CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9596 |
0.9759 |
0.0163 |
1.7% |
0.9636 |
| High |
0.9782 |
0.9760 |
-0.0022 |
-0.2% |
0.9687 |
| Low |
0.9562 |
0.9601 |
0.0039 |
0.4% |
0.9515 |
| Close |
0.9745 |
0.9627 |
-0.0118 |
-1.2% |
0.9562 |
| Range |
0.0220 |
0.0159 |
-0.0061 |
-27.7% |
0.0172 |
| ATR |
0.0120 |
0.0123 |
0.0003 |
2.3% |
0.0000 |
| Volume |
154,597 |
159,062 |
4,465 |
2.9% |
583,366 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0140 |
1.0042 |
0.9714 |
|
| R3 |
0.9981 |
0.9883 |
0.9671 |
|
| R2 |
0.9822 |
0.9822 |
0.9656 |
|
| R1 |
0.9724 |
0.9724 |
0.9642 |
0.9694 |
| PP |
0.9663 |
0.9663 |
0.9663 |
0.9647 |
| S1 |
0.9565 |
0.9565 |
0.9612 |
0.9535 |
| S2 |
0.9504 |
0.9504 |
0.9598 |
|
| S3 |
0.9345 |
0.9406 |
0.9583 |
|
| S4 |
0.9186 |
0.9247 |
0.9540 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0104 |
1.0005 |
0.9657 |
|
| R3 |
0.9932 |
0.9833 |
0.9609 |
|
| R2 |
0.9760 |
0.9760 |
0.9594 |
|
| R1 |
0.9661 |
0.9661 |
0.9578 |
0.9625 |
| PP |
0.9588 |
0.9588 |
0.9588 |
0.9570 |
| S1 |
0.9489 |
0.9489 |
0.9546 |
0.9453 |
| S2 |
0.9416 |
0.9416 |
0.9530 |
|
| S3 |
0.9244 |
0.9317 |
0.9515 |
|
| S4 |
0.9072 |
0.9145 |
0.9467 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9782 |
0.9515 |
0.0267 |
2.8% |
0.0156 |
1.6% |
42% |
False |
False |
147,740 |
| 10 |
0.9824 |
0.9515 |
0.0309 |
3.2% |
0.0143 |
1.5% |
36% |
False |
False |
159,736 |
| 20 |
1.0265 |
0.9515 |
0.0750 |
7.8% |
0.0128 |
1.3% |
15% |
False |
False |
149,249 |
| 40 |
1.0531 |
0.9515 |
0.1016 |
10.6% |
0.0108 |
1.1% |
11% |
False |
False |
128,760 |
| 60 |
1.0531 |
0.9515 |
0.1016 |
10.6% |
0.0094 |
1.0% |
11% |
False |
False |
111,877 |
| 80 |
1.0531 |
0.9515 |
0.1016 |
10.6% |
0.0088 |
0.9% |
11% |
False |
False |
84,717 |
| 100 |
1.0531 |
0.9515 |
0.1016 |
10.6% |
0.0081 |
0.8% |
11% |
False |
False |
67,790 |
| 120 |
1.0531 |
0.9515 |
0.1016 |
10.6% |
0.0071 |
0.7% |
11% |
False |
False |
56,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0436 |
|
2.618 |
1.0176 |
|
1.618 |
1.0017 |
|
1.000 |
0.9919 |
|
0.618 |
0.9858 |
|
HIGH |
0.9760 |
|
0.618 |
0.9699 |
|
0.500 |
0.9681 |
|
0.382 |
0.9662 |
|
LOW |
0.9601 |
|
0.618 |
0.9503 |
|
1.000 |
0.9442 |
|
1.618 |
0.9344 |
|
2.618 |
0.9185 |
|
4.250 |
0.8925 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9681 |
0.9660 |
| PP |
0.9663 |
0.9649 |
| S1 |
0.9645 |
0.9638 |
|