CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9002 |
0.9127 |
0.0125 |
1.4% |
0.8947 |
| High |
0.9148 |
0.9195 |
0.0047 |
0.5% |
0.9204 |
| Low |
0.9002 |
0.9100 |
0.0098 |
1.1% |
0.8910 |
| Close |
0.9147 |
0.9131 |
-0.0016 |
-0.2% |
0.8961 |
| Range |
0.0146 |
0.0095 |
-0.0051 |
-34.9% |
0.0294 |
| ATR |
0.0119 |
0.0117 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
112 |
240 |
128 |
114.3% |
858 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9427 |
0.9374 |
0.9183 |
|
| R3 |
0.9332 |
0.9279 |
0.9157 |
|
| R2 |
0.9237 |
0.9237 |
0.9148 |
|
| R1 |
0.9184 |
0.9184 |
0.9140 |
0.9211 |
| PP |
0.9142 |
0.9142 |
0.9142 |
0.9155 |
| S1 |
0.9089 |
0.9089 |
0.9122 |
0.9116 |
| S2 |
0.9047 |
0.9047 |
0.9114 |
|
| S3 |
0.8952 |
0.8994 |
0.9105 |
|
| S4 |
0.8857 |
0.8899 |
0.9079 |
|
|
| 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% |
0.0135 |
1.5% |
75% |
False |
False |
191 |
| 10 |
0.9204 |
0.8910 |
0.0294 |
3.2% |
0.0122 |
1.3% |
75% |
False |
False |
190 |
| 20 |
0.9424 |
0.8910 |
0.0514 |
5.6% |
0.0121 |
1.3% |
43% |
False |
False |
167 |
| 40 |
0.9673 |
0.8910 |
0.0763 |
8.4% |
0.0106 |
1.2% |
29% |
False |
False |
88 |
| 60 |
1.0197 |
0.8910 |
0.1287 |
14.1% |
0.0082 |
0.9% |
17% |
False |
False |
61 |
| 80 |
1.0359 |
0.8910 |
0.1449 |
15.9% |
0.0063 |
0.7% |
15% |
False |
False |
46 |
| 100 |
1.0359 |
0.8910 |
0.1449 |
15.9% |
0.0050 |
0.6% |
15% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9599 |
|
2.618 |
0.9444 |
|
1.618 |
0.9349 |
|
1.000 |
0.9290 |
|
0.618 |
0.9254 |
|
HIGH |
0.9195 |
|
0.618 |
0.9159 |
|
0.500 |
0.9148 |
|
0.382 |
0.9136 |
|
LOW |
0.9100 |
|
0.618 |
0.9041 |
|
1.000 |
0.9005 |
|
1.618 |
0.8946 |
|
2.618 |
0.8851 |
|
4.250 |
0.8696 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9148 |
0.9111 |
| PP |
0.9142 |
0.9090 |
| S1 |
0.9137 |
0.9070 |
|