CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9136 |
0.9034 |
-0.0102 |
-1.1% |
0.9096 |
| High |
0.9136 |
0.9059 |
-0.0077 |
-0.8% |
0.9233 |
| Low |
0.9033 |
0.8953 |
-0.0080 |
-0.9% |
0.9010 |
| Close |
0.9040 |
0.8981 |
-0.0059 |
-0.7% |
0.9051 |
| Range |
0.0103 |
0.0106 |
0.0003 |
2.9% |
0.0223 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
123 |
120 |
-3 |
-2.4% |
613 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9316 |
0.9254 |
0.9039 |
|
| R3 |
0.9210 |
0.9148 |
0.9010 |
|
| R2 |
0.9104 |
0.9104 |
0.9000 |
|
| R1 |
0.9042 |
0.9042 |
0.8991 |
0.9020 |
| PP |
0.8998 |
0.8998 |
0.8998 |
0.8987 |
| S1 |
0.8936 |
0.8936 |
0.8971 |
0.8914 |
| S2 |
0.8892 |
0.8892 |
0.8962 |
|
| S3 |
0.8786 |
0.8830 |
0.8952 |
|
| S4 |
0.8680 |
0.8724 |
0.8923 |
|
|
| 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 |
0.9222 |
0.8953 |
0.0269 |
3.0% |
0.0109 |
1.2% |
10% |
False |
True |
118 |
| 10 |
0.9233 |
0.8953 |
0.0280 |
3.1% |
0.0106 |
1.2% |
10% |
False |
True |
138 |
| 20 |
0.9551 |
0.8953 |
0.0598 |
6.7% |
0.0114 |
1.3% |
5% |
False |
True |
83 |
| 40 |
1.0033 |
0.8953 |
0.1080 |
12.0% |
0.0089 |
1.0% |
3% |
False |
True |
46 |
| 60 |
1.0359 |
0.8953 |
0.1406 |
15.7% |
0.0064 |
0.7% |
2% |
False |
True |
31 |
| 80 |
1.0359 |
0.8953 |
0.1406 |
15.7% |
0.0049 |
0.5% |
2% |
False |
True |
24 |
| 100 |
1.0359 |
0.8953 |
0.1406 |
15.7% |
0.0039 |
0.4% |
2% |
False |
True |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9510 |
|
2.618 |
0.9337 |
|
1.618 |
0.9231 |
|
1.000 |
0.9165 |
|
0.618 |
0.9125 |
|
HIGH |
0.9059 |
|
0.618 |
0.9019 |
|
0.500 |
0.9006 |
|
0.382 |
0.8993 |
|
LOW |
0.8953 |
|
0.618 |
0.8887 |
|
1.000 |
0.8847 |
|
1.618 |
0.8781 |
|
2.618 |
0.8675 |
|
4.250 |
0.8503 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9006 |
0.9045 |
| PP |
0.8998 |
0.9024 |
| S1 |
0.8989 |
0.9002 |
|