CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8908 |
0.8958 |
0.0050 |
0.6% |
0.9227 |
| High |
0.8981 |
0.9002 |
0.0021 |
0.2% |
0.9256 |
| Low |
0.8882 |
0.8895 |
0.0013 |
0.1% |
0.8844 |
| Close |
0.8961 |
0.8966 |
0.0005 |
0.1% |
0.8884 |
| Range |
0.0099 |
0.0107 |
0.0008 |
8.1% |
0.0412 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
97,069 |
78,173 |
-18,896 |
-19.5% |
581,833 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9275 |
0.9228 |
0.9025 |
|
| R3 |
0.9168 |
0.9121 |
0.8995 |
|
| R2 |
0.9061 |
0.9061 |
0.8986 |
|
| R1 |
0.9014 |
0.9014 |
0.8976 |
0.9038 |
| PP |
0.8954 |
0.8954 |
0.8954 |
0.8966 |
| S1 |
0.8907 |
0.8907 |
0.8956 |
0.8931 |
| S2 |
0.8847 |
0.8847 |
0.8946 |
|
| S3 |
0.8740 |
0.8800 |
0.8937 |
|
| S4 |
0.8633 |
0.8693 |
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 |
0.9002 |
0.8823 |
0.0179 |
2.0% |
0.0098 |
1.1% |
80% |
True |
False |
94,416 |
| 10 |
0.9264 |
0.8823 |
0.0441 |
4.9% |
0.0112 |
1.3% |
32% |
False |
False |
100,300 |
| 20 |
0.9284 |
0.8823 |
0.0461 |
5.1% |
0.0121 |
1.3% |
31% |
False |
False |
101,625 |
| 40 |
0.9593 |
0.8823 |
0.0770 |
8.6% |
0.0129 |
1.4% |
19% |
False |
False |
112,250 |
| 60 |
0.9913 |
0.8823 |
0.1090 |
12.2% |
0.0131 |
1.5% |
13% |
False |
False |
78,181 |
| 80 |
1.0283 |
0.8823 |
0.1460 |
16.3% |
0.0118 |
1.3% |
10% |
False |
False |
58,737 |
| 100 |
1.0454 |
0.8823 |
0.1631 |
18.2% |
0.0105 |
1.2% |
9% |
False |
False |
47,001 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
18.2% |
0.0091 |
1.0% |
9% |
False |
False |
39,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9457 |
|
2.618 |
0.9282 |
|
1.618 |
0.9175 |
|
1.000 |
0.9109 |
|
0.618 |
0.9068 |
|
HIGH |
0.9002 |
|
0.618 |
0.8961 |
|
0.500 |
0.8949 |
|
0.382 |
0.8936 |
|
LOW |
0.8895 |
|
0.618 |
0.8829 |
|
1.000 |
0.8788 |
|
1.618 |
0.8722 |
|
2.618 |
0.8615 |
|
4.250 |
0.8440 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8960 |
0.8948 |
| PP |
0.8954 |
0.8930 |
| S1 |
0.8949 |
0.8913 |
|