CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9785 |
0.9673 |
-0.0112 |
-1.1% |
0.9983 |
| High |
0.9809 |
0.9763 |
-0.0046 |
-0.5% |
0.9987 |
| Low |
0.9644 |
0.9578 |
-0.0066 |
-0.7% |
0.9691 |
| Close |
0.9669 |
0.9721 |
0.0052 |
0.5% |
0.9716 |
| Range |
0.0165 |
0.0185 |
0.0020 |
12.1% |
0.0296 |
| ATR |
0.0102 |
0.0108 |
0.0006 |
5.8% |
0.0000 |
| Volume |
205,427 |
206,807 |
1,380 |
0.7% |
689,892 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0242 |
1.0167 |
0.9823 |
|
| R3 |
1.0057 |
0.9982 |
0.9772 |
|
| R2 |
0.9872 |
0.9872 |
0.9755 |
|
| R1 |
0.9797 |
0.9797 |
0.9738 |
0.9835 |
| PP |
0.9687 |
0.9687 |
0.9687 |
0.9706 |
| S1 |
0.9612 |
0.9612 |
0.9704 |
0.9650 |
| S2 |
0.9502 |
0.9502 |
0.9687 |
|
| S3 |
0.9317 |
0.9427 |
0.9670 |
|
| S4 |
0.9132 |
0.9242 |
0.9619 |
|
|
| 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 |
0.9824 |
0.9578 |
0.0246 |
2.5% |
0.0130 |
1.3% |
58% |
False |
True |
165,887 |
| 10 |
1.0070 |
0.9578 |
0.0492 |
5.1% |
0.0117 |
1.2% |
29% |
False |
True |
153,789 |
| 20 |
1.0350 |
0.9578 |
0.0772 |
7.9% |
0.0107 |
1.1% |
19% |
False |
True |
129,185 |
| 40 |
1.0531 |
0.9578 |
0.0953 |
9.8% |
0.0096 |
1.0% |
15% |
False |
True |
118,672 |
| 60 |
1.0531 |
0.9578 |
0.0953 |
9.8% |
0.0086 |
0.9% |
15% |
False |
True |
95,588 |
| 80 |
1.0531 |
0.9578 |
0.0953 |
9.8% |
0.0082 |
0.8% |
15% |
False |
True |
71,763 |
| 100 |
1.0531 |
0.9578 |
0.0953 |
9.8% |
0.0074 |
0.8% |
15% |
False |
True |
57,422 |
| 120 |
1.0531 |
0.9578 |
0.0953 |
9.8% |
0.0064 |
0.7% |
15% |
False |
True |
47,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0549 |
|
2.618 |
1.0247 |
|
1.618 |
1.0062 |
|
1.000 |
0.9948 |
|
0.618 |
0.9877 |
|
HIGH |
0.9763 |
|
0.618 |
0.9692 |
|
0.500 |
0.9671 |
|
0.382 |
0.9649 |
|
LOW |
0.9578 |
|
0.618 |
0.9464 |
|
1.000 |
0.9393 |
|
1.618 |
0.9279 |
|
2.618 |
0.9094 |
|
4.250 |
0.8792 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9704 |
0.9714 |
| PP |
0.9687 |
0.9708 |
| S1 |
0.9671 |
0.9701 |
|