CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9759 |
0.9640 |
-0.0119 |
-1.2% |
0.9636 |
| High |
0.9760 |
0.9650 |
-0.0110 |
-1.1% |
0.9687 |
| Low |
0.9601 |
0.9503 |
-0.0098 |
-1.0% |
0.9515 |
| Close |
0.9627 |
0.9517 |
-0.0110 |
-1.1% |
0.9562 |
| Range |
0.0159 |
0.0147 |
-0.0012 |
-7.5% |
0.0172 |
| ATR |
0.0123 |
0.0125 |
0.0002 |
1.4% |
0.0000 |
| Volume |
159,062 |
163,029 |
3,967 |
2.5% |
583,366 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9998 |
0.9904 |
0.9598 |
|
| R3 |
0.9851 |
0.9757 |
0.9557 |
|
| R2 |
0.9704 |
0.9704 |
0.9544 |
|
| R1 |
0.9610 |
0.9610 |
0.9530 |
0.9584 |
| PP |
0.9557 |
0.9557 |
0.9557 |
0.9543 |
| S1 |
0.9463 |
0.9463 |
0.9504 |
0.9437 |
| S2 |
0.9410 |
0.9410 |
0.9490 |
|
| S3 |
0.9263 |
0.9316 |
0.9477 |
|
| S4 |
0.9116 |
0.9169 |
0.9436 |
|
|
| 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 |
0.9503 |
0.0279 |
2.9% |
0.0157 |
1.6% |
5% |
False |
True |
152,444 |
| 10 |
0.9809 |
0.9503 |
0.0306 |
3.2% |
0.0149 |
1.6% |
5% |
False |
True |
161,247 |
| 20 |
1.0265 |
0.9503 |
0.0762 |
8.0% |
0.0130 |
1.4% |
2% |
False |
True |
150,998 |
| 40 |
1.0531 |
0.9503 |
0.1028 |
10.8% |
0.0109 |
1.1% |
1% |
False |
True |
129,960 |
| 60 |
1.0531 |
0.9503 |
0.1028 |
10.8% |
0.0095 |
1.0% |
1% |
False |
True |
113,919 |
| 80 |
1.0531 |
0.9503 |
0.1028 |
10.8% |
0.0089 |
0.9% |
1% |
False |
True |
86,750 |
| 100 |
1.0531 |
0.9503 |
0.1028 |
10.8% |
0.0082 |
0.9% |
1% |
False |
True |
69,419 |
| 120 |
1.0531 |
0.9503 |
0.1028 |
10.8% |
0.0072 |
0.8% |
1% |
False |
True |
57,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0275 |
|
2.618 |
1.0035 |
|
1.618 |
0.9888 |
|
1.000 |
0.9797 |
|
0.618 |
0.9741 |
|
HIGH |
0.9650 |
|
0.618 |
0.9594 |
|
0.500 |
0.9577 |
|
0.382 |
0.9559 |
|
LOW |
0.9503 |
|
0.618 |
0.9412 |
|
1.000 |
0.9356 |
|
1.618 |
0.9265 |
|
2.618 |
0.9118 |
|
4.250 |
0.8878 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9577 |
0.9643 |
| PP |
0.9557 |
0.9601 |
| S1 |
0.9537 |
0.9559 |
|