CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0064 |
0.9983 |
-0.0081 |
-0.8% |
1.0276 |
| High |
1.0070 |
0.9987 |
-0.0083 |
-0.8% |
1.0277 |
| Low |
0.9935 |
0.9915 |
-0.0020 |
-0.2% |
0.9935 |
| Close |
0.9984 |
0.9930 |
-0.0054 |
-0.5% |
0.9984 |
| Range |
0.0135 |
0.0072 |
-0.0063 |
-46.7% |
0.0342 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
167,003 |
113,064 |
-53,939 |
-32.3% |
655,803 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0160 |
1.0117 |
0.9970 |
|
| R3 |
1.0088 |
1.0045 |
0.9950 |
|
| R2 |
1.0016 |
1.0016 |
0.9943 |
|
| R1 |
0.9973 |
0.9973 |
0.9937 |
0.9959 |
| PP |
0.9944 |
0.9944 |
0.9944 |
0.9937 |
| S1 |
0.9901 |
0.9901 |
0.9923 |
0.9887 |
| S2 |
0.9872 |
0.9872 |
0.9917 |
|
| S3 |
0.9800 |
0.9829 |
0.9910 |
|
| S4 |
0.9728 |
0.9757 |
0.9890 |
|
|
| 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 |
1.0265 |
0.9915 |
0.0350 |
3.5% |
0.0121 |
1.2% |
4% |
False |
True |
137,990 |
| 10 |
1.0350 |
0.9915 |
0.0435 |
4.4% |
0.0102 |
1.0% |
3% |
False |
True |
116,172 |
| 20 |
1.0350 |
0.9915 |
0.0435 |
4.4% |
0.0090 |
0.9% |
3% |
False |
True |
111,610 |
| 40 |
1.0531 |
0.9915 |
0.0616 |
6.2% |
0.0083 |
0.8% |
2% |
False |
True |
103,527 |
| 60 |
1.0531 |
0.9915 |
0.0616 |
6.2% |
0.0080 |
0.8% |
2% |
False |
True |
74,684 |
| 80 |
1.0531 |
0.9915 |
0.0616 |
6.2% |
0.0074 |
0.7% |
2% |
False |
True |
56,046 |
| 100 |
1.0531 |
0.9915 |
0.0616 |
6.2% |
0.0066 |
0.7% |
2% |
False |
True |
44,845 |
| 120 |
1.0531 |
0.9915 |
0.0616 |
6.2% |
0.0056 |
0.6% |
2% |
False |
True |
37,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0293 |
|
2.618 |
1.0175 |
|
1.618 |
1.0103 |
|
1.000 |
1.0059 |
|
0.618 |
1.0031 |
|
HIGH |
0.9987 |
|
0.618 |
0.9959 |
|
0.500 |
0.9951 |
|
0.382 |
0.9943 |
|
LOW |
0.9915 |
|
0.618 |
0.9871 |
|
1.000 |
0.9843 |
|
1.618 |
0.9799 |
|
2.618 |
0.9727 |
|
4.250 |
0.9609 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9951 |
1.0090 |
| PP |
0.9944 |
1.0037 |
| S1 |
0.9937 |
0.9983 |
|