CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9136 |
0.9206 |
0.0070 |
0.8% |
0.9142 |
| High |
0.9250 |
0.9264 |
0.0014 |
0.2% |
0.9284 |
| Low |
0.9096 |
0.9195 |
0.0099 |
1.1% |
0.9096 |
| Close |
0.9182 |
0.9228 |
0.0046 |
0.5% |
0.9228 |
| Range |
0.0154 |
0.0069 |
-0.0085 |
-55.2% |
0.0188 |
| ATR |
0.0131 |
0.0128 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
97,015 |
75,917 |
-21,098 |
-21.7% |
457,516 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9436 |
0.9401 |
0.9266 |
|
| R3 |
0.9367 |
0.9332 |
0.9247 |
|
| R2 |
0.9298 |
0.9298 |
0.9241 |
|
| R1 |
0.9263 |
0.9263 |
0.9234 |
0.9281 |
| PP |
0.9229 |
0.9229 |
0.9229 |
0.9238 |
| S1 |
0.9194 |
0.9194 |
0.9222 |
0.9212 |
| S2 |
0.9160 |
0.9160 |
0.9215 |
|
| S3 |
0.9091 |
0.9125 |
0.9209 |
|
| S4 |
0.9022 |
0.9056 |
0.9190 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9767 |
0.9685 |
0.9331 |
|
| R3 |
0.9579 |
0.9497 |
0.9280 |
|
| R2 |
0.9391 |
0.9391 |
0.9262 |
|
| R1 |
0.9309 |
0.9309 |
0.9245 |
0.9350 |
| PP |
0.9203 |
0.9203 |
0.9203 |
0.9223 |
| S1 |
0.9121 |
0.9121 |
0.9211 |
0.9162 |
| S2 |
0.9015 |
0.9015 |
0.9194 |
|
| S3 |
0.8827 |
0.8933 |
0.9176 |
|
| S4 |
0.8639 |
0.8745 |
0.9125 |
|
|
| 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% |
0.0118 |
1.3% |
70% |
False |
False |
91,503 |
| 10 |
0.9284 |
0.8996 |
0.0288 |
3.1% |
0.0114 |
1.2% |
81% |
False |
False |
94,477 |
| 20 |
0.9284 |
0.8957 |
0.0327 |
3.5% |
0.0129 |
1.4% |
83% |
False |
False |
108,228 |
| 40 |
0.9719 |
0.8957 |
0.0762 |
8.3% |
0.0139 |
1.5% |
36% |
False |
False |
95,699 |
| 60 |
1.0223 |
0.8957 |
0.1266 |
13.7% |
0.0128 |
1.4% |
21% |
False |
False |
64,443 |
| 80 |
1.0454 |
0.8957 |
0.1497 |
16.2% |
0.0115 |
1.3% |
18% |
False |
False |
48,371 |
| 100 |
1.0454 |
0.8957 |
0.1497 |
16.2% |
0.0099 |
1.1% |
18% |
False |
False |
38,700 |
| 120 |
1.0454 |
0.8957 |
0.1497 |
16.2% |
0.0085 |
0.9% |
18% |
False |
False |
32,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9557 |
|
2.618 |
0.9445 |
|
1.618 |
0.9376 |
|
1.000 |
0.9333 |
|
0.618 |
0.9307 |
|
HIGH |
0.9264 |
|
0.618 |
0.9238 |
|
0.500 |
0.9230 |
|
0.382 |
0.9221 |
|
LOW |
0.9195 |
|
0.618 |
0.9152 |
|
1.000 |
0.9126 |
|
1.618 |
0.9083 |
|
2.618 |
0.9014 |
|
4.250 |
0.8902 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9230 |
0.9215 |
| PP |
0.9229 |
0.9203 |
| S1 |
0.9229 |
0.9190 |
|