CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9127 |
0.9135 |
0.0008 |
0.1% |
0.8947 |
| High |
0.9195 |
0.9135 |
-0.0060 |
-0.7% |
0.9204 |
| Low |
0.9100 |
0.9050 |
-0.0050 |
-0.5% |
0.8910 |
| Close |
0.9131 |
0.9076 |
-0.0055 |
-0.6% |
0.8961 |
| Range |
0.0095 |
0.0085 |
-0.0010 |
-10.5% |
0.0294 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
240 |
152 |
-88 |
-36.7% |
858 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9342 |
0.9294 |
0.9123 |
|
| R3 |
0.9257 |
0.9209 |
0.9099 |
|
| R2 |
0.9172 |
0.9172 |
0.9092 |
|
| R1 |
0.9124 |
0.9124 |
0.9084 |
0.9106 |
| PP |
0.9087 |
0.9087 |
0.9087 |
0.9078 |
| S1 |
0.9039 |
0.9039 |
0.9068 |
0.9021 |
| S2 |
0.9002 |
0.9002 |
0.9060 |
|
| S3 |
0.8917 |
0.8954 |
0.9053 |
|
| S4 |
0.8832 |
0.8869 |
0.9029 |
|
|
| 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 |
0.9195 |
0.8910 |
0.0285 |
3.1% |
0.0117 |
1.3% |
58% |
False |
False |
190 |
| 10 |
0.9204 |
0.8910 |
0.0294 |
3.2% |
0.0120 |
1.3% |
56% |
False |
False |
194 |
| 20 |
0.9233 |
0.8910 |
0.0323 |
3.6% |
0.0113 |
1.2% |
51% |
False |
False |
166 |
| 40 |
0.9663 |
0.8910 |
0.0753 |
8.3% |
0.0107 |
1.2% |
22% |
False |
False |
92 |
| 60 |
1.0197 |
0.8910 |
0.1287 |
14.2% |
0.0083 |
0.9% |
13% |
False |
False |
63 |
| 80 |
1.0359 |
0.8910 |
0.1449 |
16.0% |
0.0064 |
0.7% |
11% |
False |
False |
48 |
| 100 |
1.0359 |
0.8910 |
0.1449 |
16.0% |
0.0051 |
0.6% |
11% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9496 |
|
2.618 |
0.9358 |
|
1.618 |
0.9273 |
|
1.000 |
0.9220 |
|
0.618 |
0.9188 |
|
HIGH |
0.9135 |
|
0.618 |
0.9103 |
|
0.500 |
0.9093 |
|
0.382 |
0.9082 |
|
LOW |
0.9050 |
|
0.618 |
0.8997 |
|
1.000 |
0.8965 |
|
1.618 |
0.8912 |
|
2.618 |
0.8827 |
|
4.250 |
0.8689 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9093 |
0.9099 |
| PP |
0.9087 |
0.9091 |
| S1 |
0.9082 |
0.9084 |
|