CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9040 |
0.9063 |
0.0023 |
0.3% |
0.9006 |
| High |
0.9081 |
0.9221 |
0.0140 |
1.5% |
0.9263 |
| Low |
0.8996 |
0.9046 |
0.0050 |
0.6% |
0.8957 |
| Close |
0.9058 |
0.9203 |
0.0145 |
1.6% |
0.9016 |
| Range |
0.0085 |
0.0175 |
0.0090 |
105.9% |
0.0306 |
| ATR |
0.0137 |
0.0140 |
0.0003 |
2.0% |
0.0000 |
| Volume |
89,637 |
109,333 |
19,696 |
22.0% |
587,429 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9682 |
0.9617 |
0.9299 |
|
| R3 |
0.9507 |
0.9442 |
0.9251 |
|
| R2 |
0.9332 |
0.9332 |
0.9235 |
|
| R1 |
0.9267 |
0.9267 |
0.9219 |
0.9300 |
| PP |
0.9157 |
0.9157 |
0.9157 |
0.9173 |
| S1 |
0.9092 |
0.9092 |
0.9187 |
0.9125 |
| S2 |
0.8982 |
0.8982 |
0.9171 |
|
| S3 |
0.8807 |
0.8917 |
0.9155 |
|
| S4 |
0.8632 |
0.8742 |
0.9107 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9997 |
0.9812 |
0.9184 |
|
| R3 |
0.9691 |
0.9506 |
0.9100 |
|
| R2 |
0.9385 |
0.9385 |
0.9072 |
|
| R1 |
0.9200 |
0.9200 |
0.9044 |
0.9293 |
| PP |
0.9079 |
0.9079 |
0.9079 |
0.9125 |
| S1 |
0.8894 |
0.8894 |
0.8988 |
0.8987 |
| S2 |
0.8773 |
0.8773 |
0.8960 |
|
| S3 |
0.8467 |
0.8588 |
0.8932 |
|
| S4 |
0.8161 |
0.8282 |
0.8848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9263 |
0.8957 |
0.0306 |
3.3% |
0.0155 |
1.7% |
80% |
False |
False |
119,475 |
| 10 |
0.9263 |
0.8957 |
0.0306 |
3.3% |
0.0141 |
1.5% |
80% |
False |
False |
117,696 |
| 20 |
0.9513 |
0.8957 |
0.0556 |
6.0% |
0.0140 |
1.5% |
44% |
False |
False |
124,207 |
| 40 |
0.9761 |
0.8957 |
0.0804 |
8.7% |
0.0141 |
1.5% |
31% |
False |
False |
77,747 |
| 60 |
1.0283 |
0.8957 |
0.1326 |
14.4% |
0.0122 |
1.3% |
19% |
False |
False |
52,036 |
| 80 |
1.0454 |
0.8957 |
0.1497 |
16.3% |
0.0108 |
1.2% |
16% |
False |
False |
39,052 |
| 100 |
1.0454 |
0.8957 |
0.1497 |
16.3% |
0.0091 |
1.0% |
16% |
False |
False |
31,242 |
| 120 |
1.0454 |
0.8957 |
0.1497 |
16.3% |
0.0078 |
0.8% |
16% |
False |
False |
26,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9965 |
|
2.618 |
0.9679 |
|
1.618 |
0.9504 |
|
1.000 |
0.9396 |
|
0.618 |
0.9329 |
|
HIGH |
0.9221 |
|
0.618 |
0.9154 |
|
0.500 |
0.9134 |
|
0.382 |
0.9113 |
|
LOW |
0.9046 |
|
0.618 |
0.8938 |
|
1.000 |
0.8871 |
|
1.618 |
0.8763 |
|
2.618 |
0.8588 |
|
4.250 |
0.8302 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9180 |
0.9165 |
| PP |
0.9157 |
0.9127 |
| S1 |
0.9134 |
0.9089 |
|