CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9210 |
0.9255 |
0.0045 |
0.5% |
0.9040 |
| High |
0.9266 |
0.9284 |
0.0018 |
0.2% |
0.9253 |
| Low |
0.9187 |
0.9096 |
-0.0091 |
-1.0% |
0.8996 |
| Close |
0.9260 |
0.9122 |
-0.0138 |
-1.5% |
0.9157 |
| Range |
0.0079 |
0.0188 |
0.0109 |
138.0% |
0.0257 |
| ATR |
0.0125 |
0.0130 |
0.0004 |
3.6% |
0.0000 |
| Volume |
82,920 |
123,825 |
40,905 |
49.3% |
487,258 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9731 |
0.9615 |
0.9225 |
|
| R3 |
0.9543 |
0.9427 |
0.9174 |
|
| R2 |
0.9355 |
0.9355 |
0.9156 |
|
| R1 |
0.9239 |
0.9239 |
0.9139 |
0.9203 |
| PP |
0.9167 |
0.9167 |
0.9167 |
0.9150 |
| S1 |
0.9051 |
0.9051 |
0.9105 |
0.9015 |
| S2 |
0.8979 |
0.8979 |
0.9088 |
|
| S3 |
0.8791 |
0.8863 |
0.9070 |
|
| S4 |
0.8603 |
0.8675 |
0.9019 |
|
|
| 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 |
0.9284 |
0.9096 |
0.0188 |
2.1% |
0.0110 |
1.2% |
14% |
True |
True |
89,688 |
| 10 |
0.9284 |
0.8957 |
0.0327 |
3.6% |
0.0129 |
1.4% |
50% |
True |
False |
102,950 |
| 20 |
0.9289 |
0.8957 |
0.0332 |
3.6% |
0.0128 |
1.4% |
50% |
False |
False |
111,923 |
| 40 |
0.9719 |
0.8957 |
0.0762 |
8.4% |
0.0140 |
1.5% |
22% |
False |
False |
91,789 |
| 60 |
1.0283 |
0.8957 |
0.1326 |
14.5% |
0.0127 |
1.4% |
12% |
False |
False |
61,564 |
| 80 |
1.0454 |
0.8957 |
0.1497 |
16.4% |
0.0114 |
1.2% |
11% |
False |
False |
46,210 |
| 100 |
1.0454 |
0.8957 |
0.1497 |
16.4% |
0.0097 |
1.1% |
11% |
False |
False |
36,971 |
| 120 |
1.0454 |
0.8957 |
0.1497 |
16.4% |
0.0083 |
0.9% |
11% |
False |
False |
30,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0083 |
|
2.618 |
0.9776 |
|
1.618 |
0.9588 |
|
1.000 |
0.9472 |
|
0.618 |
0.9400 |
|
HIGH |
0.9284 |
|
0.618 |
0.9212 |
|
0.500 |
0.9190 |
|
0.382 |
0.9168 |
|
LOW |
0.9096 |
|
0.618 |
0.8980 |
|
1.000 |
0.8908 |
|
1.618 |
0.8792 |
|
2.618 |
0.8604 |
|
4.250 |
0.8297 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9190 |
0.9190 |
| PP |
0.9167 |
0.9167 |
| S1 |
0.9145 |
0.9145 |
|