CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9041 |
0.8924 |
-0.0117 |
-1.3% |
0.9142 |
| High |
0.9048 |
0.8978 |
-0.0070 |
-0.8% |
0.9284 |
| Low |
0.8901 |
0.8882 |
-0.0019 |
-0.2% |
0.9096 |
| Close |
0.8978 |
0.8911 |
-0.0067 |
-0.7% |
0.9228 |
| Range |
0.0147 |
0.0096 |
-0.0051 |
-34.7% |
0.0188 |
| ATR |
0.0130 |
0.0127 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
159,267 |
112,360 |
-46,907 |
-29.5% |
457,516 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9212 |
0.9157 |
0.8964 |
|
| R3 |
0.9116 |
0.9061 |
0.8937 |
|
| R2 |
0.9020 |
0.9020 |
0.8929 |
|
| R1 |
0.8965 |
0.8965 |
0.8920 |
0.8945 |
| PP |
0.8924 |
0.8924 |
0.8924 |
0.8913 |
| S1 |
0.8869 |
0.8869 |
0.8902 |
0.8849 |
| S2 |
0.8828 |
0.8828 |
0.8893 |
|
| S3 |
0.8732 |
0.8773 |
0.8885 |
|
| S4 |
0.8636 |
0.8677 |
0.8858 |
|
|
| 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 |
0.9264 |
0.8882 |
0.0382 |
4.3% |
0.0115 |
1.3% |
8% |
False |
True |
109,253 |
| 10 |
0.9284 |
0.8882 |
0.0402 |
4.5% |
0.0118 |
1.3% |
7% |
False |
True |
100,468 |
| 20 |
0.9284 |
0.8882 |
0.0402 |
4.5% |
0.0126 |
1.4% |
7% |
False |
True |
108,653 |
| 40 |
0.9609 |
0.8882 |
0.0727 |
8.2% |
0.0135 |
1.5% |
4% |
False |
True |
106,538 |
| 60 |
1.0184 |
0.8882 |
0.1302 |
14.6% |
0.0132 |
1.5% |
2% |
False |
True |
72,266 |
| 80 |
1.0454 |
0.8882 |
0.1572 |
17.6% |
0.0118 |
1.3% |
2% |
False |
True |
54,245 |
| 100 |
1.0454 |
0.8882 |
0.1572 |
17.6% |
0.0102 |
1.1% |
2% |
False |
True |
43,403 |
| 120 |
1.0454 |
0.8882 |
0.1572 |
17.6% |
0.0089 |
1.0% |
2% |
False |
True |
36,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9386 |
|
2.618 |
0.9229 |
|
1.618 |
0.9133 |
|
1.000 |
0.9074 |
|
0.618 |
0.9037 |
|
HIGH |
0.8978 |
|
0.618 |
0.8941 |
|
0.500 |
0.8930 |
|
0.382 |
0.8919 |
|
LOW |
0.8882 |
|
0.618 |
0.8823 |
|
1.000 |
0.8786 |
|
1.618 |
0.8727 |
|
2.618 |
0.8631 |
|
4.250 |
0.8474 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8930 |
0.9031 |
| PP |
0.8924 |
0.8991 |
| S1 |
0.8917 |
0.8951 |
|