CME Australian Dollar Future December 2013
Trading Metrics calculated at close of trading on 09-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
0.8947 |
0.9032 |
0.0085 |
1.0% |
0.9018 |
High |
0.9042 |
0.9099 |
0.0057 |
0.6% |
0.9137 |
Low |
0.8945 |
0.8998 |
0.0053 |
0.6% |
0.8950 |
Close |
0.9040 |
0.9089 |
0.0049 |
0.5% |
0.8962 |
Range |
0.0097 |
0.0101 |
0.0004 |
4.1% |
0.0187 |
ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.5% |
0.0000 |
Volume |
240 |
93 |
-147 |
-61.3% |
699 |
|
Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9365 |
0.9328 |
0.9145 |
|
R3 |
0.9264 |
0.9227 |
0.9117 |
|
R2 |
0.9163 |
0.9163 |
0.9108 |
|
R1 |
0.9126 |
0.9126 |
0.9098 |
0.9145 |
PP |
0.9062 |
0.9062 |
0.9062 |
0.9071 |
S1 |
0.9025 |
0.9025 |
0.9080 |
0.9044 |
S2 |
0.8961 |
0.8961 |
0.9070 |
|
S3 |
0.8860 |
0.8924 |
0.9061 |
|
S4 |
0.8759 |
0.8823 |
0.9033 |
|
|
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 |
0.9136 |
0.8945 |
0.0191 |
2.1% |
0.0105 |
1.2% |
75% |
False |
False |
181 |
10 |
0.9233 |
0.8945 |
0.0288 |
3.2% |
0.0102 |
1.1% |
50% |
False |
False |
149 |
20 |
0.9502 |
0.8945 |
0.0557 |
6.1% |
0.0108 |
1.2% |
26% |
False |
False |
114 |
40 |
0.9812 |
0.8945 |
0.0867 |
9.5% |
0.0092 |
1.0% |
17% |
False |
False |
61 |
60 |
1.0199 |
0.8945 |
0.1254 |
13.8% |
0.0069 |
0.8% |
11% |
False |
False |
42 |
80 |
1.0359 |
0.8945 |
0.1414 |
15.6% |
0.0053 |
0.6% |
10% |
False |
False |
32 |
100 |
1.0359 |
0.8945 |
0.1414 |
15.6% |
0.0042 |
0.5% |
10% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9528 |
2.618 |
0.9363 |
1.618 |
0.9262 |
1.000 |
0.9200 |
0.618 |
0.9161 |
HIGH |
0.9099 |
0.618 |
0.9060 |
0.500 |
0.9049 |
0.382 |
0.9037 |
LOW |
0.8998 |
0.618 |
0.8936 |
1.000 |
0.8897 |
1.618 |
0.8835 |
2.618 |
0.8734 |
4.250 |
0.8569 |
|
|
Fisher Pivots for day following 09-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9076 |
0.9067 |
PP |
0.9062 |
0.9044 |
S1 |
0.9049 |
0.9022 |
|