CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9194 |
0.9059 |
-0.0135 |
-1.5% |
0.8992 |
| High |
0.9210 |
0.9181 |
-0.0029 |
-0.3% |
0.9195 |
| Low |
0.9042 |
0.9046 |
0.0004 |
0.0% |
0.8944 |
| Close |
0.9067 |
0.9127 |
0.0060 |
0.7% |
0.9102 |
| Range |
0.0168 |
0.0135 |
-0.0033 |
-19.6% |
0.0251 |
| ATR |
0.0111 |
0.0113 |
0.0002 |
1.5% |
0.0000 |
| Volume |
95 |
421 |
326 |
343.2% |
896 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9523 |
0.9460 |
0.9201 |
|
| R3 |
0.9388 |
0.9325 |
0.9164 |
|
| R2 |
0.9253 |
0.9253 |
0.9152 |
|
| R1 |
0.9190 |
0.9190 |
0.9139 |
0.9222 |
| PP |
0.9118 |
0.9118 |
0.9118 |
0.9134 |
| S1 |
0.9055 |
0.9055 |
0.9115 |
0.9087 |
| S2 |
0.8983 |
0.8983 |
0.9102 |
|
| S3 |
0.8848 |
0.8920 |
0.9090 |
|
| S4 |
0.8713 |
0.8785 |
0.9053 |
|
|
| 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 |
1.8% |
0.0106 |
1.2% |
51% |
False |
False |
181 |
| 10 |
0.9210 |
0.8910 |
0.0300 |
3.3% |
0.0112 |
1.2% |
72% |
False |
False |
186 |
| 20 |
0.9222 |
0.8910 |
0.0312 |
3.4% |
0.0113 |
1.2% |
70% |
False |
False |
171 |
| 40 |
0.9626 |
0.8910 |
0.0716 |
7.8% |
0.0110 |
1.2% |
30% |
False |
False |
113 |
| 60 |
1.0192 |
0.8910 |
0.1282 |
14.0% |
0.0090 |
1.0% |
17% |
False |
False |
78 |
| 80 |
1.0359 |
0.8910 |
0.1449 |
15.9% |
0.0070 |
0.8% |
15% |
False |
False |
59 |
| 100 |
1.0359 |
0.8910 |
0.1449 |
15.9% |
0.0057 |
0.6% |
15% |
False |
False |
47 |
| 120 |
1.0359 |
0.8910 |
0.1449 |
15.9% |
0.0047 |
0.5% |
15% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9755 |
|
2.618 |
0.9534 |
|
1.618 |
0.9399 |
|
1.000 |
0.9316 |
|
0.618 |
0.9264 |
|
HIGH |
0.9181 |
|
0.618 |
0.9129 |
|
0.500 |
0.9114 |
|
0.382 |
0.9098 |
|
LOW |
0.9046 |
|
0.618 |
0.8963 |
|
1.000 |
0.8911 |
|
1.618 |
0.8828 |
|
2.618 |
0.8693 |
|
4.250 |
0.8472 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9123 |
0.9127 |
| PP |
0.9118 |
0.9126 |
| S1 |
0.9114 |
0.9126 |
|