CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 01-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9150 |
0.9018 |
-0.0132 |
-1.4% |
0.9096 |
| High |
0.9159 |
0.9137 |
-0.0022 |
-0.2% |
0.9233 |
| Low |
0.9010 |
0.9018 |
0.0008 |
0.1% |
0.9010 |
| Close |
0.9051 |
0.9123 |
0.0072 |
0.8% |
0.9051 |
| Range |
0.0149 |
0.0119 |
-0.0030 |
-20.1% |
0.0223 |
| ATR |
0.0109 |
0.0109 |
0.0001 |
0.7% |
0.0000 |
| Volume |
56 |
124 |
68 |
121.4% |
613 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9450 |
0.9405 |
0.9188 |
|
| R3 |
0.9331 |
0.9286 |
0.9156 |
|
| R2 |
0.9212 |
0.9212 |
0.9145 |
|
| R1 |
0.9167 |
0.9167 |
0.9134 |
0.9190 |
| PP |
0.9093 |
0.9093 |
0.9093 |
0.9104 |
| S1 |
0.9048 |
0.9048 |
0.9112 |
0.9071 |
| S2 |
0.8974 |
0.8974 |
0.9101 |
|
| S3 |
0.8855 |
0.8929 |
0.9090 |
|
| S4 |
0.8736 |
0.8810 |
0.9058 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9767 |
0.9632 |
0.9174 |
|
| R3 |
0.9544 |
0.9409 |
0.9112 |
|
| R2 |
0.9321 |
0.9321 |
0.9092 |
|
| R1 |
0.9186 |
0.9186 |
0.9071 |
0.9142 |
| PP |
0.9098 |
0.9098 |
0.9098 |
0.9076 |
| S1 |
0.8963 |
0.8963 |
0.9031 |
0.8919 |
| S2 |
0.8875 |
0.8875 |
0.9010 |
|
| S3 |
0.8652 |
0.8740 |
0.8990 |
|
| S4 |
0.8429 |
0.8517 |
0.8928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9233 |
0.9010 |
0.0223 |
2.4% |
0.0098 |
1.1% |
51% |
False |
False |
118 |
| 10 |
0.9424 |
0.9010 |
0.0414 |
4.5% |
0.0116 |
1.3% |
27% |
False |
False |
132 |
| 20 |
0.9578 |
0.9010 |
0.0568 |
6.2% |
0.0110 |
1.2% |
20% |
False |
False |
71 |
| 40 |
1.0090 |
0.9010 |
0.1080 |
11.8% |
0.0085 |
0.9% |
10% |
False |
False |
40 |
| 60 |
1.0359 |
0.9010 |
0.1349 |
14.8% |
0.0061 |
0.7% |
8% |
False |
False |
27 |
| 80 |
1.0359 |
0.9010 |
0.1349 |
14.8% |
0.0046 |
0.5% |
8% |
False |
False |
21 |
| 100 |
1.0359 |
0.9010 |
0.1349 |
14.8% |
0.0037 |
0.4% |
8% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9643 |
|
2.618 |
0.9449 |
|
1.618 |
0.9330 |
|
1.000 |
0.9256 |
|
0.618 |
0.9211 |
|
HIGH |
0.9137 |
|
0.618 |
0.9092 |
|
0.500 |
0.9078 |
|
0.382 |
0.9063 |
|
LOW |
0.9018 |
|
0.618 |
0.8944 |
|
1.000 |
0.8899 |
|
1.618 |
0.8825 |
|
2.618 |
0.8706 |
|
4.250 |
0.8512 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9108 |
0.9121 |
| PP |
0.9093 |
0.9118 |
| S1 |
0.9078 |
0.9116 |
|