CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8981 |
0.8891 |
-0.0090 |
-1.0% |
0.9093 |
| High |
0.8981 |
0.8912 |
-0.0069 |
-0.8% |
0.9210 |
| Low |
0.8855 |
0.8831 |
-0.0024 |
-0.3% |
0.9042 |
| Close |
0.8926 |
0.8859 |
-0.0067 |
-0.8% |
0.9173 |
| Range |
0.0126 |
0.0081 |
-0.0045 |
-35.7% |
0.0168 |
| ATR |
0.0114 |
0.0112 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
2,214 |
1,455 |
-759 |
-34.3% |
1,069 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9110 |
0.9066 |
0.8904 |
|
| R3 |
0.9029 |
0.8985 |
0.8881 |
|
| R2 |
0.8948 |
0.8948 |
0.8874 |
|
| R1 |
0.8904 |
0.8904 |
0.8866 |
0.8886 |
| PP |
0.8867 |
0.8867 |
0.8867 |
0.8858 |
| S1 |
0.8823 |
0.8823 |
0.8852 |
0.8805 |
| S2 |
0.8786 |
0.8786 |
0.8844 |
|
| S3 |
0.8705 |
0.8742 |
0.8837 |
|
| S4 |
0.8624 |
0.8661 |
0.8814 |
|
|
| 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 |
0.8831 |
0.0371 |
4.2% |
0.0104 |
1.2% |
8% |
False |
True |
840 |
| 10 |
0.9210 |
0.8831 |
0.0379 |
4.3% |
0.0105 |
1.2% |
7% |
False |
True |
511 |
| 20 |
0.9210 |
0.8831 |
0.0379 |
4.3% |
0.0112 |
1.3% |
7% |
False |
True |
352 |
| 40 |
0.9551 |
0.8831 |
0.0720 |
8.1% |
0.0113 |
1.3% |
4% |
False |
True |
218 |
| 60 |
1.0033 |
0.8831 |
0.1202 |
13.6% |
0.0097 |
1.1% |
2% |
False |
True |
148 |
| 80 |
1.0359 |
0.8831 |
0.1528 |
17.2% |
0.0076 |
0.9% |
2% |
False |
True |
112 |
| 100 |
1.0359 |
0.8831 |
0.1528 |
17.2% |
0.0061 |
0.7% |
2% |
False |
True |
89 |
| 120 |
1.0359 |
0.8831 |
0.1528 |
17.2% |
0.0051 |
0.6% |
2% |
False |
True |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9256 |
|
2.618 |
0.9124 |
|
1.618 |
0.9043 |
|
1.000 |
0.8993 |
|
0.618 |
0.8962 |
|
HIGH |
0.8912 |
|
0.618 |
0.8881 |
|
0.500 |
0.8872 |
|
0.382 |
0.8862 |
|
LOW |
0.8831 |
|
0.618 |
0.8781 |
|
1.000 |
0.8750 |
|
1.618 |
0.8700 |
|
2.618 |
0.8619 |
|
4.250 |
0.8487 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8872 |
0.8976 |
| PP |
0.8867 |
0.8937 |
| S1 |
0.8863 |
0.8898 |
|