CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0146 |
1.0064 |
-0.0082 |
-0.8% |
1.0276 |
| High |
1.0265 |
1.0070 |
-0.0195 |
-1.9% |
1.0277 |
| Low |
1.0019 |
0.9935 |
-0.0084 |
-0.8% |
0.9935 |
| Close |
1.0028 |
0.9984 |
-0.0044 |
-0.4% |
0.9984 |
| Range |
0.0246 |
0.0135 |
-0.0111 |
-45.1% |
0.0342 |
| ATR |
0.0093 |
0.0096 |
0.0003 |
3.3% |
0.0000 |
| Volume |
176,526 |
167,003 |
-9,523 |
-5.4% |
655,803 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0401 |
1.0328 |
1.0058 |
|
| R3 |
1.0266 |
1.0193 |
1.0021 |
|
| R2 |
1.0131 |
1.0131 |
1.0009 |
|
| R1 |
1.0058 |
1.0058 |
0.9996 |
1.0027 |
| PP |
0.9996 |
0.9996 |
0.9996 |
0.9981 |
| S1 |
0.9923 |
0.9923 |
0.9972 |
0.9892 |
| S2 |
0.9861 |
0.9861 |
0.9959 |
|
| S3 |
0.9726 |
0.9788 |
0.9947 |
|
| S4 |
0.9591 |
0.9653 |
0.9910 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1091 |
1.0880 |
1.0172 |
|
| R3 |
1.0749 |
1.0538 |
1.0078 |
|
| R2 |
1.0407 |
1.0407 |
1.0047 |
|
| R1 |
1.0196 |
1.0196 |
1.0015 |
1.0131 |
| PP |
1.0065 |
1.0065 |
1.0065 |
1.0033 |
| S1 |
0.9854 |
0.9854 |
0.9953 |
0.9789 |
| S2 |
0.9723 |
0.9723 |
0.9921 |
|
| S3 |
0.9381 |
0.9512 |
0.9890 |
|
| S4 |
0.9039 |
0.9170 |
0.9796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0277 |
0.9935 |
0.0342 |
3.4% |
0.0124 |
1.2% |
14% |
False |
True |
131,160 |
| 10 |
1.0350 |
0.9935 |
0.0415 |
4.2% |
0.0103 |
1.0% |
12% |
False |
True |
112,111 |
| 20 |
1.0474 |
0.9935 |
0.0539 |
5.4% |
0.0098 |
1.0% |
9% |
False |
True |
116,581 |
| 40 |
1.0531 |
0.9935 |
0.0596 |
6.0% |
0.0083 |
0.8% |
8% |
False |
True |
102,720 |
| 60 |
1.0531 |
0.9935 |
0.0596 |
6.0% |
0.0080 |
0.8% |
8% |
False |
True |
72,805 |
| 80 |
1.0531 |
0.9935 |
0.0596 |
6.0% |
0.0074 |
0.7% |
8% |
False |
True |
54,633 |
| 100 |
1.0531 |
0.9935 |
0.0596 |
6.0% |
0.0065 |
0.7% |
8% |
False |
True |
43,715 |
| 120 |
1.0531 |
0.9935 |
0.0596 |
6.0% |
0.0055 |
0.6% |
8% |
False |
True |
36,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0644 |
|
2.618 |
1.0423 |
|
1.618 |
1.0288 |
|
1.000 |
1.0205 |
|
0.618 |
1.0153 |
|
HIGH |
1.0070 |
|
0.618 |
1.0018 |
|
0.500 |
1.0003 |
|
0.382 |
0.9987 |
|
LOW |
0.9935 |
|
0.618 |
0.9852 |
|
1.000 |
0.9800 |
|
1.618 |
0.9717 |
|
2.618 |
0.9582 |
|
4.250 |
0.9361 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0003 |
1.0100 |
| PP |
0.9996 |
1.0061 |
| S1 |
0.9990 |
1.0023 |
|