CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9120 |
0.8981 |
-0.0139 |
-1.5% |
0.9093 |
| High |
0.9120 |
0.8981 |
-0.0139 |
-1.5% |
0.9210 |
| Low |
0.8964 |
0.8855 |
-0.0109 |
-1.2% |
0.9042 |
| Close |
0.8981 |
0.8926 |
-0.0055 |
-0.6% |
0.9173 |
| Range |
0.0156 |
0.0126 |
-0.0030 |
-19.2% |
0.0168 |
| ATR |
0.0113 |
0.0114 |
0.0001 |
0.8% |
0.0000 |
| Volume |
111 |
2,214 |
2,103 |
1,894.6% |
1,069 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9299 |
0.9238 |
0.8995 |
|
| R3 |
0.9173 |
0.9112 |
0.8961 |
|
| R2 |
0.9047 |
0.9047 |
0.8949 |
|
| R1 |
0.8986 |
0.8986 |
0.8938 |
0.8954 |
| PP |
0.8921 |
0.8921 |
0.8921 |
0.8904 |
| S1 |
0.8860 |
0.8860 |
0.8914 |
0.8828 |
| S2 |
0.8795 |
0.8795 |
0.8903 |
|
| S3 |
0.8669 |
0.8734 |
0.8891 |
|
| S4 |
0.8543 |
0.8608 |
0.8857 |
|
|
| 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 |
0.9202 |
0.8855 |
0.0347 |
3.9% |
0.0115 |
1.3% |
20% |
False |
True |
634 |
| 10 |
0.9210 |
0.8855 |
0.0355 |
4.0% |
0.0105 |
1.2% |
20% |
False |
True |
381 |
| 20 |
0.9210 |
0.8855 |
0.0355 |
4.0% |
0.0113 |
1.3% |
20% |
False |
True |
285 |
| 40 |
0.9551 |
0.8855 |
0.0696 |
7.8% |
0.0113 |
1.3% |
10% |
False |
True |
181 |
| 60 |
1.0090 |
0.8855 |
0.1235 |
13.8% |
0.0096 |
1.1% |
6% |
False |
True |
124 |
| 80 |
1.0359 |
0.8855 |
0.1504 |
16.8% |
0.0076 |
0.8% |
5% |
False |
True |
93 |
| 100 |
1.0359 |
0.8855 |
0.1504 |
16.8% |
0.0061 |
0.7% |
5% |
False |
True |
75 |
| 120 |
1.0359 |
0.8855 |
0.1504 |
16.8% |
0.0051 |
0.6% |
5% |
False |
True |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9517 |
|
2.618 |
0.9311 |
|
1.618 |
0.9185 |
|
1.000 |
0.9107 |
|
0.618 |
0.9059 |
|
HIGH |
0.8981 |
|
0.618 |
0.8933 |
|
0.500 |
0.8918 |
|
0.382 |
0.8903 |
|
LOW |
0.8855 |
|
0.618 |
0.8777 |
|
1.000 |
0.8729 |
|
1.618 |
0.8651 |
|
2.618 |
0.8525 |
|
4.250 |
0.8320 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8923 |
0.9029 |
| PP |
0.8921 |
0.8994 |
| S1 |
0.8918 |
0.8960 |
|