CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9640 |
0.9527 |
-0.0113 |
-1.2% |
0.9636 |
| High |
0.9650 |
0.9669 |
0.0019 |
0.2% |
0.9687 |
| Low |
0.9503 |
0.9429 |
-0.0074 |
-0.8% |
0.9515 |
| Close |
0.9517 |
0.9605 |
0.0088 |
0.9% |
0.9562 |
| Range |
0.0147 |
0.0240 |
0.0093 |
63.3% |
0.0172 |
| ATR |
0.0125 |
0.0133 |
0.0008 |
6.6% |
0.0000 |
| Volume |
163,029 |
207,086 |
44,057 |
27.0% |
583,366 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0288 |
1.0186 |
0.9737 |
|
| R3 |
1.0048 |
0.9946 |
0.9671 |
|
| R2 |
0.9808 |
0.9808 |
0.9649 |
|
| R1 |
0.9706 |
0.9706 |
0.9627 |
0.9757 |
| PP |
0.9568 |
0.9568 |
0.9568 |
0.9593 |
| S1 |
0.9466 |
0.9466 |
0.9583 |
0.9517 |
| S2 |
0.9328 |
0.9328 |
0.9561 |
|
| S3 |
0.9088 |
0.9226 |
0.9539 |
|
| S4 |
0.8848 |
0.8986 |
0.9473 |
|
|
| 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 |
0.9429 |
0.0353 |
3.7% |
0.0181 |
1.9% |
50% |
False |
True |
166,911 |
| 10 |
0.9782 |
0.9429 |
0.0353 |
3.7% |
0.0156 |
1.6% |
50% |
False |
True |
161,413 |
| 20 |
1.0265 |
0.9429 |
0.0836 |
8.7% |
0.0140 |
1.5% |
21% |
False |
True |
156,087 |
| 40 |
1.0531 |
0.9429 |
0.1102 |
11.5% |
0.0113 |
1.2% |
16% |
False |
True |
132,488 |
| 60 |
1.0531 |
0.9429 |
0.1102 |
11.5% |
0.0098 |
1.0% |
16% |
False |
True |
116,562 |
| 80 |
1.0531 |
0.9429 |
0.1102 |
11.5% |
0.0091 |
1.0% |
16% |
False |
True |
89,336 |
| 100 |
1.0531 |
0.9429 |
0.1102 |
11.5% |
0.0084 |
0.9% |
16% |
False |
True |
71,489 |
| 120 |
1.0531 |
0.9429 |
0.1102 |
11.5% |
0.0074 |
0.8% |
16% |
False |
True |
59,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0689 |
|
2.618 |
1.0297 |
|
1.618 |
1.0057 |
|
1.000 |
0.9909 |
|
0.618 |
0.9817 |
|
HIGH |
0.9669 |
|
0.618 |
0.9577 |
|
0.500 |
0.9549 |
|
0.382 |
0.9521 |
|
LOW |
0.9429 |
|
0.618 |
0.9281 |
|
1.000 |
0.9189 |
|
1.618 |
0.9041 |
|
2.618 |
0.8801 |
|
4.250 |
0.8409 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9586 |
0.9602 |
| PP |
0.9568 |
0.9598 |
| S1 |
0.9549 |
0.9595 |
|