CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9034 |
0.8986 |
-0.0048 |
-0.5% |
0.9018 |
| High |
0.9059 |
0.9070 |
0.0011 |
0.1% |
0.9137 |
| Low |
0.8953 |
0.8950 |
-0.0003 |
0.0% |
0.8950 |
| Close |
0.8981 |
0.8962 |
-0.0019 |
-0.2% |
0.8962 |
| Range |
0.0106 |
0.0120 |
0.0014 |
13.2% |
0.0187 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
0.7% |
0.0000 |
| Volume |
120 |
332 |
212 |
176.7% |
699 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9354 |
0.9278 |
0.9028 |
|
| R3 |
0.9234 |
0.9158 |
0.8995 |
|
| R2 |
0.9114 |
0.9114 |
0.8984 |
|
| R1 |
0.9038 |
0.9038 |
0.8973 |
0.9016 |
| PP |
0.8994 |
0.8994 |
0.8994 |
0.8983 |
| S1 |
0.8918 |
0.8918 |
0.8951 |
0.8896 |
| S2 |
0.8874 |
0.8874 |
0.8940 |
|
| S3 |
0.8754 |
0.8798 |
0.8929 |
|
| S4 |
0.8634 |
0.8678 |
0.8896 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9577 |
0.9457 |
0.9065 |
|
| R3 |
0.9390 |
0.9270 |
0.9013 |
|
| R2 |
0.9203 |
0.9203 |
0.8996 |
|
| R1 |
0.9083 |
0.9083 |
0.8979 |
0.9050 |
| PP |
0.9016 |
0.9016 |
0.9016 |
0.9000 |
| S1 |
0.8896 |
0.8896 |
0.8945 |
0.8863 |
| S2 |
0.8829 |
0.8829 |
0.8928 |
|
| S3 |
0.8642 |
0.8709 |
0.8911 |
|
| S4 |
0.8455 |
0.8522 |
0.8859 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9159 |
0.8950 |
0.0209 |
2.3% |
0.0119 |
1.3% |
6% |
False |
True |
151 |
| 10 |
0.9233 |
0.8950 |
0.0283 |
3.2% |
0.0103 |
1.1% |
4% |
False |
True |
157 |
| 20 |
0.9502 |
0.8950 |
0.0552 |
6.2% |
0.0108 |
1.2% |
2% |
False |
True |
99 |
| 40 |
1.0000 |
0.8950 |
0.1050 |
11.7% |
0.0091 |
1.0% |
1% |
False |
True |
53 |
| 60 |
1.0359 |
0.8950 |
0.1409 |
15.7% |
0.0066 |
0.7% |
1% |
False |
True |
37 |
| 80 |
1.0359 |
0.8950 |
0.1409 |
15.7% |
0.0050 |
0.6% |
1% |
False |
True |
28 |
| 100 |
1.0359 |
0.8950 |
0.1409 |
15.7% |
0.0040 |
0.5% |
1% |
False |
True |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9580 |
|
2.618 |
0.9384 |
|
1.618 |
0.9264 |
|
1.000 |
0.9190 |
|
0.618 |
0.9144 |
|
HIGH |
0.9070 |
|
0.618 |
0.9024 |
|
0.500 |
0.9010 |
|
0.382 |
0.8996 |
|
LOW |
0.8950 |
|
0.618 |
0.8876 |
|
1.000 |
0.8830 |
|
1.618 |
0.8756 |
|
2.618 |
0.8636 |
|
4.250 |
0.8440 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9010 |
0.9043 |
| PP |
0.8994 |
0.9016 |
| S1 |
0.8978 |
0.8989 |
|