CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9867 |
0.9798 |
-0.0069 |
-0.7% |
0.9983 |
| High |
0.9891 |
0.9810 |
-0.0081 |
-0.8% |
0.9987 |
| Low |
0.9776 |
0.9691 |
-0.0085 |
-0.9% |
0.9691 |
| Close |
0.9813 |
0.9716 |
-0.0097 |
-1.0% |
0.9716 |
| Range |
0.0115 |
0.0119 |
0.0004 |
3.5% |
0.0296 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.0% |
0.0000 |
| Volume |
162,105 |
148,437 |
-13,668 |
-8.4% |
689,892 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0096 |
1.0025 |
0.9781 |
|
| R3 |
0.9977 |
0.9906 |
0.9749 |
|
| R2 |
0.9858 |
0.9858 |
0.9738 |
|
| R1 |
0.9787 |
0.9787 |
0.9727 |
0.9763 |
| PP |
0.9739 |
0.9739 |
0.9739 |
0.9727 |
| S1 |
0.9668 |
0.9668 |
0.9705 |
0.9644 |
| S2 |
0.9620 |
0.9620 |
0.9694 |
|
| S3 |
0.9501 |
0.9549 |
0.9683 |
|
| S4 |
0.9382 |
0.9430 |
0.9651 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0686 |
1.0497 |
0.9879 |
|
| R3 |
1.0390 |
1.0201 |
0.9797 |
|
| R2 |
1.0094 |
1.0094 |
0.9770 |
|
| R1 |
0.9905 |
0.9905 |
0.9743 |
0.9852 |
| PP |
0.9798 |
0.9798 |
0.9798 |
0.9771 |
| S1 |
0.9609 |
0.9609 |
0.9689 |
0.9556 |
| S2 |
0.9502 |
0.9502 |
0.9662 |
|
| S3 |
0.9206 |
0.9313 |
0.9635 |
|
| S4 |
0.8910 |
0.9017 |
0.9553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9987 |
0.9691 |
0.0296 |
3.0% |
0.0101 |
1.0% |
8% |
False |
True |
137,978 |
| 10 |
1.0277 |
0.9691 |
0.0586 |
6.0% |
0.0112 |
1.2% |
4% |
False |
True |
134,569 |
| 20 |
1.0350 |
0.9691 |
0.0659 |
6.8% |
0.0094 |
1.0% |
4% |
False |
True |
114,327 |
| 40 |
1.0531 |
0.9691 |
0.0840 |
8.6% |
0.0088 |
0.9% |
3% |
False |
True |
109,184 |
| 60 |
1.0531 |
0.9691 |
0.0840 |
8.6% |
0.0082 |
0.8% |
3% |
False |
True |
84,279 |
| 80 |
1.0531 |
0.9691 |
0.0840 |
8.6% |
0.0078 |
0.8% |
3% |
False |
True |
63,254 |
| 100 |
1.0531 |
0.9691 |
0.0840 |
8.6% |
0.0069 |
0.7% |
3% |
False |
True |
50,613 |
| 120 |
1.0531 |
0.9691 |
0.0840 |
8.6% |
0.0059 |
0.6% |
3% |
False |
True |
42,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0316 |
|
2.618 |
1.0122 |
|
1.618 |
1.0003 |
|
1.000 |
0.9929 |
|
0.618 |
0.9884 |
|
HIGH |
0.9810 |
|
0.618 |
0.9765 |
|
0.500 |
0.9751 |
|
0.382 |
0.9736 |
|
LOW |
0.9691 |
|
0.618 |
0.9617 |
|
1.000 |
0.9572 |
|
1.618 |
0.9498 |
|
2.618 |
0.9379 |
|
4.250 |
0.9185 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9751 |
0.9794 |
| PP |
0.9739 |
0.9768 |
| S1 |
0.9728 |
0.9742 |
|