CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9032 |
0.9062 |
0.0030 |
0.3% |
0.9018 |
| High |
0.9099 |
0.9132 |
0.0033 |
0.4% |
0.9137 |
| Low |
0.8998 |
0.9012 |
0.0014 |
0.2% |
0.8950 |
| Close |
0.9089 |
0.9016 |
-0.0073 |
-0.8% |
0.8962 |
| Range |
0.0101 |
0.0120 |
0.0019 |
18.8% |
0.0187 |
| ATR |
0.0108 |
0.0109 |
0.0001 |
0.8% |
0.0000 |
| Volume |
93 |
168 |
75 |
80.6% |
699 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9413 |
0.9335 |
0.9082 |
|
| R3 |
0.9293 |
0.9215 |
0.9049 |
|
| R2 |
0.9173 |
0.9173 |
0.9038 |
|
| R1 |
0.9095 |
0.9095 |
0.9027 |
0.9074 |
| PP |
0.9053 |
0.9053 |
0.9053 |
0.9043 |
| S1 |
0.8975 |
0.8975 |
0.9005 |
0.8954 |
| S2 |
0.8933 |
0.8933 |
0.8994 |
|
| S3 |
0.8813 |
0.8855 |
0.8983 |
|
| S4 |
0.8693 |
0.8735 |
0.8950 |
|
|
| 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 |
0.9132 |
0.8945 |
0.0187 |
2.1% |
0.0109 |
1.2% |
38% |
True |
False |
190 |
| 10 |
0.9233 |
0.8945 |
0.0288 |
3.2% |
0.0107 |
1.2% |
25% |
False |
False |
157 |
| 20 |
0.9502 |
0.8945 |
0.0557 |
6.2% |
0.0110 |
1.2% |
13% |
False |
False |
122 |
| 40 |
0.9775 |
0.8945 |
0.0830 |
9.2% |
0.0095 |
1.1% |
9% |
False |
False |
65 |
| 60 |
1.0199 |
0.8945 |
0.1254 |
13.9% |
0.0071 |
0.8% |
6% |
False |
False |
45 |
| 80 |
1.0359 |
0.8945 |
0.1414 |
15.7% |
0.0054 |
0.6% |
5% |
False |
False |
34 |
| 100 |
1.0359 |
0.8945 |
0.1414 |
15.7% |
0.0044 |
0.5% |
5% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9642 |
|
2.618 |
0.9446 |
|
1.618 |
0.9326 |
|
1.000 |
0.9252 |
|
0.618 |
0.9206 |
|
HIGH |
0.9132 |
|
0.618 |
0.9086 |
|
0.500 |
0.9072 |
|
0.382 |
0.9058 |
|
LOW |
0.9012 |
|
0.618 |
0.8938 |
|
1.000 |
0.8892 |
|
1.618 |
0.8818 |
|
2.618 |
0.8698 |
|
4.250 |
0.8502 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9072 |
0.9039 |
| PP |
0.9053 |
0.9031 |
| S1 |
0.9035 |
0.9024 |
|