CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9527 |
0.9557 |
0.0030 |
0.3% |
0.9596 |
| High |
0.9669 |
0.9605 |
-0.0064 |
-0.7% |
0.9782 |
| Low |
0.9429 |
0.9423 |
-0.0006 |
-0.1% |
0.9423 |
| Close |
0.9605 |
0.9494 |
-0.0111 |
-1.2% |
0.9494 |
| Range |
0.0240 |
0.0182 |
-0.0058 |
-24.2% |
0.0359 |
| ATR |
0.0133 |
0.0136 |
0.0004 |
2.6% |
0.0000 |
| Volume |
207,086 |
172,873 |
-34,213 |
-16.5% |
856,647 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0053 |
0.9956 |
0.9594 |
|
| R3 |
0.9871 |
0.9774 |
0.9544 |
|
| R2 |
0.9689 |
0.9689 |
0.9527 |
|
| R1 |
0.9592 |
0.9592 |
0.9511 |
0.9550 |
| PP |
0.9507 |
0.9507 |
0.9507 |
0.9486 |
| S1 |
0.9410 |
0.9410 |
0.9477 |
0.9368 |
| S2 |
0.9325 |
0.9325 |
0.9461 |
|
| S3 |
0.9143 |
0.9228 |
0.9444 |
|
| S4 |
0.8961 |
0.9046 |
0.9394 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0643 |
1.0428 |
0.9691 |
|
| R3 |
1.0284 |
1.0069 |
0.9593 |
|
| R2 |
0.9925 |
0.9925 |
0.9560 |
|
| R1 |
0.9710 |
0.9710 |
0.9527 |
0.9638 |
| PP |
0.9566 |
0.9566 |
0.9566 |
0.9531 |
| S1 |
0.9351 |
0.9351 |
0.9461 |
0.9279 |
| S2 |
0.9207 |
0.9207 |
0.9428 |
|
| S3 |
0.8848 |
0.8992 |
0.9395 |
|
| S4 |
0.8489 |
0.8633 |
0.9297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9782 |
0.9423 |
0.0359 |
3.8% |
0.0190 |
2.0% |
20% |
False |
True |
171,329 |
| 10 |
0.9782 |
0.9423 |
0.0359 |
3.8% |
0.0156 |
1.6% |
20% |
False |
True |
158,019 |
| 20 |
1.0070 |
0.9423 |
0.0647 |
6.8% |
0.0136 |
1.4% |
11% |
False |
True |
155,904 |
| 40 |
1.0510 |
0.9423 |
0.1087 |
11.4% |
0.0116 |
1.2% |
7% |
False |
True |
134,338 |
| 60 |
1.0531 |
0.9423 |
0.1108 |
11.7% |
0.0100 |
1.1% |
6% |
False |
True |
118,804 |
| 80 |
1.0531 |
0.9423 |
0.1108 |
11.7% |
0.0093 |
1.0% |
6% |
False |
True |
91,496 |
| 100 |
1.0531 |
0.9423 |
0.1108 |
11.7% |
0.0085 |
0.9% |
6% |
False |
True |
73,217 |
| 120 |
1.0531 |
0.9423 |
0.1108 |
11.7% |
0.0076 |
0.8% |
6% |
False |
True |
61,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0379 |
|
2.618 |
1.0081 |
|
1.618 |
0.9899 |
|
1.000 |
0.9787 |
|
0.618 |
0.9717 |
|
HIGH |
0.9605 |
|
0.618 |
0.9535 |
|
0.500 |
0.9514 |
|
0.382 |
0.9493 |
|
LOW |
0.9423 |
|
0.618 |
0.9311 |
|
1.000 |
0.9241 |
|
1.618 |
0.9129 |
|
2.618 |
0.8947 |
|
4.250 |
0.8650 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9514 |
0.9546 |
| PP |
0.9507 |
0.9529 |
| S1 |
0.9501 |
0.9511 |
|