CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8986 |
0.8947 |
-0.0039 |
-0.4% |
0.9018 |
| High |
0.9070 |
0.9042 |
-0.0028 |
-0.3% |
0.9137 |
| Low |
0.8950 |
0.8945 |
-0.0005 |
-0.1% |
0.8950 |
| Close |
0.8962 |
0.9040 |
0.0078 |
0.9% |
0.8962 |
| Range |
0.0120 |
0.0097 |
-0.0023 |
-19.2% |
0.0187 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
332 |
240 |
-92 |
-27.7% |
699 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9300 |
0.9267 |
0.9093 |
|
| R3 |
0.9203 |
0.9170 |
0.9067 |
|
| R2 |
0.9106 |
0.9106 |
0.9058 |
|
| R1 |
0.9073 |
0.9073 |
0.9049 |
0.9090 |
| PP |
0.9009 |
0.9009 |
0.9009 |
0.9017 |
| S1 |
0.8976 |
0.8976 |
0.9031 |
0.8993 |
| S2 |
0.8912 |
0.8912 |
0.9022 |
|
| S3 |
0.8815 |
0.8879 |
0.9013 |
|
| S4 |
0.8718 |
0.8782 |
0.8987 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9577 |
0.9457 |
0.9065 |
|
| R3 |
0.9390 |
0.9270 |
0.9013 |
|
| R2 |
0.9203 |
0.9203 |
0.8996 |
|
| R1 |
0.9083 |
0.9083 |
0.8979 |
0.9050 |
| PP |
0.9016 |
0.9016 |
0.9016 |
0.9000 |
| S1 |
0.8896 |
0.8896 |
0.8945 |
0.8863 |
| S2 |
0.8829 |
0.8829 |
0.8928 |
|
| S3 |
0.8642 |
0.8709 |
0.8911 |
|
| S4 |
0.8455 |
0.8522 |
0.8859 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9137 |
0.8945 |
0.0192 |
2.1% |
0.0109 |
1.2% |
49% |
False |
True |
187 |
| 10 |
0.9233 |
0.8945 |
0.0288 |
3.2% |
0.0106 |
1.2% |
33% |
False |
True |
155 |
| 20 |
0.9502 |
0.8945 |
0.0557 |
6.2% |
0.0107 |
1.2% |
17% |
False |
True |
110 |
| 40 |
0.9947 |
0.8945 |
0.1002 |
11.1% |
0.0092 |
1.0% |
9% |
False |
True |
59 |
| 60 |
1.0330 |
0.8945 |
0.1385 |
15.3% |
0.0068 |
0.8% |
7% |
False |
True |
41 |
| 80 |
1.0359 |
0.8945 |
0.1414 |
15.6% |
0.0051 |
0.6% |
7% |
False |
True |
31 |
| 100 |
1.0359 |
0.8945 |
0.1414 |
15.6% |
0.0041 |
0.5% |
7% |
False |
True |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9454 |
|
2.618 |
0.9296 |
|
1.618 |
0.9199 |
|
1.000 |
0.9139 |
|
0.618 |
0.9102 |
|
HIGH |
0.9042 |
|
0.618 |
0.9005 |
|
0.500 |
0.8994 |
|
0.382 |
0.8982 |
|
LOW |
0.8945 |
|
0.618 |
0.8885 |
|
1.000 |
0.8848 |
|
1.618 |
0.8788 |
|
2.618 |
0.8691 |
|
4.250 |
0.8533 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9025 |
0.9029 |
| PP |
0.9009 |
0.9018 |
| S1 |
0.8994 |
0.9008 |
|