CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 14-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
Open |
0.9983 |
0.9930 |
-0.0053 |
-0.5% |
1.0276 |
High |
0.9987 |
0.9980 |
-0.0007 |
-0.1% |
1.0277 |
Low |
0.9915 |
0.9852 |
-0.0063 |
-0.6% |
0.9935 |
Close |
0.9930 |
0.9853 |
-0.0077 |
-0.8% |
0.9984 |
Range |
0.0072 |
0.0128 |
0.0056 |
77.8% |
0.0342 |
ATR |
0.0094 |
0.0096 |
0.0002 |
2.6% |
0.0000 |
Volume |
113,064 |
137,478 |
24,414 |
21.6% |
655,803 |
|
Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0279 |
1.0194 |
0.9923 |
|
R3 |
1.0151 |
1.0066 |
0.9888 |
|
R2 |
1.0023 |
1.0023 |
0.9876 |
|
R1 |
0.9938 |
0.9938 |
0.9865 |
0.9917 |
PP |
0.9895 |
0.9895 |
0.9895 |
0.9884 |
S1 |
0.9810 |
0.9810 |
0.9841 |
0.9789 |
S2 |
0.9767 |
0.9767 |
0.9830 |
|
S3 |
0.9639 |
0.9682 |
0.9818 |
|
S4 |
0.9511 |
0.9554 |
0.9783 |
|
|
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 |
0.9852 |
0.0413 |
4.2% |
0.0127 |
1.3% |
0% |
False |
True |
139,876 |
10 |
1.0346 |
0.9852 |
0.0494 |
5.0% |
0.0109 |
1.1% |
0% |
False |
True |
122,093 |
20 |
1.0350 |
0.9852 |
0.0498 |
5.1% |
0.0092 |
0.9% |
0% |
False |
True |
110,852 |
40 |
1.0531 |
0.9852 |
0.0679 |
6.9% |
0.0085 |
0.9% |
0% |
False |
True |
104,811 |
60 |
1.0531 |
0.9852 |
0.0679 |
6.9% |
0.0081 |
0.8% |
0% |
False |
True |
76,971 |
80 |
1.0531 |
0.9852 |
0.0679 |
6.9% |
0.0075 |
0.8% |
0% |
False |
True |
57,764 |
100 |
1.0531 |
0.9852 |
0.0679 |
6.9% |
0.0067 |
0.7% |
0% |
False |
True |
46,220 |
120 |
1.0531 |
0.9852 |
0.0679 |
6.9% |
0.0057 |
0.6% |
0% |
False |
True |
38,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0524 |
2.618 |
1.0315 |
1.618 |
1.0187 |
1.000 |
1.0108 |
0.618 |
1.0059 |
HIGH |
0.9980 |
0.618 |
0.9931 |
0.500 |
0.9916 |
0.382 |
0.9901 |
LOW |
0.9852 |
0.618 |
0.9773 |
1.000 |
0.9724 |
1.618 |
0.9645 |
2.618 |
0.9517 |
4.250 |
0.9308 |
|
|
Fisher Pivots for day following 14-May-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9916 |
0.9961 |
PP |
0.9895 |
0.9925 |
S1 |
0.9874 |
0.9889 |
|