CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9062 |
0.9129 |
0.0067 |
0.7% |
0.9018 |
| High |
0.9132 |
0.9204 |
0.0072 |
0.8% |
0.9137 |
| Low |
0.9012 |
0.9032 |
0.0020 |
0.2% |
0.8950 |
| Close |
0.9016 |
0.9079 |
0.0063 |
0.7% |
0.8962 |
| Range |
0.0120 |
0.0172 |
0.0052 |
43.3% |
0.0187 |
| ATR |
0.0109 |
0.0115 |
0.0006 |
5.2% |
0.0000 |
| Volume |
168 |
156 |
-12 |
-7.1% |
699 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9621 |
0.9522 |
0.9174 |
|
| R3 |
0.9449 |
0.9350 |
0.9126 |
|
| R2 |
0.9277 |
0.9277 |
0.9111 |
|
| R1 |
0.9178 |
0.9178 |
0.9095 |
0.9142 |
| PP |
0.9105 |
0.9105 |
0.9105 |
0.9087 |
| S1 |
0.9006 |
0.9006 |
0.9063 |
0.8970 |
| S2 |
0.8933 |
0.8933 |
0.9047 |
|
| S3 |
0.8761 |
0.8834 |
0.9032 |
|
| S4 |
0.8589 |
0.8662 |
0.8984 |
|
|
| 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 |
0.9204 |
0.8945 |
0.0259 |
2.9% |
0.0122 |
1.3% |
52% |
True |
False |
197 |
| 10 |
0.9222 |
0.8945 |
0.0277 |
3.1% |
0.0115 |
1.3% |
48% |
False |
False |
157 |
| 20 |
0.9502 |
0.8945 |
0.0557 |
6.1% |
0.0114 |
1.3% |
24% |
False |
False |
129 |
| 40 |
0.9758 |
0.8945 |
0.0813 |
9.0% |
0.0098 |
1.1% |
16% |
False |
False |
69 |
| 60 |
1.0197 |
0.8945 |
0.1252 |
13.8% |
0.0074 |
0.8% |
11% |
False |
False |
48 |
| 80 |
1.0359 |
0.8945 |
0.1414 |
15.6% |
0.0056 |
0.6% |
9% |
False |
False |
36 |
| 100 |
1.0359 |
0.8945 |
0.1414 |
15.6% |
0.0045 |
0.5% |
9% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9935 |
|
2.618 |
0.9654 |
|
1.618 |
0.9482 |
|
1.000 |
0.9376 |
|
0.618 |
0.9310 |
|
HIGH |
0.9204 |
|
0.618 |
0.9138 |
|
0.500 |
0.9118 |
|
0.382 |
0.9098 |
|
LOW |
0.9032 |
|
0.618 |
0.8926 |
|
1.000 |
0.8860 |
|
1.618 |
0.8754 |
|
2.618 |
0.8582 |
|
4.250 |
0.8301 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9118 |
0.9101 |
| PP |
0.9105 |
0.9094 |
| S1 |
0.9092 |
0.9086 |
|