CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9040 |
0.8992 |
-0.0048 |
-0.5% |
0.8947 |
| High |
0.9089 |
0.9025 |
-0.0064 |
-0.7% |
0.9204 |
| Low |
0.8910 |
0.8944 |
0.0034 |
0.4% |
0.8910 |
| Close |
0.8961 |
0.9004 |
0.0043 |
0.5% |
0.8961 |
| Range |
0.0179 |
0.0081 |
-0.0098 |
-54.7% |
0.0294 |
| ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
201 |
246 |
45 |
22.4% |
858 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9234 |
0.9200 |
0.9049 |
|
| R3 |
0.9153 |
0.9119 |
0.9026 |
|
| R2 |
0.9072 |
0.9072 |
0.9019 |
|
| R1 |
0.9038 |
0.9038 |
0.9011 |
0.9055 |
| PP |
0.8991 |
0.8991 |
0.8991 |
0.9000 |
| S1 |
0.8957 |
0.8957 |
0.8997 |
0.8974 |
| S2 |
0.8910 |
0.8910 |
0.8989 |
|
| S3 |
0.8829 |
0.8876 |
0.8982 |
|
| S4 |
0.8748 |
0.8795 |
0.8959 |
|
|
| 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% |
0.0131 |
1.5% |
32% |
False |
False |
172 |
| 10 |
0.9204 |
0.8910 |
0.0294 |
3.3% |
0.0120 |
1.3% |
32% |
False |
False |
180 |
| 20 |
0.9502 |
0.8910 |
0.0592 |
6.6% |
0.0117 |
1.3% |
16% |
False |
False |
150 |
| 40 |
0.9679 |
0.8910 |
0.0769 |
8.5% |
0.0102 |
1.1% |
12% |
False |
False |
80 |
| 60 |
1.0197 |
0.8910 |
0.1287 |
14.3% |
0.0078 |
0.9% |
7% |
False |
False |
55 |
| 80 |
1.0359 |
0.8910 |
0.1449 |
16.1% |
0.0060 |
0.7% |
6% |
False |
False |
41 |
| 100 |
1.0359 |
0.8910 |
0.1449 |
16.1% |
0.0048 |
0.5% |
6% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9369 |
|
2.618 |
0.9237 |
|
1.618 |
0.9156 |
|
1.000 |
0.9106 |
|
0.618 |
0.9075 |
|
HIGH |
0.9025 |
|
0.618 |
0.8994 |
|
0.500 |
0.8985 |
|
0.382 |
0.8975 |
|
LOW |
0.8944 |
|
0.618 |
0.8894 |
|
1.000 |
0.8863 |
|
1.618 |
0.8813 |
|
2.618 |
0.8732 |
|
4.250 |
0.8600 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8998 |
0.9057 |
| PP |
0.8991 |
0.9039 |
| S1 |
0.8985 |
0.9022 |
|