CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9178 |
0.9041 |
-0.0137 |
-1.5% |
0.9142 |
| High |
0.9179 |
0.9048 |
-0.0131 |
-1.4% |
0.9284 |
| Low |
0.9013 |
0.8901 |
-0.0112 |
-1.2% |
0.9096 |
| Close |
0.9033 |
0.8978 |
-0.0055 |
-0.6% |
0.9228 |
| Range |
0.0166 |
0.0147 |
-0.0019 |
-11.4% |
0.0188 |
| ATR |
0.0129 |
0.0130 |
0.0001 |
1.0% |
0.0000 |
| Volume |
127,177 |
159,267 |
32,090 |
25.2% |
457,516 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9417 |
0.9344 |
0.9059 |
|
| R3 |
0.9270 |
0.9197 |
0.9018 |
|
| R2 |
0.9123 |
0.9123 |
0.9005 |
|
| R1 |
0.9050 |
0.9050 |
0.8991 |
0.9013 |
| PP |
0.8976 |
0.8976 |
0.8976 |
0.8957 |
| S1 |
0.8903 |
0.8903 |
0.8965 |
0.8866 |
| S2 |
0.8829 |
0.8829 |
0.8951 |
|
| S3 |
0.8682 |
0.8756 |
0.8938 |
|
| S4 |
0.8535 |
0.8609 |
0.8897 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9767 |
0.9685 |
0.9331 |
|
| R3 |
0.9579 |
0.9497 |
0.9280 |
|
| R2 |
0.9391 |
0.9391 |
0.9262 |
|
| R1 |
0.9309 |
0.9309 |
0.9245 |
0.9350 |
| PP |
0.9203 |
0.9203 |
0.9203 |
0.9223 |
| S1 |
0.9121 |
0.9121 |
0.9211 |
0.9162 |
| S2 |
0.9015 |
0.9015 |
0.9194 |
|
| S3 |
0.8827 |
0.8933 |
0.9176 |
|
| S4 |
0.8639 |
0.8745 |
0.9125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9264 |
0.8901 |
0.0363 |
4.0% |
0.0127 |
1.4% |
21% |
False |
True |
106,184 |
| 10 |
0.9284 |
0.8901 |
0.0383 |
4.3% |
0.0119 |
1.3% |
20% |
False |
True |
97,936 |
| 20 |
0.9284 |
0.8901 |
0.0383 |
4.3% |
0.0129 |
1.4% |
20% |
False |
True |
108,856 |
| 40 |
0.9609 |
0.8901 |
0.0708 |
7.9% |
0.0137 |
1.5% |
11% |
False |
True |
103,945 |
| 60 |
1.0184 |
0.8901 |
0.1283 |
14.3% |
0.0132 |
1.5% |
6% |
False |
True |
70,400 |
| 80 |
1.0454 |
0.8901 |
0.1553 |
17.3% |
0.0118 |
1.3% |
5% |
False |
True |
52,843 |
| 100 |
1.0454 |
0.8901 |
0.1553 |
17.3% |
0.0102 |
1.1% |
5% |
False |
True |
42,280 |
| 120 |
1.0454 |
0.8901 |
0.1553 |
17.3% |
0.0088 |
1.0% |
5% |
False |
True |
35,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9673 |
|
2.618 |
0.9433 |
|
1.618 |
0.9286 |
|
1.000 |
0.9195 |
|
0.618 |
0.9139 |
|
HIGH |
0.9048 |
|
0.618 |
0.8992 |
|
0.500 |
0.8975 |
|
0.382 |
0.8957 |
|
LOW |
0.8901 |
|
0.618 |
0.8810 |
|
1.000 |
0.8754 |
|
1.618 |
0.8663 |
|
2.618 |
0.8516 |
|
4.250 |
0.8276 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.8977 |
0.9079 |
| PP |
0.8976 |
0.9045 |
| S1 |
0.8975 |
0.9012 |
|