CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9200 |
0.9120 |
-0.0080 |
-0.9% |
0.9093 |
| High |
0.9202 |
0.9120 |
-0.0082 |
-0.9% |
0.9210 |
| Low |
0.9103 |
0.8964 |
-0.0139 |
-1.5% |
0.9042 |
| Close |
0.9117 |
0.8981 |
-0.0136 |
-1.5% |
0.9173 |
| Range |
0.0099 |
0.0156 |
0.0057 |
57.6% |
0.0168 |
| ATR |
0.0109 |
0.0113 |
0.0003 |
3.0% |
0.0000 |
| Volume |
118 |
111 |
-7 |
-5.9% |
1,069 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9490 |
0.9391 |
0.9067 |
|
| R3 |
0.9334 |
0.9235 |
0.9024 |
|
| R2 |
0.9178 |
0.9178 |
0.9010 |
|
| R1 |
0.9079 |
0.9079 |
0.8995 |
0.9051 |
| PP |
0.9022 |
0.9022 |
0.9022 |
0.9007 |
| S1 |
0.8923 |
0.8923 |
0.8967 |
0.8895 |
| S2 |
0.8866 |
0.8866 |
0.8952 |
|
| S3 |
0.8710 |
0.8767 |
0.8938 |
|
| S4 |
0.8554 |
0.8611 |
0.8895 |
|
|
| 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 |
0.8964 |
0.0246 |
2.7% |
0.0123 |
1.4% |
7% |
False |
True |
210 |
| 10 |
0.9210 |
0.8964 |
0.0246 |
2.7% |
0.0102 |
1.1% |
7% |
False |
True |
183 |
| 20 |
0.9210 |
0.8910 |
0.0300 |
3.3% |
0.0112 |
1.3% |
24% |
False |
False |
181 |
| 40 |
0.9578 |
0.8910 |
0.0668 |
7.4% |
0.0111 |
1.2% |
11% |
False |
False |
126 |
| 60 |
1.0090 |
0.8910 |
0.1180 |
13.1% |
0.0094 |
1.0% |
6% |
False |
False |
87 |
| 80 |
1.0359 |
0.8910 |
0.1449 |
16.1% |
0.0074 |
0.8% |
5% |
False |
False |
66 |
| 100 |
1.0359 |
0.8910 |
0.1449 |
16.1% |
0.0059 |
0.7% |
5% |
False |
False |
53 |
| 120 |
1.0359 |
0.8910 |
0.1449 |
16.1% |
0.0050 |
0.6% |
5% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9783 |
|
2.618 |
0.9528 |
|
1.618 |
0.9372 |
|
1.000 |
0.9276 |
|
0.618 |
0.9216 |
|
HIGH |
0.9120 |
|
0.618 |
0.9060 |
|
0.500 |
0.9042 |
|
0.382 |
0.9024 |
|
LOW |
0.8964 |
|
0.618 |
0.8868 |
|
1.000 |
0.8808 |
|
1.618 |
0.8712 |
|
2.618 |
0.8556 |
|
4.250 |
0.8301 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9042 |
0.9083 |
| PP |
0.9022 |
0.9049 |
| S1 |
0.9001 |
0.9015 |
|