CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9930 |
0.9871 |
-0.0059 |
-0.6% |
1.0276 |
| High |
0.9980 |
0.9896 |
-0.0084 |
-0.8% |
1.0277 |
| Low |
0.9852 |
0.9827 |
-0.0025 |
-0.3% |
0.9935 |
| Close |
0.9853 |
0.9847 |
-0.0006 |
-0.1% |
0.9984 |
| Range |
0.0128 |
0.0069 |
-0.0059 |
-46.1% |
0.0342 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
137,478 |
128,808 |
-8,670 |
-6.3% |
655,803 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0064 |
1.0024 |
0.9885 |
|
| R3 |
0.9995 |
0.9955 |
0.9866 |
|
| R2 |
0.9926 |
0.9926 |
0.9860 |
|
| R1 |
0.9886 |
0.9886 |
0.9853 |
0.9872 |
| PP |
0.9857 |
0.9857 |
0.9857 |
0.9849 |
| S1 |
0.9817 |
0.9817 |
0.9841 |
0.9803 |
| S2 |
0.9788 |
0.9788 |
0.9834 |
|
| S3 |
0.9719 |
0.9748 |
0.9828 |
|
| S4 |
0.9650 |
0.9679 |
0.9809 |
|
|
| 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 |
0.9827 |
0.0438 |
4.4% |
0.0130 |
1.3% |
5% |
False |
True |
144,575 |
| 10 |
1.0292 |
0.9827 |
0.0465 |
4.7% |
0.0104 |
1.1% |
4% |
False |
True |
124,909 |
| 20 |
1.0350 |
0.9827 |
0.0523 |
5.3% |
0.0090 |
0.9% |
4% |
False |
True |
110,140 |
| 40 |
1.0531 |
0.9827 |
0.0704 |
7.1% |
0.0085 |
0.9% |
3% |
False |
True |
106,083 |
| 60 |
1.0531 |
0.9827 |
0.0704 |
7.1% |
0.0081 |
0.8% |
3% |
False |
True |
79,115 |
| 80 |
1.0531 |
0.9827 |
0.0704 |
7.1% |
0.0076 |
0.8% |
3% |
False |
True |
59,373 |
| 100 |
1.0531 |
0.9827 |
0.0704 |
7.1% |
0.0068 |
0.7% |
3% |
False |
True |
47,508 |
| 120 |
1.0531 |
0.9827 |
0.0704 |
7.1% |
0.0058 |
0.6% |
3% |
False |
True |
39,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0189 |
|
2.618 |
1.0077 |
|
1.618 |
1.0008 |
|
1.000 |
0.9965 |
|
0.618 |
0.9939 |
|
HIGH |
0.9896 |
|
0.618 |
0.9870 |
|
0.500 |
0.9862 |
|
0.382 |
0.9853 |
|
LOW |
0.9827 |
|
0.618 |
0.9784 |
|
1.000 |
0.9758 |
|
1.618 |
0.9715 |
|
2.618 |
0.9646 |
|
4.250 |
0.9534 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9862 |
0.9907 |
| PP |
0.9857 |
0.9887 |
| S1 |
0.9852 |
0.9867 |
|