CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 21-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
Open |
0.9736 |
0.9789 |
0.0053 |
0.5% |
0.9983 |
High |
0.9808 |
0.9824 |
0.0016 |
0.2% |
0.9987 |
Low |
0.9717 |
0.9732 |
0.0015 |
0.2% |
0.9691 |
Close |
0.9798 |
0.9784 |
-0.0014 |
-0.1% |
0.9716 |
Range |
0.0091 |
0.0092 |
0.0001 |
1.1% |
0.0296 |
ATR |
0.0097 |
0.0097 |
0.0000 |
-0.4% |
0.0000 |
Volume |
120,846 |
147,920 |
27,074 |
22.4% |
689,892 |
|
Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0056 |
1.0012 |
0.9835 |
|
R3 |
0.9964 |
0.9920 |
0.9809 |
|
R2 |
0.9872 |
0.9872 |
0.9801 |
|
R1 |
0.9828 |
0.9828 |
0.9792 |
0.9804 |
PP |
0.9780 |
0.9780 |
0.9780 |
0.9768 |
S1 |
0.9736 |
0.9736 |
0.9776 |
0.9712 |
S2 |
0.9688 |
0.9688 |
0.9767 |
|
S3 |
0.9596 |
0.9644 |
0.9759 |
|
S4 |
0.9504 |
0.9552 |
0.9733 |
|
|
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 |
0.9896 |
0.9691 |
0.0205 |
2.1% |
0.0097 |
1.0% |
45% |
False |
False |
141,623 |
10 |
1.0265 |
0.9691 |
0.0574 |
5.9% |
0.0112 |
1.1% |
16% |
False |
False |
140,749 |
20 |
1.0350 |
0.9691 |
0.0659 |
6.7% |
0.0096 |
1.0% |
14% |
False |
False |
117,398 |
40 |
1.0531 |
0.9691 |
0.0840 |
8.6% |
0.0090 |
0.9% |
11% |
False |
False |
112,020 |
60 |
1.0531 |
0.9691 |
0.0840 |
8.6% |
0.0083 |
0.8% |
11% |
False |
False |
88,735 |
80 |
1.0531 |
0.9691 |
0.0840 |
8.6% |
0.0078 |
0.8% |
11% |
False |
False |
66,612 |
100 |
1.0531 |
0.9691 |
0.0840 |
8.6% |
0.0071 |
0.7% |
11% |
False |
False |
53,300 |
120 |
1.0531 |
0.9691 |
0.0840 |
8.6% |
0.0061 |
0.6% |
11% |
False |
False |
44,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0215 |
2.618 |
1.0065 |
1.618 |
0.9973 |
1.000 |
0.9916 |
0.618 |
0.9881 |
HIGH |
0.9824 |
0.618 |
0.9789 |
0.500 |
0.9778 |
0.382 |
0.9767 |
LOW |
0.9732 |
0.618 |
0.9675 |
1.000 |
0.9640 |
1.618 |
0.9583 |
2.618 |
0.9491 |
4.250 |
0.9341 |
|
|
Fisher Pivots for day following 21-May-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9782 |
0.9775 |
PP |
0.9780 |
0.9766 |
S1 |
0.9778 |
0.9758 |
|