CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8861 |
0.8834 |
-0.0027 |
-0.3% |
0.9200 |
| High |
0.8895 |
0.8852 |
-0.0043 |
-0.5% |
0.9202 |
| Low |
0.8795 |
0.8769 |
-0.0026 |
-0.3% |
0.8795 |
| Close |
0.8833 |
0.8836 |
0.0003 |
0.0% |
0.8833 |
| Range |
0.0100 |
0.0083 |
-0.0017 |
-17.0% |
0.0407 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
916 |
412 |
-504 |
-55.0% |
4,814 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9068 |
0.9035 |
0.8882 |
|
| R3 |
0.8985 |
0.8952 |
0.8859 |
|
| R2 |
0.8902 |
0.8902 |
0.8851 |
|
| R1 |
0.8869 |
0.8869 |
0.8844 |
0.8886 |
| PP |
0.8819 |
0.8819 |
0.8819 |
0.8827 |
| S1 |
0.8786 |
0.8786 |
0.8828 |
0.8803 |
| S2 |
0.8736 |
0.8736 |
0.8821 |
|
| S3 |
0.8653 |
0.8703 |
0.8813 |
|
| S4 |
0.8570 |
0.8620 |
0.8790 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0164 |
0.9906 |
0.9057 |
|
| R3 |
0.9757 |
0.9499 |
0.8945 |
|
| R2 |
0.9350 |
0.9350 |
0.8908 |
|
| R1 |
0.9092 |
0.9092 |
0.8870 |
0.9018 |
| PP |
0.8943 |
0.8943 |
0.8943 |
0.8906 |
| S1 |
0.8685 |
0.8685 |
0.8796 |
0.8611 |
| S2 |
0.8536 |
0.8536 |
0.8758 |
|
| S3 |
0.8129 |
0.8278 |
0.8721 |
|
| S4 |
0.7722 |
0.7871 |
0.8609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9120 |
0.8769 |
0.0351 |
4.0% |
0.0109 |
1.2% |
19% |
False |
True |
1,021 |
| 10 |
0.9210 |
0.8769 |
0.0441 |
5.0% |
0.0107 |
1.2% |
15% |
False |
True |
617 |
| 20 |
0.9210 |
0.8769 |
0.0441 |
5.0% |
0.0111 |
1.3% |
15% |
False |
True |
390 |
| 40 |
0.9502 |
0.8769 |
0.0733 |
8.3% |
0.0109 |
1.2% |
9% |
False |
True |
250 |
| 60 |
0.9947 |
0.8769 |
0.1178 |
13.3% |
0.0098 |
1.1% |
6% |
False |
True |
169 |
| 80 |
1.0330 |
0.8769 |
0.1561 |
17.7% |
0.0078 |
0.9% |
4% |
False |
True |
128 |
| 100 |
1.0359 |
0.8769 |
0.1590 |
18.0% |
0.0063 |
0.7% |
4% |
False |
True |
103 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
18.0% |
0.0053 |
0.6% |
4% |
False |
True |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9205 |
|
2.618 |
0.9069 |
|
1.618 |
0.8986 |
|
1.000 |
0.8935 |
|
0.618 |
0.8903 |
|
HIGH |
0.8852 |
|
0.618 |
0.8820 |
|
0.500 |
0.8811 |
|
0.382 |
0.8801 |
|
LOW |
0.8769 |
|
0.618 |
0.8718 |
|
1.000 |
0.8686 |
|
1.618 |
0.8635 |
|
2.618 |
0.8552 |
|
4.250 |
0.8416 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8828 |
0.8841 |
| PP |
0.8819 |
0.8839 |
| S1 |
0.8811 |
0.8838 |
|