CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9206 |
0.9227 |
0.0021 |
0.2% |
0.9142 |
| High |
0.9264 |
0.9256 |
-0.0008 |
-0.1% |
0.9284 |
| Low |
0.9195 |
0.9157 |
-0.0038 |
-0.4% |
0.9096 |
| Close |
0.9228 |
0.9171 |
-0.0057 |
-0.6% |
0.9228 |
| Range |
0.0069 |
0.0099 |
0.0030 |
43.5% |
0.0188 |
| ATR |
0.0128 |
0.0126 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
75,917 |
71,546 |
-4,371 |
-5.8% |
457,516 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9492 |
0.9430 |
0.9225 |
|
| R3 |
0.9393 |
0.9331 |
0.9198 |
|
| R2 |
0.9294 |
0.9294 |
0.9189 |
|
| R1 |
0.9232 |
0.9232 |
0.9180 |
0.9214 |
| PP |
0.9195 |
0.9195 |
0.9195 |
0.9185 |
| S1 |
0.9133 |
0.9133 |
0.9162 |
0.9115 |
| S2 |
0.9096 |
0.9096 |
0.9153 |
|
| S3 |
0.8997 |
0.9034 |
0.9144 |
|
| S4 |
0.8898 |
0.8935 |
0.9117 |
|
|
| 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% |
40% |
False |
False |
90,244 |
| 10 |
0.9284 |
0.9046 |
0.0238 |
2.6% |
0.0115 |
1.3% |
53% |
False |
False |
92,668 |
| 20 |
0.9284 |
0.8957 |
0.0327 |
3.6% |
0.0126 |
1.4% |
65% |
False |
False |
104,475 |
| 40 |
0.9719 |
0.8957 |
0.0762 |
8.3% |
0.0138 |
1.5% |
28% |
False |
False |
97,377 |
| 60 |
1.0223 |
0.8957 |
0.1266 |
13.8% |
0.0129 |
1.4% |
17% |
False |
False |
65,631 |
| 80 |
1.0454 |
0.8957 |
0.1497 |
16.3% |
0.0116 |
1.3% |
14% |
False |
False |
49,265 |
| 100 |
1.0454 |
0.8957 |
0.1497 |
16.3% |
0.0100 |
1.1% |
14% |
False |
False |
39,416 |
| 120 |
1.0454 |
0.8957 |
0.1497 |
16.3% |
0.0086 |
0.9% |
14% |
False |
False |
32,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9677 |
|
2.618 |
0.9515 |
|
1.618 |
0.9416 |
|
1.000 |
0.9355 |
|
0.618 |
0.9317 |
|
HIGH |
0.9256 |
|
0.618 |
0.9218 |
|
0.500 |
0.9207 |
|
0.382 |
0.9195 |
|
LOW |
0.9157 |
|
0.618 |
0.9096 |
|
1.000 |
0.9058 |
|
1.618 |
0.8997 |
|
2.618 |
0.8898 |
|
4.250 |
0.8736 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9207 |
0.9180 |
| PP |
0.9195 |
0.9177 |
| S1 |
0.9183 |
0.9174 |
|