CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9129 |
0.9040 |
-0.0089 |
-1.0% |
0.8947 |
| High |
0.9204 |
0.9089 |
-0.0115 |
-1.2% |
0.9204 |
| Low |
0.9032 |
0.8910 |
-0.0122 |
-1.4% |
0.8910 |
| Close |
0.9079 |
0.8961 |
-0.0118 |
-1.3% |
0.8961 |
| Range |
0.0172 |
0.0179 |
0.0007 |
4.1% |
0.0294 |
| ATR |
0.0115 |
0.0119 |
0.0005 |
4.0% |
0.0000 |
| Volume |
156 |
201 |
45 |
28.8% |
858 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9524 |
0.9421 |
0.9059 |
|
| R3 |
0.9345 |
0.9242 |
0.9010 |
|
| R2 |
0.9166 |
0.9166 |
0.8994 |
|
| R1 |
0.9063 |
0.9063 |
0.8977 |
0.9025 |
| PP |
0.8987 |
0.8987 |
0.8987 |
0.8968 |
| S1 |
0.8884 |
0.8884 |
0.8945 |
0.8846 |
| S2 |
0.8808 |
0.8808 |
0.8928 |
|
| S3 |
0.8629 |
0.8705 |
0.8912 |
|
| S4 |
0.8450 |
0.8526 |
0.8863 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9907 |
0.9728 |
0.9123 |
|
| R3 |
0.9613 |
0.9434 |
0.9042 |
|
| R2 |
0.9319 |
0.9319 |
0.9015 |
|
| R1 |
0.9140 |
0.9140 |
0.8988 |
0.9230 |
| PP |
0.9025 |
0.9025 |
0.9025 |
0.9070 |
| S1 |
0.8846 |
0.8846 |
0.8934 |
0.8936 |
| S2 |
0.8731 |
0.8731 |
0.8907 |
|
| S3 |
0.8437 |
0.8552 |
0.8880 |
|
| S4 |
0.8143 |
0.8258 |
0.8799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9204 |
0.8910 |
0.0294 |
3.3% |
0.0134 |
1.5% |
17% |
False |
True |
171 |
| 10 |
0.9204 |
0.8910 |
0.0294 |
3.3% |
0.0127 |
1.4% |
17% |
False |
True |
161 |
| 20 |
0.9502 |
0.8910 |
0.0592 |
6.6% |
0.0115 |
1.3% |
9% |
False |
True |
139 |
| 40 |
0.9758 |
0.8910 |
0.0848 |
9.5% |
0.0102 |
1.1% |
6% |
False |
True |
74 |
| 60 |
1.0197 |
0.8910 |
0.1287 |
14.4% |
0.0077 |
0.9% |
4% |
False |
True |
51 |
| 80 |
1.0359 |
0.8910 |
0.1449 |
16.2% |
0.0059 |
0.7% |
4% |
False |
True |
38 |
| 100 |
1.0359 |
0.8910 |
0.1449 |
16.2% |
0.0047 |
0.5% |
4% |
False |
True |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9850 |
|
2.618 |
0.9558 |
|
1.618 |
0.9379 |
|
1.000 |
0.9268 |
|
0.618 |
0.9200 |
|
HIGH |
0.9089 |
|
0.618 |
0.9021 |
|
0.500 |
0.9000 |
|
0.382 |
0.8978 |
|
LOW |
0.8910 |
|
0.618 |
0.8799 |
|
1.000 |
0.8731 |
|
1.618 |
0.8620 |
|
2.618 |
0.8441 |
|
4.250 |
0.8149 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9000 |
0.9057 |
| PP |
0.8987 |
0.9025 |
| S1 |
0.8974 |
0.8993 |
|