CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9093 |
0.9179 |
0.0086 |
0.9% |
0.8992 |
| High |
0.9174 |
0.9205 |
0.0031 |
0.3% |
0.9195 |
| Low |
0.9090 |
0.9137 |
0.0047 |
0.5% |
0.8944 |
| Close |
0.9152 |
0.9205 |
0.0053 |
0.6% |
0.9102 |
| Range |
0.0084 |
0.0068 |
-0.0016 |
-19.0% |
0.0251 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
123 |
124 |
1 |
0.8% |
896 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9386 |
0.9364 |
0.9242 |
|
| R3 |
0.9318 |
0.9296 |
0.9224 |
|
| R2 |
0.9250 |
0.9250 |
0.9217 |
|
| R1 |
0.9228 |
0.9228 |
0.9211 |
0.9239 |
| PP |
0.9182 |
0.9182 |
0.9182 |
0.9188 |
| S1 |
0.9160 |
0.9160 |
0.9199 |
0.9171 |
| S2 |
0.9114 |
0.9114 |
0.9193 |
|
| S3 |
0.9046 |
0.9092 |
0.9186 |
|
| S4 |
0.8978 |
0.9024 |
0.9168 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9833 |
0.9719 |
0.9240 |
|
| R3 |
0.9582 |
0.9468 |
0.9171 |
|
| R2 |
0.9331 |
0.9331 |
0.9148 |
|
| R1 |
0.9217 |
0.9217 |
0.9125 |
0.9274 |
| PP |
0.9080 |
0.9080 |
0.9080 |
0.9109 |
| S1 |
0.8966 |
0.8966 |
0.9079 |
0.9023 |
| S2 |
0.8829 |
0.8829 |
0.9056 |
|
| S3 |
0.8578 |
0.8715 |
0.9033 |
|
| S4 |
0.8327 |
0.8464 |
0.8964 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9205 |
0.9050 |
0.0155 |
1.7% |
0.0081 |
0.9% |
100% |
True |
False |
157 |
| 10 |
0.9205 |
0.8910 |
0.0295 |
3.2% |
0.0110 |
1.2% |
100% |
True |
False |
166 |
| 20 |
0.9233 |
0.8910 |
0.0323 |
3.5% |
0.0106 |
1.2% |
91% |
False |
False |
158 |
| 40 |
0.9626 |
0.8910 |
0.0716 |
7.8% |
0.0106 |
1.1% |
41% |
False |
False |
100 |
| 60 |
1.0197 |
0.8910 |
0.1287 |
14.0% |
0.0086 |
0.9% |
23% |
False |
False |
70 |
| 80 |
1.0359 |
0.8910 |
0.1449 |
15.7% |
0.0066 |
0.7% |
20% |
False |
False |
53 |
| 100 |
1.0359 |
0.8910 |
0.1449 |
15.7% |
0.0053 |
0.6% |
20% |
False |
False |
42 |
| 120 |
1.0359 |
0.8910 |
0.1449 |
15.7% |
0.0045 |
0.5% |
20% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9494 |
|
2.618 |
0.9383 |
|
1.618 |
0.9315 |
|
1.000 |
0.9273 |
|
0.618 |
0.9247 |
|
HIGH |
0.9205 |
|
0.618 |
0.9179 |
|
0.500 |
0.9171 |
|
0.382 |
0.9163 |
|
LOW |
0.9137 |
|
0.618 |
0.9095 |
|
1.000 |
0.9069 |
|
1.618 |
0.9027 |
|
2.618 |
0.8959 |
|
4.250 |
0.8848 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9194 |
0.9182 |
| PP |
0.9182 |
0.9159 |
| S1 |
0.9171 |
0.9136 |
|