CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9155 |
0.9200 |
0.0045 |
0.5% |
0.9093 |
| High |
0.9202 |
0.9202 |
0.0000 |
0.0% |
0.9210 |
| Low |
0.9145 |
0.9103 |
-0.0042 |
-0.5% |
0.9042 |
| Close |
0.9173 |
0.9117 |
-0.0056 |
-0.6% |
0.9173 |
| Range |
0.0057 |
0.0099 |
0.0042 |
73.7% |
0.0168 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
306 |
118 |
-188 |
-61.4% |
1,069 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9438 |
0.9376 |
0.9171 |
|
| R3 |
0.9339 |
0.9277 |
0.9144 |
|
| R2 |
0.9240 |
0.9240 |
0.9135 |
|
| R1 |
0.9178 |
0.9178 |
0.9126 |
0.9160 |
| PP |
0.9141 |
0.9141 |
0.9141 |
0.9131 |
| S1 |
0.9079 |
0.9079 |
0.9108 |
0.9061 |
| S2 |
0.9042 |
0.9042 |
0.9099 |
|
| S3 |
0.8943 |
0.8980 |
0.9090 |
|
| S4 |
0.8844 |
0.8881 |
0.9063 |
|
|
| 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% |
0.0105 |
1.2% |
45% |
False |
False |
212 |
| 10 |
0.9210 |
0.9002 |
0.0208 |
2.3% |
0.0101 |
1.1% |
55% |
False |
False |
183 |
| 20 |
0.9210 |
0.8910 |
0.0300 |
3.3% |
0.0110 |
1.2% |
69% |
False |
False |
182 |
| 40 |
0.9626 |
0.8910 |
0.0716 |
7.9% |
0.0111 |
1.2% |
29% |
False |
False |
123 |
| 60 |
1.0192 |
0.8910 |
0.1282 |
14.1% |
0.0092 |
1.0% |
16% |
False |
False |
85 |
| 80 |
1.0359 |
0.8910 |
0.1449 |
15.9% |
0.0072 |
0.8% |
14% |
False |
False |
64 |
| 100 |
1.0359 |
0.8910 |
0.1449 |
15.9% |
0.0058 |
0.6% |
14% |
False |
False |
52 |
| 120 |
1.0359 |
0.8910 |
0.1449 |
15.9% |
0.0048 |
0.5% |
14% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9623 |
|
2.618 |
0.9461 |
|
1.618 |
0.9362 |
|
1.000 |
0.9301 |
|
0.618 |
0.9263 |
|
HIGH |
0.9202 |
|
0.618 |
0.9164 |
|
0.500 |
0.9153 |
|
0.382 |
0.9141 |
|
LOW |
0.9103 |
|
0.618 |
0.9042 |
|
1.000 |
0.9004 |
|
1.618 |
0.8943 |
|
2.618 |
0.8844 |
|
4.250 |
0.8682 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9153 |
0.9124 |
| PP |
0.9141 |
0.9122 |
| S1 |
0.9129 |
0.9119 |
|