CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9059 |
0.9155 |
0.0096 |
1.1% |
0.9093 |
| High |
0.9181 |
0.9202 |
0.0021 |
0.2% |
0.9210 |
| Low |
0.9046 |
0.9145 |
0.0099 |
1.1% |
0.9042 |
| Close |
0.9127 |
0.9173 |
0.0046 |
0.5% |
0.9173 |
| Range |
0.0135 |
0.0057 |
-0.0078 |
-57.8% |
0.0168 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
421 |
306 |
-115 |
-27.3% |
1,069 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9344 |
0.9316 |
0.9204 |
|
| R3 |
0.9287 |
0.9259 |
0.9189 |
|
| R2 |
0.9230 |
0.9230 |
0.9183 |
|
| R1 |
0.9202 |
0.9202 |
0.9178 |
0.9216 |
| PP |
0.9173 |
0.9173 |
0.9173 |
0.9181 |
| S1 |
0.9145 |
0.9145 |
0.9168 |
0.9159 |
| S2 |
0.9116 |
0.9116 |
0.9163 |
|
| S3 |
0.9059 |
0.9088 |
0.9157 |
|
| S4 |
0.9002 |
0.9031 |
0.9142 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9646 |
0.9577 |
0.9265 |
|
| R3 |
0.9478 |
0.9409 |
0.9219 |
|
| R2 |
0.9310 |
0.9310 |
0.9204 |
|
| R1 |
0.9241 |
0.9241 |
0.9188 |
0.9276 |
| PP |
0.9142 |
0.9142 |
0.9142 |
0.9159 |
| S1 |
0.9073 |
0.9073 |
0.9158 |
0.9108 |
| S2 |
0.8974 |
0.8974 |
0.9142 |
|
| S3 |
0.8806 |
0.8905 |
0.9127 |
|
| S4 |
0.8638 |
0.8737 |
0.9081 |
|
|
| 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% |
0.0102 |
1.1% |
78% |
False |
False |
213 |
| 10 |
0.9210 |
0.8944 |
0.0266 |
2.9% |
0.0099 |
1.1% |
86% |
False |
False |
196 |
| 20 |
0.9210 |
0.8910 |
0.0300 |
3.3% |
0.0113 |
1.2% |
88% |
False |
False |
178 |
| 40 |
0.9626 |
0.8910 |
0.0716 |
7.8% |
0.0111 |
1.2% |
37% |
False |
False |
121 |
| 60 |
1.0192 |
0.8910 |
0.1282 |
14.0% |
0.0091 |
1.0% |
21% |
False |
False |
84 |
| 80 |
1.0359 |
0.8910 |
0.1449 |
15.8% |
0.0071 |
0.8% |
18% |
False |
False |
63 |
| 100 |
1.0359 |
0.8910 |
0.1449 |
15.8% |
0.0057 |
0.6% |
18% |
False |
False |
50 |
| 120 |
1.0359 |
0.8910 |
0.1449 |
15.8% |
0.0048 |
0.5% |
18% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9444 |
|
2.618 |
0.9351 |
|
1.618 |
0.9294 |
|
1.000 |
0.9259 |
|
0.618 |
0.9237 |
|
HIGH |
0.9202 |
|
0.618 |
0.9180 |
|
0.500 |
0.9174 |
|
0.382 |
0.9167 |
|
LOW |
0.9145 |
|
0.618 |
0.9110 |
|
1.000 |
0.9088 |
|
1.618 |
0.9053 |
|
2.618 |
0.8996 |
|
4.250 |
0.8903 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9174 |
0.9157 |
| PP |
0.9173 |
0.9142 |
| S1 |
0.9173 |
0.9126 |
|