CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9135 |
0.9142 |
0.0007 |
0.1% |
0.9040 |
| High |
0.9199 |
0.9234 |
0.0035 |
0.4% |
0.9253 |
| Low |
0.9118 |
0.9136 |
0.0018 |
0.2% |
0.8996 |
| Close |
0.9157 |
0.9207 |
0.0050 |
0.5% |
0.9157 |
| Range |
0.0081 |
0.0098 |
0.0017 |
21.0% |
0.0257 |
| ATR |
0.0131 |
0.0129 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
76,816 |
77,839 |
1,023 |
1.3% |
487,258 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9486 |
0.9445 |
0.9261 |
|
| R3 |
0.9388 |
0.9347 |
0.9234 |
|
| R2 |
0.9290 |
0.9290 |
0.9225 |
|
| R1 |
0.9249 |
0.9249 |
0.9216 |
0.9270 |
| PP |
0.9192 |
0.9192 |
0.9192 |
0.9203 |
| S1 |
0.9151 |
0.9151 |
0.9198 |
0.9172 |
| S2 |
0.9094 |
0.9094 |
0.9189 |
|
| S3 |
0.8996 |
0.9053 |
0.9180 |
|
| S4 |
0.8898 |
0.8955 |
0.9153 |
|
|
| 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 |
0.9046 |
0.0207 |
2.2% |
0.0112 |
1.2% |
78% |
False |
False |
95,092 |
| 10 |
0.9263 |
0.8957 |
0.0306 |
3.3% |
0.0128 |
1.4% |
82% |
False |
False |
107,529 |
| 20 |
0.9289 |
0.8957 |
0.0332 |
3.6% |
0.0127 |
1.4% |
75% |
False |
False |
114,864 |
| 40 |
0.9719 |
0.8957 |
0.0762 |
8.3% |
0.0138 |
1.5% |
33% |
False |
False |
86,746 |
| 60 |
1.0283 |
0.8957 |
0.1326 |
14.4% |
0.0125 |
1.4% |
19% |
False |
False |
58,123 |
| 80 |
1.0454 |
0.8957 |
0.1497 |
16.3% |
0.0111 |
1.2% |
17% |
False |
False |
43,627 |
| 100 |
1.0454 |
0.8957 |
0.1497 |
16.3% |
0.0095 |
1.0% |
17% |
False |
False |
34,904 |
| 120 |
1.0454 |
0.8957 |
0.1497 |
16.3% |
0.0081 |
0.9% |
17% |
False |
False |
29,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9651 |
|
2.618 |
0.9491 |
|
1.618 |
0.9393 |
|
1.000 |
0.9332 |
|
0.618 |
0.9295 |
|
HIGH |
0.9234 |
|
0.618 |
0.9197 |
|
0.500 |
0.9185 |
|
0.382 |
0.9173 |
|
LOW |
0.9136 |
|
0.618 |
0.9075 |
|
1.000 |
0.9038 |
|
1.618 |
0.8977 |
|
2.618 |
0.8879 |
|
4.250 |
0.8720 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9200 |
0.9194 |
| PP |
0.9192 |
0.9180 |
| S1 |
0.9185 |
0.9167 |
|