CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8851 |
0.8903 |
0.0052 |
0.6% |
0.9200 |
| High |
0.8924 |
0.8949 |
0.0025 |
0.3% |
0.9202 |
| Low |
0.8837 |
0.8850 |
0.0013 |
0.1% |
0.8795 |
| Close |
0.8909 |
0.8914 |
0.0005 |
0.1% |
0.8833 |
| Range |
0.0087 |
0.0099 |
0.0012 |
13.8% |
0.0407 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
435 |
753 |
318 |
73.1% |
4,814 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9201 |
0.9157 |
0.8968 |
|
| R3 |
0.9102 |
0.9058 |
0.8941 |
|
| R2 |
0.9003 |
0.9003 |
0.8932 |
|
| R1 |
0.8959 |
0.8959 |
0.8923 |
0.8981 |
| PP |
0.8904 |
0.8904 |
0.8904 |
0.8916 |
| S1 |
0.8860 |
0.8860 |
0.8905 |
0.8882 |
| S2 |
0.8805 |
0.8805 |
0.8896 |
|
| S3 |
0.8706 |
0.8761 |
0.8887 |
|
| S4 |
0.8607 |
0.8662 |
0.8860 |
|
|
| 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 |
0.8949 |
0.8769 |
0.0180 |
2.0% |
0.0090 |
1.0% |
81% |
True |
False |
794 |
| 10 |
0.9202 |
0.8769 |
0.0433 |
4.9% |
0.0102 |
1.1% |
33% |
False |
False |
714 |
| 20 |
0.9210 |
0.8769 |
0.0441 |
4.9% |
0.0109 |
1.2% |
33% |
False |
False |
436 |
| 40 |
0.9502 |
0.8769 |
0.0733 |
8.2% |
0.0109 |
1.2% |
20% |
False |
False |
279 |
| 60 |
0.9775 |
0.8769 |
0.1006 |
11.3% |
0.0099 |
1.1% |
14% |
False |
False |
189 |
| 80 |
1.0199 |
0.8769 |
0.1430 |
16.0% |
0.0081 |
0.9% |
10% |
False |
False |
143 |
| 100 |
1.0359 |
0.8769 |
0.1590 |
17.8% |
0.0065 |
0.7% |
9% |
False |
False |
114 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.8% |
0.0054 |
0.6% |
9% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9370 |
|
2.618 |
0.9208 |
|
1.618 |
0.9109 |
|
1.000 |
0.9048 |
|
0.618 |
0.9010 |
|
HIGH |
0.8949 |
|
0.618 |
0.8911 |
|
0.500 |
0.8900 |
|
0.382 |
0.8888 |
|
LOW |
0.8850 |
|
0.618 |
0.8789 |
|
1.000 |
0.8751 |
|
1.618 |
0.8690 |
|
2.618 |
0.8591 |
|
4.250 |
0.8429 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8909 |
0.8896 |
| PP |
0.8904 |
0.8877 |
| S1 |
0.8900 |
0.8859 |
|