CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8834 |
0.8851 |
0.0017 |
0.2% |
0.9200 |
| High |
0.8852 |
0.8924 |
0.0072 |
0.8% |
0.9202 |
| Low |
0.8769 |
0.8837 |
0.0068 |
0.8% |
0.8795 |
| Close |
0.8836 |
0.8909 |
0.0073 |
0.8% |
0.8833 |
| Range |
0.0083 |
0.0087 |
0.0004 |
4.8% |
0.0407 |
| ATR |
0.0109 |
0.0108 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
412 |
435 |
23 |
5.6% |
4,814 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9151 |
0.9117 |
0.8957 |
|
| R3 |
0.9064 |
0.9030 |
0.8933 |
|
| R2 |
0.8977 |
0.8977 |
0.8925 |
|
| R1 |
0.8943 |
0.8943 |
0.8917 |
0.8960 |
| PP |
0.8890 |
0.8890 |
0.8890 |
0.8899 |
| S1 |
0.8856 |
0.8856 |
0.8901 |
0.8873 |
| S2 |
0.8803 |
0.8803 |
0.8893 |
|
| S3 |
0.8716 |
0.8769 |
0.8885 |
|
| S4 |
0.8629 |
0.8682 |
0.8861 |
|
|
| 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 |
0.8981 |
0.8769 |
0.0212 |
2.4% |
0.0095 |
1.1% |
66% |
False |
False |
1,086 |
| 10 |
0.9210 |
0.8769 |
0.0441 |
5.0% |
0.0109 |
1.2% |
32% |
False |
False |
648 |
| 20 |
0.9210 |
0.8769 |
0.0441 |
5.0% |
0.0110 |
1.2% |
32% |
False |
False |
407 |
| 40 |
0.9502 |
0.8769 |
0.0733 |
8.2% |
0.0109 |
1.2% |
19% |
False |
False |
261 |
| 60 |
0.9812 |
0.8769 |
0.1043 |
11.7% |
0.0098 |
1.1% |
13% |
False |
False |
176 |
| 80 |
1.0199 |
0.8769 |
0.1430 |
16.1% |
0.0079 |
0.9% |
10% |
False |
False |
134 |
| 100 |
1.0359 |
0.8769 |
0.1590 |
17.8% |
0.0064 |
0.7% |
9% |
False |
False |
107 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.8% |
0.0054 |
0.6% |
9% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9294 |
|
2.618 |
0.9152 |
|
1.618 |
0.9065 |
|
1.000 |
0.9011 |
|
0.618 |
0.8978 |
|
HIGH |
0.8924 |
|
0.618 |
0.8891 |
|
0.500 |
0.8881 |
|
0.382 |
0.8870 |
|
LOW |
0.8837 |
|
0.618 |
0.8783 |
|
1.000 |
0.8750 |
|
1.618 |
0.8696 |
|
2.618 |
0.8609 |
|
4.250 |
0.8467 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8900 |
0.8888 |
| PP |
0.8890 |
0.8867 |
| S1 |
0.8881 |
0.8847 |
|