CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9227 |
0.9178 |
-0.0049 |
-0.5% |
0.9142 |
| High |
0.9256 |
0.9179 |
-0.0077 |
-0.8% |
0.9284 |
| Low |
0.9157 |
0.9013 |
-0.0144 |
-1.6% |
0.9096 |
| Close |
0.9171 |
0.9033 |
-0.0138 |
-1.5% |
0.9228 |
| Range |
0.0099 |
0.0166 |
0.0067 |
67.7% |
0.0188 |
| ATR |
0.0126 |
0.0129 |
0.0003 |
2.3% |
0.0000 |
| Volume |
71,546 |
127,177 |
55,631 |
77.8% |
457,516 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9573 |
0.9469 |
0.9124 |
|
| R3 |
0.9407 |
0.9303 |
0.9079 |
|
| R2 |
0.9241 |
0.9241 |
0.9063 |
|
| R1 |
0.9137 |
0.9137 |
0.9048 |
0.9106 |
| PP |
0.9075 |
0.9075 |
0.9075 |
0.9060 |
| S1 |
0.8971 |
0.8971 |
0.9018 |
0.8940 |
| S2 |
0.8909 |
0.8909 |
0.9003 |
|
| S3 |
0.8743 |
0.8805 |
0.8987 |
|
| S4 |
0.8577 |
0.8639 |
0.8942 |
|
|
| 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 |
0.9013 |
0.0271 |
3.0% |
0.0135 |
1.5% |
7% |
False |
True |
99,096 |
| 10 |
0.9284 |
0.9013 |
0.0271 |
3.0% |
0.0114 |
1.3% |
7% |
False |
True |
94,452 |
| 20 |
0.9284 |
0.8957 |
0.0327 |
3.6% |
0.0127 |
1.4% |
23% |
False |
False |
106,074 |
| 40 |
0.9696 |
0.8957 |
0.0739 |
8.2% |
0.0137 |
1.5% |
10% |
False |
False |
100,260 |
| 60 |
1.0207 |
0.8957 |
0.1250 |
13.8% |
0.0130 |
1.4% |
6% |
False |
False |
67,749 |
| 80 |
1.0454 |
0.8957 |
0.1497 |
16.6% |
0.0117 |
1.3% |
5% |
False |
False |
50,854 |
| 100 |
1.0454 |
0.8957 |
0.1497 |
16.6% |
0.0101 |
1.1% |
5% |
False |
False |
40,687 |
| 120 |
1.0454 |
0.8957 |
0.1497 |
16.6% |
0.0087 |
1.0% |
5% |
False |
False |
33,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9885 |
|
2.618 |
0.9614 |
|
1.618 |
0.9448 |
|
1.000 |
0.9345 |
|
0.618 |
0.9282 |
|
HIGH |
0.9179 |
|
0.618 |
0.9116 |
|
0.500 |
0.9096 |
|
0.382 |
0.9076 |
|
LOW |
0.9013 |
|
0.618 |
0.8910 |
|
1.000 |
0.8847 |
|
1.618 |
0.8744 |
|
2.618 |
0.8578 |
|
4.250 |
0.8308 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9096 |
0.9139 |
| PP |
0.9075 |
0.9103 |
| S1 |
0.9054 |
0.9068 |
|