CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9087 |
0.9093 |
0.0006 |
0.1% |
0.8992 |
| High |
0.9140 |
0.9174 |
0.0034 |
0.4% |
0.9195 |
| Low |
0.9066 |
0.9090 |
0.0024 |
0.3% |
0.8944 |
| Close |
0.9102 |
0.9152 |
0.0050 |
0.5% |
0.9102 |
| Range |
0.0074 |
0.0084 |
0.0010 |
13.5% |
0.0251 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
146 |
123 |
-23 |
-15.8% |
896 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9391 |
0.9355 |
0.9198 |
|
| R3 |
0.9307 |
0.9271 |
0.9175 |
|
| R2 |
0.9223 |
0.9223 |
0.9167 |
|
| R1 |
0.9187 |
0.9187 |
0.9160 |
0.9205 |
| PP |
0.9139 |
0.9139 |
0.9139 |
0.9148 |
| S1 |
0.9103 |
0.9103 |
0.9144 |
0.9121 |
| S2 |
0.9055 |
0.9055 |
0.9137 |
|
| S3 |
0.8971 |
0.9019 |
0.9129 |
|
| S4 |
0.8887 |
0.8935 |
0.9106 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9833 |
0.9719 |
0.9240 |
|
| R3 |
0.9582 |
0.9468 |
0.9171 |
|
| R2 |
0.9331 |
0.9331 |
0.9148 |
|
| R1 |
0.9217 |
0.9217 |
0.9125 |
0.9274 |
| PP |
0.9080 |
0.9080 |
0.9080 |
0.9109 |
| S1 |
0.8966 |
0.8966 |
0.9079 |
0.9023 |
| S2 |
0.8829 |
0.8829 |
0.9056 |
|
| S3 |
0.8578 |
0.8715 |
0.9033 |
|
| S4 |
0.8327 |
0.8464 |
0.8964 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9195 |
0.9002 |
0.0193 |
2.1% |
0.0097 |
1.1% |
78% |
False |
False |
154 |
| 10 |
0.9204 |
0.8910 |
0.0294 |
3.2% |
0.0114 |
1.2% |
82% |
False |
False |
163 |
| 20 |
0.9233 |
0.8910 |
0.0323 |
3.5% |
0.0110 |
1.2% |
75% |
False |
False |
159 |
| 40 |
0.9626 |
0.8910 |
0.0716 |
7.8% |
0.0105 |
1.1% |
34% |
False |
False |
98 |
| 60 |
1.0197 |
0.8910 |
0.1287 |
14.1% |
0.0085 |
0.9% |
19% |
False |
False |
68 |
| 80 |
1.0359 |
0.8910 |
0.1449 |
15.8% |
0.0066 |
0.7% |
17% |
False |
False |
51 |
| 100 |
1.0359 |
0.8910 |
0.1449 |
15.8% |
0.0053 |
0.6% |
17% |
False |
False |
41 |
| 120 |
1.0359 |
0.8910 |
0.1449 |
15.8% |
0.0044 |
0.5% |
17% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9531 |
|
2.618 |
0.9394 |
|
1.618 |
0.9310 |
|
1.000 |
0.9258 |
|
0.618 |
0.9226 |
|
HIGH |
0.9174 |
|
0.618 |
0.9142 |
|
0.500 |
0.9132 |
|
0.382 |
0.9122 |
|
LOW |
0.9090 |
|
0.618 |
0.9038 |
|
1.000 |
0.9006 |
|
1.618 |
0.8954 |
|
2.618 |
0.8870 |
|
4.250 |
0.8733 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9145 |
0.9139 |
| PP |
0.9139 |
0.9125 |
| S1 |
0.9132 |
0.9112 |
|