CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 08-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.8958 |
0.8973 |
0.0015 |
0.2% |
0.9227 |
| High |
0.9002 |
0.9113 |
0.0111 |
1.2% |
0.9256 |
| Low |
0.8895 |
0.8948 |
0.0053 |
0.6% |
0.8844 |
| Close |
0.8966 |
0.9098 |
0.0132 |
1.5% |
0.8884 |
| Range |
0.0107 |
0.0165 |
0.0058 |
54.2% |
0.0412 |
| ATR |
0.0120 |
0.0123 |
0.0003 |
2.7% |
0.0000 |
| Volume |
78,173 |
113,754 |
35,581 |
45.5% |
581,833 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9548 |
0.9488 |
0.9189 |
|
| R3 |
0.9383 |
0.9323 |
0.9143 |
|
| R2 |
0.9218 |
0.9218 |
0.9128 |
|
| R1 |
0.9158 |
0.9158 |
0.9113 |
0.9188 |
| PP |
0.9053 |
0.9053 |
0.9053 |
0.9068 |
| S1 |
0.8993 |
0.8993 |
0.9083 |
0.9023 |
| S2 |
0.8888 |
0.8888 |
0.9068 |
|
| S3 |
0.8723 |
0.8828 |
0.9053 |
|
| S4 |
0.8558 |
0.8663 |
0.9007 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0231 |
0.9969 |
0.9111 |
|
| R3 |
0.9819 |
0.9557 |
0.8997 |
|
| R2 |
0.9407 |
0.9407 |
0.8960 |
|
| R1 |
0.9145 |
0.9145 |
0.8922 |
0.9070 |
| PP |
0.8995 |
0.8995 |
0.8995 |
0.8957 |
| S1 |
0.8733 |
0.8733 |
0.8846 |
0.8658 |
| S2 |
0.8583 |
0.8583 |
0.8808 |
|
| S3 |
0.8171 |
0.8321 |
0.8771 |
|
| S4 |
0.7759 |
0.7909 |
0.8657 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9113 |
0.8823 |
0.0290 |
3.2% |
0.0112 |
1.2% |
95% |
True |
False |
94,695 |
| 10 |
0.9264 |
0.8823 |
0.0441 |
4.8% |
0.0114 |
1.2% |
62% |
False |
False |
101,974 |
| 20 |
0.9284 |
0.8823 |
0.0461 |
5.1% |
0.0120 |
1.3% |
60% |
False |
False |
99,859 |
| 40 |
0.9593 |
0.8823 |
0.0770 |
8.5% |
0.0130 |
1.4% |
36% |
False |
False |
113,178 |
| 60 |
0.9833 |
0.8823 |
0.1010 |
11.1% |
0.0131 |
1.4% |
27% |
False |
False |
80,071 |
| 80 |
1.0283 |
0.8823 |
0.1460 |
16.0% |
0.0119 |
1.3% |
19% |
False |
False |
60,155 |
| 100 |
1.0454 |
0.8823 |
0.1631 |
17.9% |
0.0107 |
1.2% |
17% |
False |
False |
48,138 |
| 120 |
1.0454 |
0.8823 |
0.1631 |
17.9% |
0.0093 |
1.0% |
17% |
False |
False |
40,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9814 |
|
2.618 |
0.9545 |
|
1.618 |
0.9380 |
|
1.000 |
0.9278 |
|
0.618 |
0.9215 |
|
HIGH |
0.9113 |
|
0.618 |
0.9050 |
|
0.500 |
0.9031 |
|
0.382 |
0.9011 |
|
LOW |
0.8948 |
|
0.618 |
0.8846 |
|
1.000 |
0.8783 |
|
1.618 |
0.8681 |
|
2.618 |
0.8516 |
|
4.250 |
0.8247 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9076 |
0.9065 |
| PP |
0.9053 |
0.9031 |
| S1 |
0.9031 |
0.8998 |
|