CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9179 |
0.9194 |
0.0015 |
0.2% |
0.8992 |
| High |
0.9205 |
0.9210 |
0.0005 |
0.1% |
0.9195 |
| Low |
0.9137 |
0.9042 |
-0.0095 |
-1.0% |
0.8944 |
| Close |
0.9205 |
0.9067 |
-0.0138 |
-1.5% |
0.9102 |
| Range |
0.0068 |
0.0168 |
0.0100 |
147.1% |
0.0251 |
| ATR |
0.0107 |
0.0111 |
0.0004 |
4.1% |
0.0000 |
| Volume |
124 |
95 |
-29 |
-23.4% |
896 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9610 |
0.9507 |
0.9159 |
|
| R3 |
0.9442 |
0.9339 |
0.9113 |
|
| R2 |
0.9274 |
0.9274 |
0.9098 |
|
| R1 |
0.9171 |
0.9171 |
0.9082 |
0.9139 |
| PP |
0.9106 |
0.9106 |
0.9106 |
0.9090 |
| S1 |
0.9003 |
0.9003 |
0.9052 |
0.8971 |
| S2 |
0.8938 |
0.8938 |
0.9036 |
|
| S3 |
0.8770 |
0.8835 |
0.9021 |
|
| S4 |
0.8602 |
0.8667 |
0.8975 |
|
|
| 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 |
0.9210 |
0.9042 |
0.0168 |
1.9% |
0.0096 |
1.1% |
15% |
True |
True |
128 |
| 10 |
0.9210 |
0.8910 |
0.0300 |
3.3% |
0.0115 |
1.3% |
52% |
True |
False |
159 |
| 20 |
0.9233 |
0.8910 |
0.0323 |
3.6% |
0.0111 |
1.2% |
49% |
False |
False |
158 |
| 40 |
0.9626 |
0.8910 |
0.0716 |
7.9% |
0.0108 |
1.2% |
22% |
False |
False |
103 |
| 60 |
1.0197 |
0.8910 |
0.1287 |
14.2% |
0.0089 |
1.0% |
12% |
False |
False |
71 |
| 80 |
1.0359 |
0.8910 |
0.1449 |
16.0% |
0.0069 |
0.8% |
11% |
False |
False |
54 |
| 100 |
1.0359 |
0.8910 |
0.1449 |
16.0% |
0.0055 |
0.6% |
11% |
False |
False |
43 |
| 120 |
1.0359 |
0.8910 |
0.1449 |
16.0% |
0.0046 |
0.5% |
11% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9924 |
|
2.618 |
0.9650 |
|
1.618 |
0.9482 |
|
1.000 |
0.9378 |
|
0.618 |
0.9314 |
|
HIGH |
0.9210 |
|
0.618 |
0.9146 |
|
0.500 |
0.9126 |
|
0.382 |
0.9106 |
|
LOW |
0.9042 |
|
0.618 |
0.8938 |
|
1.000 |
0.8874 |
|
1.618 |
0.8770 |
|
2.618 |
0.8602 |
|
4.250 |
0.8328 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9126 |
0.9126 |
| PP |
0.9106 |
0.9106 |
| S1 |
0.9087 |
0.9087 |
|