CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8992 |
0.9002 |
0.0010 |
0.1% |
0.8947 |
| High |
0.9025 |
0.9148 |
0.0123 |
1.4% |
0.9204 |
| Low |
0.8944 |
0.9002 |
0.0058 |
0.6% |
0.8910 |
| Close |
0.9004 |
0.9147 |
0.0143 |
1.6% |
0.8961 |
| Range |
0.0081 |
0.0146 |
0.0065 |
80.2% |
0.0294 |
| ATR |
0.0116 |
0.0119 |
0.0002 |
1.8% |
0.0000 |
| Volume |
246 |
112 |
-134 |
-54.5% |
858 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9537 |
0.9488 |
0.9227 |
|
| R3 |
0.9391 |
0.9342 |
0.9187 |
|
| R2 |
0.9245 |
0.9245 |
0.9174 |
|
| R1 |
0.9196 |
0.9196 |
0.9160 |
0.9221 |
| PP |
0.9099 |
0.9099 |
0.9099 |
0.9111 |
| S1 |
0.9050 |
0.9050 |
0.9134 |
0.9075 |
| S2 |
0.8953 |
0.8953 |
0.9120 |
|
| S3 |
0.8807 |
0.8904 |
0.9107 |
|
| S4 |
0.8661 |
0.8758 |
0.9067 |
|
|
| 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 |
3.2% |
0.0140 |
1.5% |
81% |
False |
False |
176 |
| 10 |
0.9204 |
0.8910 |
0.0294 |
3.2% |
0.0123 |
1.3% |
81% |
False |
False |
179 |
| 20 |
0.9424 |
0.8910 |
0.0514 |
5.6% |
0.0119 |
1.3% |
46% |
False |
False |
155 |
| 40 |
0.9679 |
0.8910 |
0.0769 |
8.4% |
0.0105 |
1.1% |
31% |
False |
False |
83 |
| 60 |
1.0197 |
0.8910 |
0.1287 |
14.1% |
0.0081 |
0.9% |
18% |
False |
False |
57 |
| 80 |
1.0359 |
0.8910 |
0.1449 |
15.8% |
0.0061 |
0.7% |
16% |
False |
False |
43 |
| 100 |
1.0359 |
0.8910 |
0.1449 |
15.8% |
0.0049 |
0.5% |
16% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9769 |
|
2.618 |
0.9530 |
|
1.618 |
0.9384 |
|
1.000 |
0.9294 |
|
0.618 |
0.9238 |
|
HIGH |
0.9148 |
|
0.618 |
0.9092 |
|
0.500 |
0.9075 |
|
0.382 |
0.9058 |
|
LOW |
0.9002 |
|
0.618 |
0.8912 |
|
1.000 |
0.8856 |
|
1.618 |
0.8766 |
|
2.618 |
0.8620 |
|
4.250 |
0.8382 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9123 |
0.9108 |
| PP |
0.9099 |
0.9068 |
| S1 |
0.9075 |
0.9029 |
|