CME Australian Dollar Future December 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 |
0.8903 |
0.8917 |
0.0014 |
0.2% |
0.9200 |
| High |
0.8949 |
0.9050 |
0.0101 |
1.1% |
0.9202 |
| Low |
0.8850 |
0.8888 |
0.0038 |
0.4% |
0.8795 |
| Close |
0.8914 |
0.9046 |
0.0132 |
1.5% |
0.8833 |
| Range |
0.0099 |
0.0162 |
0.0063 |
63.6% |
0.0407 |
| ATR |
0.0107 |
0.0111 |
0.0004 |
3.6% |
0.0000 |
| Volume |
753 |
484 |
-269 |
-35.7% |
4,814 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9481 |
0.9425 |
0.9135 |
|
| R3 |
0.9319 |
0.9263 |
0.9091 |
|
| R2 |
0.9157 |
0.9157 |
0.9076 |
|
| R1 |
0.9101 |
0.9101 |
0.9061 |
0.9129 |
| PP |
0.8995 |
0.8995 |
0.8995 |
0.9009 |
| S1 |
0.8939 |
0.8939 |
0.9031 |
0.8967 |
| S2 |
0.8833 |
0.8833 |
0.9016 |
|
| S3 |
0.8671 |
0.8777 |
0.9001 |
|
| S4 |
0.8509 |
0.8615 |
0.8957 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0164 |
0.9906 |
0.9057 |
|
| R3 |
0.9757 |
0.9499 |
0.8945 |
|
| R2 |
0.9350 |
0.9350 |
0.8908 |
|
| R1 |
0.9092 |
0.9092 |
0.8870 |
0.9018 |
| PP |
0.8943 |
0.8943 |
0.8943 |
0.8906 |
| S1 |
0.8685 |
0.8685 |
0.8796 |
0.8611 |
| S2 |
0.8536 |
0.8536 |
0.8758 |
|
| S3 |
0.8129 |
0.8278 |
0.8721 |
|
| S4 |
0.7722 |
0.7871 |
0.8609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9050 |
0.8769 |
0.0281 |
3.1% |
0.0106 |
1.2% |
99% |
True |
False |
600 |
| 10 |
0.9202 |
0.8769 |
0.0433 |
4.8% |
0.0105 |
1.2% |
64% |
False |
False |
720 |
| 20 |
0.9210 |
0.8769 |
0.0441 |
4.9% |
0.0108 |
1.2% |
63% |
False |
False |
453 |
| 40 |
0.9502 |
0.8769 |
0.0733 |
8.1% |
0.0111 |
1.2% |
38% |
False |
False |
291 |
| 60 |
0.9758 |
0.8769 |
0.0989 |
10.9% |
0.0101 |
1.1% |
28% |
False |
False |
197 |
| 80 |
1.0197 |
0.8769 |
0.1428 |
15.8% |
0.0083 |
0.9% |
19% |
False |
False |
149 |
| 100 |
1.0359 |
0.8769 |
0.1590 |
17.6% |
0.0067 |
0.7% |
17% |
False |
False |
119 |
| 120 |
1.0359 |
0.8769 |
0.1590 |
17.6% |
0.0056 |
0.6% |
17% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9739 |
|
2.618 |
0.9474 |
|
1.618 |
0.9312 |
|
1.000 |
0.9212 |
|
0.618 |
0.9150 |
|
HIGH |
0.9050 |
|
0.618 |
0.8988 |
|
0.500 |
0.8969 |
|
0.382 |
0.8950 |
|
LOW |
0.8888 |
|
0.618 |
0.8788 |
|
1.000 |
0.8726 |
|
1.618 |
0.8626 |
|
2.618 |
0.8464 |
|
4.250 |
0.8200 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9020 |
0.9012 |
| PP |
0.8995 |
0.8978 |
| S1 |
0.8969 |
0.8944 |
|