CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8887 |
0.8908 |
0.0021 |
0.2% |
0.9227 |
| High |
0.8909 |
0.8981 |
0.0072 |
0.8% |
0.9256 |
| Low |
0.8823 |
0.8882 |
0.0059 |
0.7% |
0.8844 |
| Close |
0.8887 |
0.8961 |
0.0074 |
0.8% |
0.8884 |
| Range |
0.0086 |
0.0099 |
0.0013 |
15.1% |
0.0412 |
| ATR |
0.0123 |
0.0121 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
72,996 |
97,069 |
24,073 |
33.0% |
581,833 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9238 |
0.9199 |
0.9015 |
|
| R3 |
0.9139 |
0.9100 |
0.8988 |
|
| R2 |
0.9040 |
0.9040 |
0.8979 |
|
| R1 |
0.9001 |
0.9001 |
0.8970 |
0.9021 |
| PP |
0.8941 |
0.8941 |
0.8941 |
0.8951 |
| S1 |
0.8902 |
0.8902 |
0.8952 |
0.8922 |
| S2 |
0.8842 |
0.8842 |
0.8943 |
|
| S3 |
0.8743 |
0.8803 |
0.8934 |
|
| S4 |
0.8644 |
0.8704 |
0.8907 |
|
|
| 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 |
0.9048 |
0.8823 |
0.0225 |
2.5% |
0.0106 |
1.2% |
61% |
False |
False |
110,635 |
| 10 |
0.9284 |
0.8823 |
0.0461 |
5.1% |
0.0121 |
1.3% |
30% |
False |
False |
104,865 |
| 20 |
0.9284 |
0.8823 |
0.0461 |
5.1% |
0.0122 |
1.4% |
30% |
False |
False |
104,754 |
| 40 |
0.9593 |
0.8823 |
0.0770 |
8.6% |
0.0130 |
1.5% |
18% |
False |
False |
111,835 |
| 60 |
0.9919 |
0.8823 |
0.1096 |
12.2% |
0.0130 |
1.4% |
13% |
False |
False |
76,905 |
| 80 |
1.0399 |
0.8823 |
0.1576 |
17.6% |
0.0119 |
1.3% |
9% |
False |
False |
57,762 |
| 100 |
1.0454 |
0.8823 |
0.1631 |
18.2% |
0.0104 |
1.2% |
8% |
False |
False |
46,219 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
18.2% |
0.0091 |
1.0% |
8% |
False |
False |
38,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9402 |
|
2.618 |
0.9240 |
|
1.618 |
0.9141 |
|
1.000 |
0.9080 |
|
0.618 |
0.9042 |
|
HIGH |
0.8981 |
|
0.618 |
0.8943 |
|
0.500 |
0.8932 |
|
0.382 |
0.8920 |
|
LOW |
0.8882 |
|
0.618 |
0.8821 |
|
1.000 |
0.8783 |
|
1.618 |
0.8722 |
|
2.618 |
0.8623 |
|
4.250 |
0.8461 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8951 |
0.8941 |
| PP |
0.8941 |
0.8922 |
| S1 |
0.8932 |
0.8902 |
|