CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8911 |
0.8887 |
-0.0024 |
-0.3% |
0.9227 |
| High |
0.8945 |
0.8909 |
-0.0036 |
-0.4% |
0.9256 |
| Low |
0.8844 |
0.8823 |
-0.0021 |
-0.2% |
0.8844 |
| Close |
0.8884 |
0.8887 |
0.0003 |
0.0% |
0.8884 |
| Range |
0.0101 |
0.0086 |
-0.0015 |
-14.9% |
0.0412 |
| ATR |
0.0126 |
0.0123 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
111,483 |
72,996 |
-38,487 |
-34.5% |
581,833 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9131 |
0.9095 |
0.8934 |
|
| R3 |
0.9045 |
0.9009 |
0.8911 |
|
| R2 |
0.8959 |
0.8959 |
0.8903 |
|
| R1 |
0.8923 |
0.8923 |
0.8895 |
0.8930 |
| PP |
0.8873 |
0.8873 |
0.8873 |
0.8877 |
| S1 |
0.8837 |
0.8837 |
0.8879 |
0.8844 |
| S2 |
0.8787 |
0.8787 |
0.8871 |
|
| S3 |
0.8701 |
0.8751 |
0.8863 |
|
| S4 |
0.8615 |
0.8665 |
0.8840 |
|
|
| 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 |
0.9179 |
0.8823 |
0.0356 |
4.0% |
0.0119 |
1.3% |
18% |
False |
True |
116,656 |
| 10 |
0.9284 |
0.8823 |
0.0461 |
5.2% |
0.0119 |
1.3% |
14% |
False |
True |
103,450 |
| 20 |
0.9284 |
0.8823 |
0.0461 |
5.2% |
0.0123 |
1.4% |
14% |
False |
True |
105,489 |
| 40 |
0.9593 |
0.8823 |
0.0770 |
8.7% |
0.0130 |
1.5% |
8% |
False |
True |
109,991 |
| 60 |
1.0006 |
0.8823 |
0.1183 |
13.3% |
0.0130 |
1.5% |
5% |
False |
True |
75,297 |
| 80 |
1.0431 |
0.8823 |
0.1608 |
18.1% |
0.0119 |
1.3% |
4% |
False |
True |
56,549 |
| 100 |
1.0454 |
0.8823 |
0.1631 |
18.4% |
0.0104 |
1.2% |
4% |
False |
True |
45,248 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
18.4% |
0.0090 |
1.0% |
4% |
False |
True |
37,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9275 |
|
2.618 |
0.9134 |
|
1.618 |
0.9048 |
|
1.000 |
0.8995 |
|
0.618 |
0.8962 |
|
HIGH |
0.8909 |
|
0.618 |
0.8876 |
|
0.500 |
0.8866 |
|
0.382 |
0.8856 |
|
LOW |
0.8823 |
|
0.618 |
0.8770 |
|
1.000 |
0.8737 |
|
1.618 |
0.8684 |
|
2.618 |
0.8598 |
|
4.250 |
0.8458 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8880 |
0.8901 |
| PP |
0.8873 |
0.8896 |
| S1 |
0.8866 |
0.8892 |
|