 |
16.3% |
0.0080 |
0.9% |
13% |
False |
False |
28,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9543 |
|
2.618 |
0.9411 |
|
1.618 |
0.9330 |
|
1.000 |
0.9280 |
|
0.618 |
0.9249 |
|
HIGH |
0.9199 |
|
0.618 |
0.9168 |
|
0.500 |
0.9159 |
|
0.382 |
0.9149 |
|
LOW |
0.9118 |
|
0.618 |
0.9068 |
|
1.000 |
0.9037 |
|
1.618 |
0.8987 |
|
2.618 |
0.8906 |
|
4.250 |
0.8774 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9159 |
0.9177 |
| PP |
0.9158 |
0.9170 |
| S1 |
0.9158 |
0.9164 |
|