CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 02-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8924 |
0.8911 |
-0.0013 |
-0.1% |
0.9227 |
| High |
0.8978 |
0.8945 |
-0.0033 |
-0.4% |
0.9256 |
| Low |
0.8882 |
0.8844 |
-0.0038 |
-0.4% |
0.8844 |
| Close |
0.8911 |
0.8884 |
-0.0027 |
-0.3% |
0.8884 |
| Range |
0.0096 |
0.0101 |
0.0005 |
5.2% |
0.0412 |
| ATR |
0.0127 |
0.0126 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
112,360 |
111,483 |
-877 |
-0.8% |
581,833 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9194 |
0.9140 |
0.8940 |
|
| R3 |
0.9093 |
0.9039 |
0.8912 |
|
| R2 |
0.8992 |
0.8992 |
0.8903 |
|
| R1 |
0.8938 |
0.8938 |
0.8893 |
0.8915 |
| PP |
0.8891 |
0.8891 |
0.8891 |
0.8879 |
| S1 |
0.8837 |
0.8837 |
0.8875 |
0.8814 |
| S2 |
0.8790 |
0.8790 |
0.8865 |
|
| S3 |
0.8689 |
0.8736 |
0.8856 |
|
| S4 |
0.8588 |
0.8635 |
0.8828 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0231 |
0.9969 |
0.9111 |
|
| R3 |
0.9819 |
0.9557 |
0.8997 |
|
| R2 |
0.9407 |
0.9407 |
0.8960 |
|
| R1 |
0.9145 |
0.9145 |
0.8922 |
0.9070 |
| PP |
0.8995 |
0.8995 |
0.8995 |
0.8957 |
| S1 |
0.8733 |
0.8733 |
0.8846 |
0.8658 |
| S2 |
0.8583 |
0.8583 |
0.8808 |
|
| S3 |
0.8171 |
0.8321 |
0.8771 |
|
| S4 |
0.7759 |
0.7909 |
0.8657 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9256 |
0.8844 |
0.0412 |
4.6% |
0.0122 |
1.4% |
10% |
False |
True |
116,366 |
| 10 |
0.9284 |
0.8844 |
0.0440 |
5.0% |
0.0120 |
1.3% |
9% |
False |
True |
103,934 |
| 20 |
0.9284 |
0.8844 |
0.0440 |
5.0% |
0.0124 |
1.4% |
9% |
False |
True |
105,701 |
| 40 |
0.9593 |
0.8844 |
0.0749 |
8.4% |
0.0132 |
1.5% |
5% |
False |
True |
108,583 |
| 60 |
1.0184 |
0.8844 |
0.1340 |
15.1% |
0.0133 |
1.5% |
3% |
False |
True |
74,088 |
| 80 |
1.0454 |
0.8844 |
0.1610 |
18.1% |
0.0119 |
1.3% |
2% |
False |
True |
55,638 |
| 100 |
1.0454 |
0.8844 |
0.1610 |
18.1% |
0.0103 |
1.2% |
2% |
False |
True |
44,518 |
| 120 |
1.0454 |
0.8844 |
0.1610 |
18.1% |
0.0090 |
1.0% |
2% |
False |
True |
37,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9374 |
|
2.618 |
0.9209 |
|
1.618 |
0.9108 |
|
1.000 |
0.9046 |
|
0.618 |
0.9007 |
|
HIGH |
0.8945 |
|
0.618 |
0.8906 |
|
0.500 |
0.8895 |
|
0.382 |
0.8883 |
|
LOW |
0.8844 |
|
0.618 |
0.8782 |
|
1.000 |
0.8743 |
|
1.618 |
0.8681 |
|
2.618 |
0.8580 |
|
4.250 |
0.8415 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8895 |
0.8946 |
| PP |
0.8891 |
0.8925 |
| S1 |
0.8888 |
0.8905 |
|