CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9142 |
0.9210 |
0.0068 |
0.7% |
0.9040 |
| High |
0.9234 |
0.9266 |
0.0032 |
0.3% |
0.9253 |
| Low |
0.9136 |
0.9187 |
0.0051 |
0.6% |
0.8996 |
| Close |
0.9207 |
0.9260 |
0.0053 |
0.6% |
0.9157 |
| Range |
0.0098 |
0.0079 |
-0.0019 |
-19.4% |
0.0257 |
| ATR |
0.0129 |
0.0125 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
77,839 |
82,920 |
5,081 |
6.5% |
487,258 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9475 |
0.9446 |
0.9303 |
|
| R3 |
0.9396 |
0.9367 |
0.9282 |
|
| R2 |
0.9317 |
0.9317 |
0.9274 |
|
| R1 |
0.9288 |
0.9288 |
0.9267 |
0.9303 |
| PP |
0.9238 |
0.9238 |
0.9238 |
0.9245 |
| S1 |
0.9209 |
0.9209 |
0.9253 |
0.9224 |
| S2 |
0.9159 |
0.9159 |
0.9246 |
|
| S3 |
0.9080 |
0.9130 |
0.9238 |
|
| S4 |
0.9001 |
0.9051 |
0.9217 |
|
|
| 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 |
0.9266 |
0.9100 |
0.0166 |
1.8% |
0.0093 |
1.0% |
96% |
True |
False |
89,809 |
| 10 |
0.9266 |
0.8957 |
0.0309 |
3.3% |
0.0124 |
1.3% |
98% |
True |
False |
104,642 |
| 20 |
0.9289 |
0.8957 |
0.0332 |
3.6% |
0.0123 |
1.3% |
91% |
False |
False |
111,566 |
| 40 |
0.9719 |
0.8957 |
0.0762 |
8.2% |
0.0137 |
1.5% |
40% |
False |
False |
88,738 |
| 60 |
1.0283 |
0.8957 |
0.1326 |
14.3% |
0.0125 |
1.4% |
23% |
False |
False |
59,501 |
| 80 |
1.0454 |
0.8957 |
0.1497 |
16.2% |
0.0111 |
1.2% |
20% |
False |
False |
44,663 |
| 100 |
1.0454 |
0.8957 |
0.1497 |
16.2% |
0.0095 |
1.0% |
20% |
False |
False |
35,733 |
| 120 |
1.0454 |
0.8957 |
0.1497 |
16.2% |
0.0081 |
0.9% |
20% |
False |
False |
29,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9602 |
|
2.618 |
0.9473 |
|
1.618 |
0.9394 |
|
1.000 |
0.9345 |
|
0.618 |
0.9315 |
|
HIGH |
0.9266 |
|
0.618 |
0.9236 |
|
0.500 |
0.9227 |
|
0.382 |
0.9217 |
|
LOW |
0.9187 |
|
0.618 |
0.9138 |
|
1.000 |
0.9108 |
|
1.618 |
0.9059 |
|
2.618 |
0.8980 |
|
4.250 |
0.8851 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9249 |
0.9237 |
| PP |
0.9238 |
0.9215 |
| S1 |
0.9227 |
0.9192 |
|