CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9255 |
0.9136 |
-0.0119 |
-1.3% |
0.9040 |
| High |
0.9284 |
0.9250 |
-0.0034 |
-0.4% |
0.9253 |
| Low |
0.9096 |
0.9096 |
0.0000 |
0.0% |
0.8996 |
| Close |
0.9122 |
0.9182 |
0.0060 |
0.7% |
0.9157 |
| Range |
0.0188 |
0.0154 |
-0.0034 |
-18.1% |
0.0257 |
| ATR |
0.0130 |
0.0131 |
0.0002 |
1.3% |
0.0000 |
| Volume |
123,825 |
97,015 |
-26,810 |
-21.7% |
487,258 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9638 |
0.9564 |
0.9267 |
|
| R3 |
0.9484 |
0.9410 |
0.9224 |
|
| R2 |
0.9330 |
0.9330 |
0.9210 |
|
| R1 |
0.9256 |
0.9256 |
0.9196 |
0.9293 |
| PP |
0.9176 |
0.9176 |
0.9176 |
0.9195 |
| S1 |
0.9102 |
0.9102 |
0.9168 |
0.9139 |
| S2 |
0.9022 |
0.9022 |
0.9154 |
|
| S3 |
0.8868 |
0.8948 |
0.9140 |
|
| S4 |
0.8714 |
0.8794 |
0.9097 |
|
|
| 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 |
2.0% |
0.0120 |
1.3% |
46% |
False |
True |
91,683 |
| 10 |
0.9284 |
0.8957 |
0.0327 |
3.6% |
0.0126 |
1.4% |
69% |
False |
False |
97,745 |
| 20 |
0.9287 |
0.8957 |
0.0330 |
3.6% |
0.0130 |
1.4% |
68% |
False |
False |
109,968 |
| 40 |
0.9719 |
0.8957 |
0.0762 |
8.3% |
0.0140 |
1.5% |
30% |
False |
False |
94,132 |
| 60 |
1.0269 |
0.8957 |
0.1312 |
14.3% |
0.0129 |
1.4% |
17% |
False |
False |
63,180 |
| 80 |
1.0454 |
0.8957 |
0.1497 |
16.3% |
0.0115 |
1.3% |
15% |
False |
False |
47,423 |
| 100 |
1.0454 |
0.8957 |
0.1497 |
16.3% |
0.0098 |
1.1% |
15% |
False |
False |
37,941 |
| 120 |
1.0454 |
0.8957 |
0.1497 |
16.3% |
0.0084 |
0.9% |
15% |
False |
False |
31,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9905 |
|
2.618 |
0.9653 |
|
1.618 |
0.9499 |
|
1.000 |
0.9404 |
|
0.618 |
0.9345 |
|
HIGH |
0.9250 |
|
0.618 |
0.9191 |
|
0.500 |
0.9173 |
|
0.382 |
0.9155 |
|
LOW |
0.9096 |
|
0.618 |
0.9001 |
|
1.000 |
0.8942 |
|
1.618 |
0.8847 |
|
2.618 |
0.8693 |
|
4.250 |
0.8442 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9179 |
0.9190 |
| PP |
0.9176 |
0.9187 |
| S1 |
0.9173 |
0.9185 |
|