CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9018 |
0.9136 |
0.0118 |
1.3% |
0.9096 |
| High |
0.9137 |
0.9136 |
-0.0001 |
0.0% |
0.9233 |
| Low |
0.9018 |
0.9033 |
0.0015 |
0.2% |
0.9010 |
| Close |
0.9123 |
0.9040 |
-0.0083 |
-0.9% |
0.9051 |
| Range |
0.0119 |
0.0103 |
-0.0016 |
-13.4% |
0.0223 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
124 |
123 |
-1 |
-0.8% |
613 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9379 |
0.9312 |
0.9097 |
|
| R3 |
0.9276 |
0.9209 |
0.9068 |
|
| R2 |
0.9173 |
0.9173 |
0.9059 |
|
| R1 |
0.9106 |
0.9106 |
0.9049 |
0.9088 |
| PP |
0.9070 |
0.9070 |
0.9070 |
0.9061 |
| S1 |
0.9003 |
0.9003 |
0.9031 |
0.8985 |
| S2 |
0.8967 |
0.8967 |
0.9021 |
|
| S3 |
0.8864 |
0.8900 |
0.9012 |
|
| S4 |
0.8761 |
0.8797 |
0.8983 |
|
|
| 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 |
2.5% |
0.0105 |
1.2% |
13% |
False |
False |
124 |
| 10 |
0.9424 |
0.9010 |
0.0414 |
4.6% |
0.0119 |
1.3% |
7% |
False |
False |
144 |
| 20 |
0.9551 |
0.9010 |
0.0541 |
6.0% |
0.0112 |
1.2% |
6% |
False |
False |
77 |
| 40 |
1.0090 |
0.9010 |
0.1080 |
11.9% |
0.0088 |
1.0% |
3% |
False |
False |
43 |
| 60 |
1.0359 |
0.9010 |
0.1349 |
14.9% |
0.0063 |
0.7% |
2% |
False |
False |
29 |
| 80 |
1.0359 |
0.9010 |
0.1349 |
14.9% |
0.0047 |
0.5% |
2% |
False |
False |
22 |
| 100 |
1.0359 |
0.9010 |
0.1349 |
14.9% |
0.0038 |
0.4% |
2% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9574 |
|
2.618 |
0.9406 |
|
1.618 |
0.9303 |
|
1.000 |
0.9239 |
|
0.618 |
0.9200 |
|
HIGH |
0.9136 |
|
0.618 |
0.9097 |
|
0.500 |
0.9085 |
|
0.382 |
0.9072 |
|
LOW |
0.9033 |
|
0.618 |
0.8969 |
|
1.000 |
0.8930 |
|
1.618 |
0.8866 |
|
2.618 |
0.8763 |
|
4.250 |
0.8595 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9085 |
0.9085 |
| PP |
0.9070 |
0.9070 |
| S1 |
0.9055 |
0.9055 |
|